| Metric | 11392876:btcusd:triple_med_gx:lsma85_105 | 11392876:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 35.62% | 174.71% |
| Max Drawdown | -12.12% | -67.18% |
| Sharpe | 0.35 | 0.41 |
| Sortino | 0.57 | 0.6 |
| Payoff Ratio | 1.43 | 1.26 |
| Profit Factor | 1.32 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.87 | 0.69 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 85.5 | 2.84 |
| Outlier Loss Ratio | 3.13 | 2.69 |
| Volatility (ann.) | 7.05% | 26.04% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.77 | 0.51 |
| Skew | 2.92 | 0.18 |
| Kurtosis | 225.75 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.73% | 2.44% |
| Expected Yearly % | 7.91% | 28.74% |
| Kelly Criterion | 8.38% | 12.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.21% |
| Expected Shortfall (cVaR) | -0.6% | -2.21% |
| Year | 11392876:BTCUSD | 11392876:btcusd:triple_med_gx:lsma85_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 15.45 | -0.25 | + |
| 2023 | 155.54 | 12.82 | 0.08 | - |
| 2024 | 121.00 | 0.99 | 0.01 | - |
| 2025 | 27.10 | 3.10 | 0.11 | - |
| Metric | 11392876:btcusd:triple_med_gx:lsma85_105 | 11392876:BTCUSD |
|---|---|---|
| MTD | -1.01% | 10.71% |
| 3M | -2.23% | 41.88% |
| 6M | 3.1% | 22.91% |
| YTD | 3.1% | 27.1% |
| 1Y | 0.32% | 82.29% |
| 3Y (ann.) | 8.17% | 77.48% |
| 5Y (ann.) | 9.34% | 34.48% |
| Metric | 11392876:btcusd:triple_med_gx:lsma85_105 | 11392876:BTCUSD |
|---|---|---|
| Max Drawdown | -12.12% | -67.18% |
| Longest DD Days | 280.0 | 683.0 |
| Avg. Drawdown | -3.15% | -7.35% |
| Avg. Drawdown Days | 58.0 | 37.0 |
| Recovery Factor | 2.94 | 2.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2024-09-09 | -12.12 | 91 |
| 2024-10-09 | 2025-07-17 | -10.00 | 280 |
| 2022-11-11 | 2023-06-17 | -9.39 | 218 |
| 2022-04-10 | 2022-11-10 | -9.06 | 214 |
| 2023-10-20 | 2024-03-20 | -8.93 | 152 |
| 2023-07-14 | 2023-10-20 | -2.80 | 98 |
| 2022-02-26 | 2022-03-18 | -1.98 | 20 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| 2023-06-17 | 2023-06-19 | -1.24 | 2 |
| 2022-03-20 | 2022-04-10 | -1.06 | 21 |
| Metric | 11392876:btcusd:triple_med_gx:lsma85_105 | 11392876:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.96% | 35.75% |
| Worst Week | -3.9% | -29.64% |
| Best Month | 13.01% | 43.77% |
| Worst Month | -3.9% | -37.12% |
| Best Year | 15.45% | 155.54% |
| Worst Year | 0.99% | -61.73% |
| Avg. Up Day | 1.15% | 1.16% |
| Avg. Down Day | -0.8% | -0.93% |
| Avg. Up Week | 2.67% | 7.05% |
| Avg. Down Week | -1.84% | -6.09% |
| Avg. Up Month | 6.48% | 11.17% |
| Avg. Down Month | -2.43% | -12.99% |
| Win Days % | 46.07% | 51.29% |
| Win Month % | 46.43% | 61.9% |
| Win Week % | 48.48% | 51.1% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |