| Metric | 11402935:btcusd:triple_med_gx:lsma95_135 | 11402935:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 51.4% | 172.16% |
| Max Drawdown | -25.64% | -67.18% |
| Sharpe | 0.42 | 0.42 |
| Sortino | 0.71 | 0.61 |
| Payoff Ratio | 1.21 | 1.21 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.76 | 0.66 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 60.03 | 3.2 |
| Outlier Loss Ratio | 3.16 | 3.06 |
| Volatility (ann.) | 8.22% | 26.26% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.52 | 0.53 |
| Skew | 4.23 | 0.19 |
| Kurtosis | 106.66 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.02% | 2.47% |
| Expected Yearly % | 10.93% | 28.44% |
| Kelly Criterion | 7.52% | 10.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.23% |
| Expected Shortfall (cVaR) | -0.7% | -2.23% |
| Year | 11402935:BTCUSD | 11402935:btcusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 3.94 | -0.07 | + |
| 2023 | 155.54 | 7.78 | 0.05 | - |
| 2024 | 121.00 | 26.99 | 0.22 | - |
| 2025 | 16.76 | 6.42 | 0.38 | - |
| Metric | 11402935:btcusd:triple_med_gx:lsma95_135 | 11402935:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 7.78% | 31.46% |
| 6M | 6.42% | 12.77% |
| YTD | 6.42% | 16.76% |
| 1Y | 31.25% | 56.84% |
| 3Y (ann.) | 15.38% | 55.31% |
| 5Y (ann.) | 13.34% | 35.29% |
| Metric | 11402935:btcusd:triple_med_gx:lsma95_135 | 11402935:BTCUSD |
|---|---|---|
| Max Drawdown | -25.64% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -3.65% | -7.19% |
| Avg. Drawdown Days | 56.0 | 37.0 |
| Recovery Factor | 2.0 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -25.64 | 476 |
| 2024-03-21 | 2024-08-08 | -10.31 | 140 |
| 2023-07-14 | 2024-03-20 | -8.80 | 250 |
| 2024-09-14 | 2024-10-14 | -6.31 | 30 |
| 2024-12-05 | 2025-05-21 | -5.45 | 167 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-08-09 | 2024-09-09 | -2.50 | 31 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| Metric | 11402935:btcusd:triple_med_gx:lsma95_135 | 11402935:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 12.44% | 35.75% |
| Worst Week | -6.82% | -29.64% |
| Best Month | 12.03% | 43.77% |
| Worst Month | -6.82% | -37.12% |
| Best Year | 26.99% | 155.54% |
| Worst Year | 3.94% | -58.73% |
| Avg. Up Day | 1.09% | 1.1% |
| Avg. Down Day | -0.9% | -0.91% |
| Avg. Up Week | 4.98% | 5.88% |
| Avg. Down Week | -2.49% | -8.01% |
| Avg. Up Month | 5.76% | 9.69% |
| Avg. Down Month | -2.49% | -14.75% |
| Win Days % | 49.38% | 51.29% |
| Win Month % | 56.52% | 60.98% |
| Win Week % | 51.52% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |