| Metric | 11392906:btcusd:triple_med_gx:lsma65_105 | 11392906:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 12.0% | 172.16% |
| Max Drawdown | -16.95% | -67.18% |
| Sharpe | 0.14 | 0.42 |
| Sortino | 0.2 | 0.61 |
| Payoff Ratio | 1.05 | 0.97 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.57 | 0.54 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 60.08 | 3.04 |
| Outlier Loss Ratio | 2.78 | 2.99 |
| Volatility (ann.) | 9.26% | 26.26% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.21 | 0.53 |
| Skew | 0.28 | 0.19 |
| Kurtosis | 119.92 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.28% | 2.47% |
| Expected Yearly % | 2.87% | 28.44% |
| Kelly Criterion | 1.75% | 1.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.23% |
| Expected Shortfall (cVaR) | -0.79% | -2.23% |
| Year | 11392906:BTCUSD | 11392906:btcusd:triple_med_gx:lsma65_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 0.10 | -0.00 | + |
| 2023 | 155.54 | 13.41 | 0.09 | - |
| 2024 | 121.00 | -8.00 | -0.07 | - |
| 2025 | 16.76 | 7.24 | 0.43 | - |
| Metric | 11392906:btcusd:triple_med_gx:lsma65_105 | 11392906:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.26% | 31.46% |
| 6M | 7.24% | 12.77% |
| YTD | 7.24% | 16.76% |
| 1Y | -4.89% | 56.84% |
| 3Y (ann.) | 3.08% | 55.31% |
| 5Y (ann.) | 3.48% | 35.29% |
| Metric | 11392906:btcusd:triple_med_gx:lsma65_105 | 11392906:BTCUSD |
|---|---|---|
| Max Drawdown | -16.95% | -67.18% |
| Longest DD Days | 550.0 | 683.0 |
| Avg. Drawdown | -4.61% | -7.19% |
| Avg. Drawdown Days | 78.0 | 37.0 |
| Recovery Factor | 0.71 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -16.95 | 370 |
| 2022-06-16 | 2023-12-18 | -15.38 | 550 |
| 2023-12-22 | 2024-05-09 | -11.32 | 139 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2022-04-08 | 2022-06-15 | -6.23 | 68 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2022-03-18 | 2022-03-18 | -1.30 | 0 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| 2022-02-21 | 2022-02-22 | -0.92 | 0 |
| 2024-05-10 | 2024-06-04 | -0.85 | 25 |
| Metric | 11392906:btcusd:triple_med_gx:lsma65_105 | 11392906:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 6.25% | 35.75% |
| Worst Week | -7.31% | -29.64% |
| Best Month | 6.26% | 43.77% |
| Worst Month | -7.31% | -37.12% |
| Best Year | 13.41% | 155.54% |
| Worst Year | -8.0% | -58.73% |
| Avg. Up Day | 1.03% | 1.05% |
| Avg. Down Day | -0.98% | -1.07% |
| Avg. Up Week | 2.84% | 7.45% |
| Avg. Down Week | -1.94% | -5.63% |
| Avg. Up Month | 4.22% | 12.5% |
| Avg. Down Month | -2.68% | -11.04% |
| Win Days % | 49.63% | 51.29% |
| Win Month % | 48.15% | 60.98% |
| Win Week % | 47.5% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |