| Metric | 11399422:btcusd:triple_med_gx:lsma95_125 | 11399422:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 63.22% | 152.36% |
| Max Drawdown | -18.91% | -67.18% |
| Sharpe | 0.56 | 0.4 |
| Sortino | 0.92 | 0.58 |
| Payoff Ratio | 1.23 | 1.14 |
| Profit Factor | 1.41 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.9 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 71.81 | 3.11 |
| Outlier Loss Ratio | 3.12 | 2.88 |
| Volatility (ann.) | 7.07% | 26.27% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.84 | 0.48 |
| Skew | 3.4 | 0.18 |
| Kurtosis | 117.35 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.2% | 2.28% |
| Expected Yearly % | 13.03% | 26.04% |
| Kelly Criterion | 12.49% | 8.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.23% |
| Expected Shortfall (cVaR) | -0.6% | -2.23% |
| Year | 11399422:BTCUSD | 11399422:btcusd:triple_med_gx:lsma95_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 4.24 | -0.07 | + |
| 2023 | 155.54 | 20.30 | 0.13 | - |
| 2024 | 121.00 | 21.39 | 0.18 | - |
| 2025 | 16.76 | 7.23 | 0.43 | - |
| Metric | 11399422:btcusd:triple_med_gx:lsma95_125 | 11399422:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.44% | 31.46% |
| 6M | 7.23% | 12.77% |
| YTD | 7.23% | 16.76% |
| 1Y | 24.99% | 56.84% |
| 3Y (ann.) | 13.98% | 55.31% |
| 5Y (ann.) | 15.93% | 32.21% |
| Metric | 11399422:btcusd:triple_med_gx:lsma95_125 | 11399422:BTCUSD |
|---|---|---|
| Max Drawdown | -18.91% | -67.18% |
| Longest DD Days | 365.0 | 683.0 |
| Avg. Drawdown | -2.97% | -7.61% |
| Avg. Drawdown Days | 46.0 | 38.0 |
| Recovery Factor | 3.34 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-04-10 | -18.91 | 365 |
| 2024-03-21 | 2024-09-10 | -10.02 | 173 |
| 2023-11-16 | 2024-03-20 | -8.80 | 125 |
| 2024-12-05 | 2025-05-19 | -6.87 | 165 |
| 2023-07-14 | 2023-11-15 | -5.69 | 124 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-10-10 | 2024-10-11 | -2.91 | 1 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-06-17 | 2023-06-19 | -1.24 | 2 |
| Metric | 11399422:btcusd:triple_med_gx:lsma95_125 | 11399422:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 12.69% | 35.75% |
| Worst Week | -11.62% | -29.64% |
| Best Month | 13.01% | 43.77% |
| Worst Month | -13.17% | -37.12% |
| Best Year | 21.39% | 155.54% |
| Worst Year | 4.24% | -61.73% |
| Avg. Up Day | 1.06% | 1.07% |
| Avg. Down Day | -0.86% | -0.95% |
| Avg. Up Week | 4.26% | 5.53% |
| Avg. Down Week | -1.74% | -7.78% |
| Avg. Up Month | 6.11% | 7.79% |
| Avg. Down Month | -4.1% | -16.59% |
| Win Days % | 51.68% | 51.26% |
| Win Month % | 66.67% | 60.98% |
| Win Week % | 63.64% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |