| Metric | 11384172:btcusd:triple_med_gx:lsma95_75 | 11384172:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 37.16% | 152.93% |
| Max Drawdown | -11.09% | -67.18% |
| Sharpe | 0.53 | 0.4 |
| Sortino | 0.94 | 0.58 |
| Payoff Ratio | 1.52 | 1.42 |
| Profit Factor | 1.5 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.08 | 0.78 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 116.52 | 2.76 |
| Outlier Loss Ratio | 3.95 | 2.57 |
| Volatility (ann.) | 4.7% | 26.28% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.9 | 0.48 |
| Skew | 4.25 | 0.18 |
| Kurtosis | 144.05 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.77% | 2.29% |
| Expected Yearly % | 8.22% | 26.11% |
| Kelly Criterion | 12.29% | 17.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.23% |
| Expected Shortfall (cVaR) | -0.4% | -2.23% |
| Year | 11384172:BTCUSD | 11384172:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 8.37 | -0.14 | + |
| 2023 | 155.54 | 22.66 | 0.15 | - |
| 2024 | 121.00 | 5.39 | 0.04 | - |
| 2025 | 17.02 | -2.09 | -0.12 | - |
| Metric | 11384172:btcusd:triple_med_gx:lsma95_75 | 11384172:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.25% | 31.76% |
| 6M | -2.09% | 12.25% |
| YTD | -2.09% | 17.02% |
| 1Y | 14.02% | 57.19% |
| 3Y (ann.) | 12.27% | 55.42% |
| 5Y (ann.) | 10.0% | 32.3% |
| Metric | 11384172:btcusd:triple_med_gx:lsma95_75 | 11384172:BTCUSD |
|---|---|---|
| Max Drawdown | -11.09% | -67.18% |
| Longest DD Days | 286.0 | 683.0 |
| Avg. Drawdown | -2.2% | -7.61% |
| Avg. Drawdown Days | 55.0 | 38.0 |
| Recovery Factor | 3.35 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-06 | 2024-09-17 | -11.09 | 286 |
| 2024-10-21 | 2025-06-11 | -6.34 | 233 |
| 2022-05-25 | 2022-07-04 | -5.52 | 40 |
| 2022-12-01 | 2023-03-01 | -2.26 | 90 |
| 2023-06-21 | 2023-12-05 | -2.11 | 167 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| 2022-10-05 | 2022-11-30 | -1.54 | 56 |
| 2022-10-01 | 2022-10-03 | -1.50 | 1 |
| 2024-09-19 | 2024-10-20 | -1.23 | 31 |
| Metric | 11384172:btcusd:triple_med_gx:lsma95_75 | 11384172:BTCUSD |
|---|---|---|
| Best Day | 4.68% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 7.6% | 35.75% |
| Worst Week | -8.14% | -29.64% |
| Best Month | 9.27% | 43.77% |
| Worst Month | -8.4% | -37.12% |
| Best Year | 22.66% | 155.54% |
| Worst Year | -2.09% | -61.73% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.63% | -0.69% |
| Avg. Up Week | 3.07% | 8.8% |
| Avg. Down Week | -2.23% | -4.02% |
| Avg. Up Month | 3.52% | 13.38% |
| Avg. Down Month | -1.9% | -8.16% |
| Win Days % | 47.03% | 51.27% |
| Win Month % | 62.5% | 60.98% |
| Win Week % | 61.29% | 50.28% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 75.0% | 75.0% |