| Metric | 11393616:btcusd:triple_med_gx:lsma95_110 | 11393616:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 16.67% | 198.98% |
| Max Drawdown | -12.91% | -67.18% |
| Sharpe | 0.24 | 0.44 |
| Sortino | 0.39 | 0.64 |
| Payoff Ratio | 1.27 | 1.2 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.64 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 99.29 | 2.85 |
| Outlier Loss Ratio | 4.2 | 2.75 |
| Volatility (ann.) | 5.39% | 26.34% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.36 | 0.57 |
| Skew | 4.7 | 0.2 |
| Kurtosis | 133.58 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.64% |
| Expected Yearly % | 3.93% | 31.5% |
| Kelly Criterion | -1.09% | 10.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.24% |
| Expected Shortfall (cVaR) | -0.46% | -2.24% |
| Year | 11393616:BTCUSD | 11393616:btcusd:triple_med_gx:lsma95_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 13.94 | -0.26 | + |
| 2023 | 155.54 | -2.07 | -0.01 | - |
| 2024 | 121.00 | 6.33 | 0.05 | - |
| 2025 | 16.76 | -1.67 | -0.10 | - |
| Metric | 11393616:btcusd:triple_med_gx:lsma95_110 | 11393616:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 0.53% | 31.46% |
| 6M | -1.0% | 12.77% |
| YTD | -1.67% | 16.76% |
| 1Y | -0.04% | 56.84% |
| 3Y (ann.) | 5.96% | 55.31% |
| 5Y (ann.) | 4.68% | 38.4% |
| Metric | 11393616:btcusd:triple_med_gx:lsma95_110 | 11393616:BTCUSD |
|---|---|---|
| Max Drawdown | -12.91% | -67.18% |
| Longest DD Days | 695.0 | 683.0 |
| Avg. Drawdown | -3.4% | -6.29% |
| Avg. Drawdown Days | 95.0 | 31.0 |
| Recovery Factor | 1.29 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-16 | 2025-06-11 | -12.91 | 695 |
| 2022-04-21 | 2022-07-14 | -7.38 | 84 |
| 2022-08-11 | 2023-03-14 | -5.78 | 215 |
| 2022-03-02 | 2022-04-21 | -5.40 | 50 |
| 2023-05-05 | 2023-06-20 | -2.41 | 46 |
| 2023-04-11 | 2023-05-04 | -2.11 | 22 |
| 2022-07-28 | 2022-08-10 | -1.55 | 13 |
| 2023-05-04 | 2023-05-05 | -1.25 | 0 |
| 2022-07-14 | 2022-07-27 | -1.06 | 13 |
| 2022-02-03 | 2022-02-03 | -0.59 | 0 |
| Metric | 11393616:btcusd:triple_med_gx:lsma95_110 | 11393616:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -3.64% | -9.32% |
| Best Week | 6.66% | 35.75% |
| Worst Week | -5.37% | -29.64% |
| Best Month | 10.13% | 43.77% |
| Worst Month | -6.89% | -37.12% |
| Best Year | 13.94% | 155.54% |
| Worst Year | -2.07% | -54.66% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.68% | -0.75% |
| Avg. Up Week | 2.24% | 7.49% |
| Avg. Down Week | -2.18% | -3.63% |
| Avg. Up Month | 2.84% | 14.82% |
| Avg. Down Month | -2.21% | -11.47% |
| Win Days % | 43.48% | 51.26% |
| Win Month % | 51.35% | 61.9% |
| Win Week % | 49.15% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |