| Metric | 11389848:btcusd:triple_med_gx:lsma85_95 | 11389848:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 5.95% | 172.77% |
| Max Drawdown | -17.38% | -67.18% |
| Sharpe | 0.11 | 0.42 |
| Sortino | 0.18 | 0.61 |
| Payoff Ratio | 1.49 | 1.17 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.65 | 0.64 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 132.82 | 2.6 |
| Outlier Loss Ratio | 3.08 | 2.6 |
| Volatility (ann.) | 5.52% | 26.26% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.1 | 0.53 |
| Skew | 6.28 | 0.19 |
| Kurtosis | 248.92 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.14% | 2.48% |
| Expected Yearly % | 1.46% | 28.51% |
| Kelly Criterion | -1.58% | 9.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.23% |
| Expected Shortfall (cVaR) | -0.47% | -2.23% |
| Year | 11389848:BTCUSD | 11389848:btcusd:triple_med_gx:lsma85_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 16.43 | -0.28 | + |
| 2023 | 155.54 | 3.34 | 0.02 | - |
| 2024 | 121.00 | -10.51 | -0.09 | - |
| 2025 | 17.02 | -1.60 | -0.09 | - |
| Metric | 11389848:btcusd:triple_med_gx:lsma85_95 | 11389848:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.44% | 31.76% |
| 6M | -1.6% | 12.25% |
| YTD | -1.6% | 17.02% |
| 1Y | -2.83% | 57.19% |
| 3Y (ann.) | -2.78% | 55.42% |
| 5Y (ann.) | 1.76% | 35.42% |
| Metric | 11389848:btcusd:triple_med_gx:lsma85_95 | 11389848:BTCUSD |
|---|---|---|
| Max Drawdown | -17.38% | -67.18% |
| Longest DD Days | 599.0 | 683.0 |
| Avg. Drawdown | -4.1% | -7.19% |
| Avg. Drawdown Days | 129.0 | 37.0 |
| Recovery Factor | 0.34 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-10-20 | 2025-06-11 | -17.38 | 599 |
| 2022-08-08 | 2023-06-16 | -8.63 | 312 |
| 2022-04-09 | 2022-08-08 | -3.77 | 120 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2023-06-17 | 2023-10-20 | -2.46 | 124 |
| 2022-03-18 | 2022-03-18 | -1.30 | 0 |
| 2022-02-24 | 2022-02-24 | -0.18 | 0 |
| 2022-03-17 | 2022-03-17 | -0.18 | 0 |
| 2022-03-19 | 2022-03-19 | -0.06 | 0 |
| Metric | 11389848:btcusd:triple_med_gx:lsma85_95 | 11389848:BTCUSD |
|---|---|---|
| Best Day | 6.93% | 9.33% |
| Worst Day | -4.64% | -9.32% |
| Best Week | 10.59% | 35.75% |
| Worst Week | -5.96% | -29.64% |
| Best Month | 10.59% | 43.77% |
| Worst Month | -5.96% | -37.12% |
| Best Year | 16.43% | 155.54% |
| Worst Year | -10.51% | -58.73% |
| Avg. Up Day | 1.26% | 1.29% |
| Avg. Down Day | -0.84% | -1.11% |
| Avg. Up Week | 1.44% | 9.63% |
| Avg. Down Week | -1.62% | -5.75% |
| Avg. Up Month | 3.54% | 10.83% |
| Avg. Down Month | -0.77% | -11.86% |
| Win Days % | 39.16% | 51.3% |
| Win Month % | 34.62% | 60.98% |
| Win Week % | 36.67% | 50.28% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |