| Metric | 11382596:btcusd:triple_med_gx:lsma95_70 | 11382596:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 18.07% | 162.54% |
| Max Drawdown | -12.24% | -67.18% |
| Sharpe | 0.22 | 0.41 |
| Sortino | 0.34 | 0.59 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 76.92 | 2.95 |
| Outlier Loss Ratio | 3.67 | 2.91 |
| Volatility (ann.) | 6.52% | 26.29% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.42 | 0.5 |
| Skew | 1.92 | 0.18 |
| Kurtosis | 123.41 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.38% |
| Expected Yearly % | 4.24% | 27.29% |
| Kelly Criterion | 3.14% | 7.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.23% |
| Expected Shortfall (cVaR) | -0.56% | -2.23% |
| Year | 11382596:BTCUSD | 11382596:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 2.04 | -0.03 | + |
| 2023 | 155.54 | 11.92 | 0.08 | - |
| 2024 | 121.00 | 5.79 | 0.05 | - |
| 2025 | 17.02 | -2.27 | -0.13 | - |
| Metric | 11382596:btcusd:triple_med_gx:lsma95_70 | 11382596:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.01% | 31.76% |
| 6M | -5.58% | 12.25% |
| YTD | -2.27% | 17.02% |
| 1Y | 2.26% | 57.19% |
| 3Y (ann.) | 4.28% | 55.42% |
| 5Y (ann.) | 5.09% | 33.45% |
| Metric | 11382596:btcusd:triple_med_gx:lsma95_70 | 11382596:BTCUSD |
|---|---|---|
| Max Drawdown | -12.24% | -67.18% |
| Longest DD Days | 466.0 | 683.0 |
| Avg. Drawdown | -3.18% | -7.17% |
| Avg. Drawdown Days | 63.0 | 37.0 |
| Recovery Factor | 1.48 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-28 | 2023-08-08 | -12.24 | 466 |
| 2024-12-17 | 2025-06-11 | -10.49 | 175 |
| 2024-04-30 | 2024-11-08 | -9.89 | 192 |
| 2022-03-09 | 2022-04-28 | -7.69 | 49 |
| 2023-09-04 | 2023-12-04 | -5.10 | 91 |
| 2024-02-03 | 2024-04-07 | -3.77 | 63 |
| 2022-03-06 | 2022-03-08 | -2.59 | 1 |
| 2023-12-05 | 2024-02-01 | -1.94 | 58 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2024-02-02 | 2024-02-02 | -0.49 | 0 |
| Metric | 11382596:btcusd:triple_med_gx:lsma95_70 | 11382596:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 6.3% | 35.75% |
| Worst Week | -6.43% | -29.64% |
| Best Month | 6.34% | 43.77% |
| Worst Month | -4.57% | -37.12% |
| Best Year | 11.92% | 155.54% |
| Worst Year | -2.27% | -60.27% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 2.18% | 7.86% |
| Avg. Down Week | -2.23% | -3.58% |
| Avg. Up Month | 3.01% | 17.34% |
| Avg. Down Month | -1.88% | -15.97% |
| Win Days % | 48.2% | 51.29% |
| Win Month % | 56.25% | 60.98% |
| Win Week % | 55.32% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |