| Metric | 11429182:btcusd:triple_med_gx:lsma95_105 | 11429182:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 61.59% | 97.05% |
| Max Drawdown | -3.97% | -67.18% |
| Sharpe | 0.89 | 0.34 |
| Sortino | 2.44 | 0.49 |
| Payoff Ratio | 2.3 | 1.67 |
| Profit Factor | 2.7 | 1.06 |
| Common Sense Ratio | NaN | 1.03 |
| CPC Index | 3.12 | 0.9 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 134.96 | 2.63 |
| Outlier Loss Ratio | 4.59 | 2.47 |
| Volatility (ann.) | 4.45% | 26.55% |
| R^2 | 0.03 | 0.03 |
| Calmar | 4.18 | 0.36 |
| Skew | 13.31 | 0.16 |
| Kurtosis | 281.97 | 6.32 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.24% | 1.75% |
| Expected Yearly % | 12.75% | 18.48% |
| Kelly Criterion | 28.82% | 21.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.26% |
| Expected Shortfall (cVaR) | -0.37% | -2.26% |
| Year | 11429182:BTCUSD | 11429182:btcusd:triple_med_gx:lsma95_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 12.74 | -0.21 | + |
| 2023 | 155.54 | 29.03 | 0.19 | - |
| 2024 | 121.00 | 12.82 | 0.11 | - |
| 2025 | -8.83 | -1.54 | 0.17 | + |
| Metric | 11429182:btcusd:triple_med_gx:lsma95_105 | 11429182:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.12% |
| 3M | -1.54% | -8.11% |
| 6M | -3.14% | 34.45% |
| YTD | -1.54% | -8.83% |
| 1Y | 1.08% | 19.39% |
| 3Y (ann.) | 16.54% | 23.16% |
| 5Y (ann.) | 16.62% | 24.28% |
| Metric | 11429182:btcusd:triple_med_gx:lsma95_105 | 11429182:BTCUSD |
|---|---|---|
| Max Drawdown | -3.97% | -67.18% |
| Longest DD Days | 173.0 | 683.0 |
| Avg. Drawdown | -1.16% | -7.49% |
| Avg. Drawdown Days | 38.0 | 37.0 |
| Recovery Factor | 15.5 | 1.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-14 | 2023-11-15 | -3.97 | 124 |
| 2024-10-10 | 2025-04-01 | -3.65 | 173 |
| 2022-04-10 | 2022-06-17 | -2.25 | 67 |
| 2024-08-06 | 2024-09-09 | -2.06 | 34 |
| 2024-06-09 | 2024-08-06 | -1.82 | 57 |
| 2022-10-02 | 2022-10-03 | -1.58 | 1 |
| 2023-04-08 | 2023-06-16 | -1.55 | 69 |
| 2023-12-22 | 2024-03-20 | -1.35 | 88 |
| 2022-12-24 | 2023-04-07 | -1.30 | 104 |
| 2022-08-09 | 2022-08-10 | -1.26 | 0 |
| Metric | 11429182:btcusd:triple_med_gx:lsma95_105 | 11429182:BTCUSD |
|---|---|---|
| Best Day | 5.72% | 9.33% |
| Worst Day | -2.91% | -9.32% |
| Best Week | 14.35% | 35.75% |
| Worst Week | -1.54% | -29.64% |
| Best Month | 17.53% | 43.77% |
| Worst Month | -1.54% | -37.12% |
| Best Year | 29.03% | 155.54% |
| Worst Year | -1.54% | -61.73% |
| Avg. Up Day | 1.26% | 1.3% |
| Avg. Down Day | -0.55% | -0.78% |
| Avg. Up Week | 3.75% | 7.43% |
| Avg. Down Week | -0.79% | -2.59% |
| Avg. Up Month | 4.98% | 9.06% |
| Avg. Down Month | -0.79% | -9.2% |
| Win Days % | 50.41% | 51.1% |
| Win Month % | 68.18% | 58.97% |
| Win Week % | 61.54% | 49.1% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 75.0% | 50.0% |