| Metric | 11394465:btcusd:triple_med_gx:lsma95_110 | 11394465:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 39.84% | 152.36% |
| Max Drawdown | -12.05% | -67.18% |
| Sharpe | 0.57 | 0.4 |
| Sortino | 1.07 | 0.58 |
| Payoff Ratio | 1.54 | 1.36 |
| Profit Factor | 1.6 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.17 | 0.74 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 123.9 | 2.75 |
| Outlier Loss Ratio | 3.45 | 2.47 |
| Volatility (ann.) | 4.63% | 26.27% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.88 | 0.48 |
| Skew | 7.3 | 0.18 |
| Kurtosis | 178.08 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.82% | 2.28% |
| Expected Yearly % | 8.74% | 26.04% |
| Kelly Criterion | 13.72% | 15.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.23% |
| Expected Shortfall (cVaR) | -0.39% | -2.23% |
| Year | 11394465:BTCUSD | 11394465:btcusd:triple_med_gx:lsma95_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 0.43 | -0.01 | + |
| 2023 | 155.54 | 15.45 | 0.10 | - |
| 2024 | 121.00 | 17.44 | 0.14 | - |
| 2025 | 16.76 | 2.69 | 0.16 | - |
| Metric | 11394465:btcusd:triple_med_gx:lsma95_110 | 11394465:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.58% | 31.46% |
| 6M | 2.69% | 12.77% |
| YTD | 2.69% | 16.76% |
| 1Y | 10.34% | 56.84% |
| 3Y (ann.) | 13.89% | 55.31% |
| 5Y (ann.) | 10.64% | 32.21% |
| Metric | 11394465:btcusd:triple_med_gx:lsma95_110 | 11394465:BTCUSD |
|---|---|---|
| Max Drawdown | -12.05% | -67.18% |
| Longest DD Days | 362.0 | 683.0 |
| Avg. Drawdown | -2.07% | -7.61% |
| Avg. Drawdown Days | 57.0 | 38.0 |
| Recovery Factor | 3.31 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-04-07 | -12.05 | 362 |
| 2023-07-14 | 2023-11-15 | -5.54 | 124 |
| 2023-11-16 | 2024-03-20 | -4.22 | 125 |
| 2024-09-11 | 2025-02-06 | -3.17 | 147 |
| 2025-02-06 | 2025-04-11 | -2.56 | 63 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-03-21 | 2024-08-06 | -2.20 | 138 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-08-06 | 2024-08-06 | -1.32 | 0 |
| 2023-06-17 | 2023-06-19 | -1.24 | 2 |
| Metric | 11394465:btcusd:triple_med_gx:lsma95_110 | 11394465:BTCUSD |
|---|---|---|
| Best Day | 5.84% | 9.33% |
| Worst Day | -2.91% | -9.32% |
| Best Week | 9.72% | 35.75% |
| Worst Week | -7.79% | -29.64% |
| Best Month | 9.68% | 43.77% |
| Worst Month | -7.79% | -37.12% |
| Best Year | 17.44% | 155.54% |
| Worst Year | 0.43% | -61.73% |
| Avg. Up Day | 1.09% | 1.11% |
| Avg. Down Day | -0.71% | -0.82% |
| Avg. Up Week | 4.07% | 6.09% |
| Avg. Down Week | -1.48% | -6.06% |
| Avg. Up Month | 4.97% | 8.38% |
| Avg. Down Month | -2.51% | -15.98% |
| Win Days % | 47.75% | 51.26% |
| Win Month % | 63.64% | 60.98% |
| Win Week % | 51.72% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |