| Metric | 11384138:btcusd:triple_med_gx:lsma95_75 | 11384138:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 27.22% | 147.72% |
| Max Drawdown | -11.41% | -67.18% |
| Sharpe | 0.42 | 0.39 |
| Sortino | 0.68 | 0.57 |
| Payoff Ratio | 1.48 | 1.4 |
| Profit Factor | 1.36 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.92 | 0.77 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 120.69 | 2.77 |
| Outlier Loss Ratio | 3.97 | 2.59 |
| Volatility (ann.) | 4.62% | 26.27% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.66 | 0.47 |
| Skew | 2.77 | 0.18 |
| Kurtosis | 139.72 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.59% | 2.24% |
| Expected Yearly % | 6.2% | 25.46% |
| Kelly Criterion | 8.83% | 16.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.23% |
| Expected Shortfall (cVaR) | -0.39% | -2.23% |
| Year | 11384138:BTCUSD | 11384138:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 9.16 | -0.15 | + |
| 2023 | 155.54 | 15.25 | 0.10 | - |
| 2024 | 121.00 | 0.55 | 0.00 | - |
| 2025 | 17.02 | 0.57 | 0.03 | - |
| Metric | 11384138:btcusd:triple_med_gx:lsma95_75 | 11384138:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.14% | 31.76% |
| 6M | 0.57% | 12.25% |
| YTD | 0.57% | 17.02% |
| 1Y | 11.12% | 57.19% |
| 3Y (ann.) | 9.1% | 55.42% |
| 5Y (ann.) | 7.53% | 31.44% |
| Metric | 11384138:btcusd:triple_med_gx:lsma95_75 | 11384138:BTCUSD |
|---|---|---|
| Max Drawdown | -11.41% | -67.18% |
| Longest DD Days | 288.0 | 683.0 |
| Avg. Drawdown | -2.34% | -7.67% |
| Avg. Drawdown Days | 69.0 | 38.0 |
| Recovery Factor | 2.39 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-06 | 2024-09-19 | -11.41 | 288 |
| 2024-10-21 | 2025-06-11 | -5.08 | 233 |
| 2022-05-25 | 2022-07-04 | -4.50 | 39 |
| 2022-12-01 | 2023-05-26 | -4.28 | 176 |
| 2023-06-21 | 2023-12-05 | -3.68 | 166 |
| 2022-09-11 | 2022-10-03 | -1.58 | 22 |
| 2022-10-05 | 2022-11-30 | -1.55 | 56 |
| 2024-09-19 | 2024-10-20 | -1.23 | 31 |
| 2023-05-29 | 2023-06-20 | -0.60 | 22 |
| 2022-11-30 | 2022-11-30 | -0.55 | 0 |
| Metric | 11384138:btcusd:triple_med_gx:lsma95_75 | 11384138:BTCUSD |
|---|---|---|
| Best Day | 3.94% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 7.49% | 35.75% |
| Worst Week | -8.14% | -29.64% |
| Best Month | 7.49% | 43.77% |
| Worst Month | -8.11% | -37.12% |
| Best Year | 15.25% | 155.54% |
| Worst Year | 0.55% | -62.52% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.63% | -0.67% |
| Avg. Up Week | 3.27% | 9.33% |
| Avg. Down Week | -2.37% | -4.42% |
| Avg. Up Month | 3.45% | 11.14% |
| Avg. Down Month | -1.26% | -7.15% |
| Win Days % | 45.58% | 51.26% |
| Win Month % | 50.0% | 58.54% |
| Win Week % | 56.67% | 50.28% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 75.0% |