| Metric | 11401178:btcusd:triple_med_gx:lsma95_130 | 11401178:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 55.14% | 172.16% |
| Max Drawdown | -22.43% | -67.18% |
| Sharpe | 0.46 | 0.42 |
| Sortino | 0.78 | 0.61 |
| Payoff Ratio | 1.24 | 1.24 |
| Profit Factor | 1.31 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.81 | 0.68 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 63.79 | 3.16 |
| Outlier Loss Ratio | 3.16 | 3.03 |
| Volatility (ann.) | 7.95% | 26.26% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.63 | 0.53 |
| Skew | 4.63 | 0.19 |
| Kurtosis | 118.98 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.08% | 2.47% |
| Expected Yearly % | 11.6% | 28.44% |
| Kelly Criterion | 8.86% | 12.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.23% |
| Expected Shortfall (cVaR) | -0.67% | -2.23% |
| Year | 11401178:BTCUSD | 11401178:btcusd:triple_med_gx:lsma95_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 8.75 | -0.15 | + |
| 2023 | 155.54 | 8.00 | 0.05 | - |
| 2024 | 121.00 | 26.41 | 0.22 | - |
| 2025 | 16.76 | 4.50 | 0.27 | - |
| Metric | 11401178:btcusd:triple_med_gx:lsma95_130 | 11401178:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 5.83% | 31.46% |
| 6M | 4.5% | 12.77% |
| YTD | 4.5% | 16.76% |
| 1Y | 28.28% | 56.84% |
| 3Y (ann.) | 14.69% | 55.31% |
| 5Y (ann.) | 14.18% | 35.29% |
| Metric | 11401178:btcusd:triple_med_gx:lsma95_130 | 11401178:BTCUSD |
|---|---|---|
| Max Drawdown | -22.43% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -4.09% | -7.19% |
| Avg. Drawdown Days | 64.0 | 37.0 |
| Recovery Factor | 2.46 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-20 | -22.43 | 475 |
| 2024-03-21 | 2024-08-08 | -10.17 | 140 |
| 2023-11-16 | 2024-03-20 | -8.32 | 125 |
| 2023-07-14 | 2023-11-15 | -5.78 | 124 |
| 2024-09-14 | 2024-10-12 | -5.51 | 28 |
| 2024-12-05 | 2025-05-21 | -5.45 | 167 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-10-13 | 2024-12-04 | -2.33 | 52 |
| 2024-08-09 | 2024-09-09 | -2.03 | 31 |
| Metric | 11401178:btcusd:triple_med_gx:lsma95_130 | 11401178:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 11.89% | 35.75% |
| Worst Week | -5.29% | -29.64% |
| Best Month | 12.03% | 43.77% |
| Worst Month | -5.29% | -37.12% |
| Best Year | 26.41% | 155.54% |
| Worst Year | 4.5% | -58.73% |
| Avg. Up Day | 1.12% | 1.13% |
| Avg. Down Day | -0.9% | -0.91% |
| Avg. Up Week | 4.34% | 5.02% |
| Avg. Down Week | -1.96% | -8.45% |
| Avg. Up Month | 5.16% | 9.69% |
| Avg. Down Month | -1.91% | -14.75% |
| Win Days % | 49.46% | 51.29% |
| Win Month % | 58.33% | 60.98% |
| Win Week % | 51.52% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |