| Metric | 11401176:btcusd:triple_med_gx:lsma85_130 | 11401176:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 55.18% | 172.16% |
| Max Drawdown | -21.47% | -67.18% |
| Sharpe | 0.4 | 0.42 |
| Sortino | 0.68 | 0.61 |
| Payoff Ratio | 1.3 | 1.18 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.77 | 0.65 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 52.16 | 3.28 |
| Outlier Loss Ratio | 3.12 | 3.12 |
| Volatility (ann.) | 9.36% | 26.26% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.66 | 0.53 |
| Skew | 4.19 | 0.19 |
| Kurtosis | 89.01 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.08% | 2.47% |
| Expected Yearly % | 11.61% | 28.44% |
| Kelly Criterion | 7.79% | 9.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.23% |
| Expected Shortfall (cVaR) | -0.8% | -2.23% |
| Year | 11401176:BTCUSD | 11401176:btcusd:triple_med_gx:lsma85_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 20.26 | -0.34 | + |
| 2023 | 155.54 | 5.11 | 0.03 | - |
| 2024 | 121.00 | 19.41 | 0.16 | - |
| 2025 | 16.76 | 2.81 | 0.17 | - |
| Metric | 11401176:btcusd:triple_med_gx:lsma85_130 | 11401176:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.98% | 31.46% |
| 6M | 2.81% | 12.77% |
| YTD | 2.81% | 16.76% |
| 1Y | 26.45% | 56.84% |
| 3Y (ann.) | 9.88% | 55.31% |
| 5Y (ann.) | 14.19% | 35.29% |
| Metric | 11401176:btcusd:triple_med_gx:lsma85_130 | 11401176:BTCUSD |
|---|---|---|
| Max Drawdown | -21.47% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -4.19% | -7.19% |
| Avg. Drawdown Days | 73.0 | 37.0 |
| Recovery Factor | 2.57 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-20 | -21.47 | 475 |
| 2023-07-14 | 2024-08-08 | -15.01 | 391 |
| 2024-12-05 | 2025-06-11 | -8.90 | 188 |
| 2024-09-14 | 2024-12-05 | -6.75 | 82 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-08-09 | 2024-09-09 | -2.03 | 31 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| Metric | 11401176:btcusd:triple_med_gx:lsma85_130 | 11401176:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 14.68% | 35.75% |
| Worst Week | -7.1% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -7.1% | -37.12% |
| Best Year | 20.26% | 155.54% |
| Worst Year | 2.81% | -58.73% |
| Avg. Up Day | 1.18% | 1.19% |
| Avg. Down Day | -0.91% | -1.01% |
| Avg. Up Week | 3.33% | 5.48% |
| Avg. Down Week | -2.22% | -6.57% |
| Avg. Up Month | 7.9% | 9.43% |
| Avg. Down Month | -2.11% | -12.88% |
| Win Days % | 47.9% | 51.29% |
| Win Month % | 46.15% | 60.98% |
| Win Week % | 47.37% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |