| Metric | 11401141:btcusd:triple_med_gx:lsma85_130 | 11401141:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 59.52% | 152.36% |
| Max Drawdown | -20.59% | -67.18% |
| Sharpe | 0.41 | 0.4 |
| Sortino | 0.67 | 0.58 |
| Payoff Ratio | 1.23 | 1.15 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.76 | 0.63 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 52.05 | 3.27 |
| Outlier Loss Ratio | 3.05 | 3.11 |
| Volatility (ann.) | 9.66% | 26.27% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.73 | 0.48 |
| Skew | 2.96 | 0.18 |
| Kurtosis | 109.43 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.15% | 2.28% |
| Expected Yearly % | 12.38% | 26.04% |
| Kelly Criterion | 8.08% | 8.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.23% |
| Expected Shortfall (cVaR) | -0.82% | -2.23% |
| Year | 11401141:BTCUSD | 11401141:btcusd:triple_med_gx:lsma85_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 16.64 | -0.27 | + |
| 2023 | 155.54 | 11.93 | 0.08 | - |
| 2024 | 121.00 | 17.19 | 0.14 | - |
| 2025 | 16.76 | 4.26 | 0.25 | - |
| Metric | 11401141:btcusd:triple_med_gx:lsma85_130 | 11401141:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.94% | 31.46% |
| 6M | 4.26% | 12.77% |
| YTD | 4.26% | 16.76% |
| 1Y | 24.24% | 56.84% |
| 3Y (ann.) | 10.52% | 55.31% |
| 5Y (ann.) | 15.13% | 32.21% |
| Metric | 11401141:btcusd:triple_med_gx:lsma85_130 | 11401141:BTCUSD |
|---|---|---|
| Max Drawdown | -20.59% | -67.18% |
| Longest DD Days | 474.0 | 683.0 |
| Avg. Drawdown | -3.78% | -7.61% |
| Avg. Drawdown Days | 61.0 | 38.0 |
| Recovery Factor | 2.89 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-19 | -20.59 | 474 |
| 2023-07-14 | 2024-09-09 | -18.48 | 423 |
| 2024-12-05 | 2025-04-11 | -8.04 | 127 |
| 2024-09-14 | 2024-12-04 | -6.14 | 81 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-04-15 | 2025-06-11 | -2.96 | 57 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| Metric | 11401141:btcusd:triple_med_gx:lsma85_130 | 11401141:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.96% | 35.75% |
| Worst Week | -5.18% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -7.9% | -37.12% |
| Best Year | 17.19% | 155.54% |
| Worst Year | 4.26% | -61.73% |
| Avg. Up Day | 1.15% | 1.16% |
| Avg. Down Day | -0.94% | -1.01% |
| Avg. Up Week | 3.05% | 5.49% |
| Avg. Down Week | -2.11% | -5.67% |
| Avg. Up Month | 8.15% | 7.96% |
| Avg. Down Month | -3.35% | -13.84% |
| Win Days % | 49.34% | 51.26% |
| Win Month % | 56.0% | 60.98% |
| Win Week % | 54.05% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |