| Metric | 11399457:btcusd:triple_med_gx:lsma95_125 | 11399457:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 45.65% | 172.16% |
| Max Drawdown | -21.54% | -67.18% |
| Sharpe | 0.42 | 0.42 |
| Sortino | 0.71 | 0.61 |
| Payoff Ratio | 1.24 | 1.24 |
| Profit Factor | 1.31 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.8 | 0.68 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 72.49 | 3.08 |
| Outlier Loss Ratio | 3.19 | 2.95 |
| Volatility (ann.) | 7.33% | 26.26% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.56 | 0.53 |
| Skew | 4.87 | 0.19 |
| Kurtosis | 144.81 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.92% | 2.47% |
| Expected Yearly % | 9.86% | 28.44% |
| Kelly Criterion | 8.12% | 11.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.23% |
| Expected Shortfall (cVaR) | -0.62% | -2.23% |
| Year | 11399457:BTCUSD | 11399457:btcusd:triple_med_gx:lsma95_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 6.44 | -0.11 | + |
| 2023 | 155.54 | 10.27 | 0.07 | - |
| 2024 | 121.00 | 25.34 | 0.21 | - |
| 2025 | 16.76 | -1.00 | -0.06 | - |
| Metric | 11399457:btcusd:triple_med_gx:lsma95_125 | 11399457:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.47% | 31.46% |
| 6M | -1.0% | 12.77% |
| YTD | -1.0% | 16.76% |
| 1Y | 20.51% | 56.84% |
| 3Y (ann.) | 11.88% | 55.31% |
| 5Y (ann.) | 12.02% | 35.29% |
| Metric | 11399457:btcusd:triple_med_gx:lsma95_125 | 11399457:BTCUSD |
|---|---|---|
| Max Drawdown | -21.54% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -3.97% | -7.19% |
| Avg. Drawdown Days | 65.0 | 37.0 |
| Recovery Factor | 2.12 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-20 | -21.54 | 475 |
| 2024-03-21 | 2024-09-09 | -10.17 | 172 |
| 2023-11-16 | 2024-03-20 | -8.63 | 125 |
| 2024-12-05 | 2025-06-11 | -7.04 | 188 |
| 2023-07-14 | 2023-11-15 | -5.91 | 124 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-09-14 | 2024-10-11 | -4.10 | 27 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-10-13 | 2024-12-04 | -1.81 | 52 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11399457:btcusd:triple_med_gx:lsma95_125 | 11399457:BTCUSD |
|---|---|---|
| Best Day | 8.43% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 10.56% | 35.75% |
| Worst Week | -7.35% | -29.64% |
| Best Month | 12.03% | 43.77% |
| Worst Month | -7.35% | -37.12% |
| Best Year | 25.34% | 155.54% |
| Worst Year | -1.0% | -58.73% |
| Avg. Up Day | 1.09% | 1.1% |
| Avg. Down Day | -0.88% | -0.89% |
| Avg. Up Week | 4.49% | 6.35% |
| Avg. Down Week | -2.13% | -7.83% |
| Avg. Up Month | 4.87% | 9.12% |
| Avg. Down Month | -3.09% | -14.75% |
| Win Days % | 49.09% | 51.29% |
| Win Month % | 56.52% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |