| Metric | 11383156:btcusd:triple_med_gx:lsma95_75 | 11383156:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 24.95% | 235.18% |
| Max Drawdown | -12.19% | -67.18% |
| Sharpe | 0.31 | 0.46 |
| Sortino | 0.47 | 0.67 |
| Payoff Ratio | 1.28 | 1.16 |
| Profit Factor | 1.2 | 1.08 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.69 | 0.64 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 85.64 | 2.92 |
| Outlier Loss Ratio | 4.32 | 2.76 |
| Volatility (ann.) | 5.75% | 26.15% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.54 | 0.62 |
| Skew | 1.32 | 0.2 |
| Kurtosis | 117.0 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.85% |
| Expected Yearly % | 5.73% | 35.31% |
| Kelly Criterion | 1.64% | 9.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.22% |
| Expected Shortfall (cVaR) | -0.49% | -2.22% |
| Year | 11383156:BTCUSD | 11383156:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 18.45 | -0.35 | + |
| 2023 | 155.54 | -4.82 | -0.03 | - |
| 2024 | 121.00 | 22.21 | 0.18 | - |
| 2025 | 27.10 | -9.31 | -0.34 | - |
| Metric | 11383156:btcusd:triple_med_gx:lsma95_75 | 11383156:BTCUSD |
|---|---|---|
| MTD | -0.35% | 10.71% |
| 3M | -0.34% | 41.88% |
| 6M | -9.69% | 22.91% |
| YTD | -9.31% | 27.1% |
| 1Y | -3.96% | 82.29% |
| 3Y (ann.) | 4.45% | 77.48% |
| 5Y (ann.) | 6.62% | 41.61% |
| Metric | 11383156:btcusd:triple_med_gx:lsma95_75 | 11383156:BTCUSD |
|---|---|---|
| Max Drawdown | -12.19% | -67.18% |
| Longest DD Days | 383.0 | 683.0 |
| Avg. Drawdown | -3.34% | -6.18% |
| Avg. Drawdown Days | 64.0 | 30.0 |
| Recovery Factor | 2.05 | 3.5 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-26 | 2025-07-17 | -12.19 | 293 |
| 2023-01-21 | 2024-02-09 | -11.61 | 383 |
| 2022-06-06 | 2022-07-18 | -8.55 | 41 |
| 2024-04-30 | 2024-08-23 | -8.53 | 115 |
| 2022-04-28 | 2022-05-30 | -4.31 | 31 |
| 2022-08-11 | 2023-01-21 | -4.13 | 163 |
| 2024-02-19 | 2024-03-10 | -2.31 | 19 |
| 2022-02-13 | 2022-04-27 | -1.73 | 72 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2024-09-25 | 2024-09-26 | -1.28 | 1 |
| Metric | 11383156:btcusd:triple_med_gx:lsma95_75 | 11383156:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -6.11% | -9.32% |
| Best Week | 11.36% | 35.75% |
| Worst Week | -4.52% | -29.64% |
| Best Month | 9.65% | 43.77% |
| Worst Month | -4.2% | -37.12% |
| Best Year | 22.21% | 155.54% |
| Worst Year | -9.31% | -53.3% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.64% | -0.73% |
| Avg. Up Week | 3.71% | 5.3% |
| Avg. Down Week | -1.56% | -4.61% |
| Avg. Up Month | 3.83% | 19.82% |
| Avg. Down Month | -1.93% | -13.7% |
| Win Days % | 44.75% | 51.29% |
| Win Month % | 40.0% | 62.79% |
| Win Week % | 41.67% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |