| Metric | 11394462:btcusd:triple_med_gx:lsma85_110 | 11394462:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 31.94% | 174.71% |
| Max Drawdown | -12.96% | -67.18% |
| Sharpe | 0.31 | 0.41 |
| Sortino | 0.5 | 0.6 |
| Payoff Ratio | 1.39 | 1.25 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.79 | 0.69 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 78.7 | 2.94 |
| Outlier Loss Ratio | 3.2 | 2.83 |
| Volatility (ann.) | 7.38% | 26.04% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.65 | 0.51 |
| Skew | 2.79 | 0.18 |
| Kurtosis | 192.36 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.44% |
| Expected Yearly % | 7.17% | 28.74% |
| Kelly Criterion | 6.67% | 12.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.21% |
| Expected Shortfall (cVaR) | -0.63% | -2.21% |
| Year | 11394462:BTCUSD | 11394462:btcusd:triple_med_gx:lsma85_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 15.11 | -0.24 | + |
| 2023 | 155.54 | 12.72 | 0.08 | - |
| 2024 | 121.00 | 0.26 | 0.00 | - |
| 2025 | 27.10 | 1.41 | 0.05 | - |
| Metric | 11394462:btcusd:triple_med_gx:lsma85_110 | 11394462:BTCUSD |
|---|---|---|
| MTD | -1.01% | 10.71% |
| 3M | -2.23% | 41.88% |
| 6M | 1.41% | 22.91% |
| YTD | 1.41% | 27.1% |
| 1Y | -1.5% | 82.29% |
| 3Y (ann.) | 8.51% | 77.48% |
| 5Y (ann.) | 8.46% | 34.48% |
| Metric | 11394462:btcusd:triple_med_gx:lsma85_110 | 11394462:BTCUSD |
|---|---|---|
| Max Drawdown | -12.96% | -67.18% |
| Longest DD Days | 308.0 | 683.0 |
| Avg. Drawdown | -3.66% | -7.35% |
| Avg. Drawdown Days | 59.0 | 37.0 |
| Recovery Factor | 2.46 | 2.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-11-10 | -12.96 | 214 |
| 2024-03-21 | 2024-09-09 | -12.42 | 172 |
| 2024-09-11 | 2025-07-17 | -9.86 | 308 |
| 2022-11-11 | 2023-06-16 | -9.22 | 217 |
| 2023-11-16 | 2024-03-20 | -8.10 | 125 |
| 2023-10-20 | 2023-11-15 | -5.35 | 26 |
| 2023-07-14 | 2023-10-20 | -4.00 | 98 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2022-03-17 | 2022-03-18 | -1.79 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11394462:btcusd:triple_med_gx:lsma85_110 | 11394462:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.96% | 35.75% |
| Worst Week | -7.49% | -29.64% |
| Best Month | 13.53% | 43.77% |
| Worst Month | -7.49% | -37.12% |
| Best Year | 15.11% | 155.54% |
| Worst Year | 0.26% | -61.73% |
| Avg. Up Day | 1.13% | 1.14% |
| Avg. Down Day | -0.81% | -0.92% |
| Avg. Up Week | 2.92% | 7.05% |
| Avg. Down Week | -2.47% | -5.68% |
| Avg. Up Month | 5.59% | 10.92% |
| Avg. Down Month | -2.85% | -11.87% |
| Win Days % | 45.72% | 51.29% |
| Win Month % | 48.15% | 61.9% |
| Win Week % | 48.57% | 51.1% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |