| Metric | 11401144:btcusd:triple_med_gx:lsma95_130 | 11401144:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 86.86% | 152.36% |
| Max Drawdown | -19.07% | -67.18% |
| Sharpe | 0.64 | 0.4 |
| Sortino | 1.12 | 0.58 |
| Payoff Ratio | 1.28 | 1.19 |
| Profit Factor | 1.46 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.96 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 62.34 | 3.19 |
| Outlier Loss Ratio | 3.23 | 2.99 |
| Volatility (ann.) | 7.83% | 26.27% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.09 | 0.48 |
| Skew | 4.85 | 0.18 |
| Kurtosis | 121.72 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.54% | 2.28% |
| Expected Yearly % | 16.92% | 26.04% |
| Kelly Criterion | 13.93% | 10.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.23% |
| Expected Shortfall (cVaR) | -0.66% | -2.23% |
| Year | 11401144:BTCUSD | 11401144:btcusd:triple_med_gx:lsma95_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 6.18 | -0.10 | + |
| 2023 | 155.54 | 19.26 | 0.12 | - |
| 2024 | 121.00 | 37.28 | 0.31 | - |
| 2025 | 16.76 | 7.48 | 0.45 | - |
| Metric | 11401144:btcusd:triple_med_gx:lsma95_130 | 11401144:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.67% | 31.46% |
| 6M | 7.48% | 12.77% |
| YTD | 7.48% | 16.76% |
| 1Y | 41.7% | 56.84% |
| 3Y (ann.) | 20.18% | 55.31% |
| 5Y (ann.) | 20.75% | 32.21% |
| Metric | 11401144:btcusd:triple_med_gx:lsma95_130 | 11401144:BTCUSD |
|---|---|---|
| Max Drawdown | -19.07% | -67.18% |
| Longest DD Days | 404.0 | 683.0 |
| Avg. Drawdown | -2.74% | -7.61% |
| Avg. Drawdown Days | 42.0 | 38.0 |
| Recovery Factor | 4.55 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-10 | -19.07 | 404 |
| 2024-03-21 | 2024-08-08 | -9.16 | 140 |
| 2023-11-16 | 2024-03-20 | -8.06 | 125 |
| 2023-07-14 | 2023-11-15 | -6.11 | 124 |
| 2024-12-05 | 2025-04-11 | -5.45 | 127 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-09-14 | 2024-10-11 | -3.88 | 27 |
| 2025-04-15 | 2025-05-19 | -2.59 | 34 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| Metric | 11401144:btcusd:triple_med_gx:lsma95_130 | 11401144:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 11.01% | 35.75% |
| Worst Week | -5.18% | -29.64% |
| Best Month | 12.42% | 43.77% |
| Worst Month | -6.84% | -37.12% |
| Best Year | 37.28% | 155.54% |
| Worst Year | 6.18% | -61.73% |
| Avg. Up Day | 1.1% | 1.1% |
| Avg. Down Day | -0.86% | -0.93% |
| Avg. Up Week | 4.55% | 5.53% |
| Avg. Down Week | -1.42% | -6.92% |
| Avg. Up Month | 5.92% | 8.59% |
| Avg. Down Month | -3.03% | -16.02% |
| Win Days % | 51.75% | 51.26% |
| Win Month % | 66.67% | 60.98% |
| Win Week % | 57.14% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |