| Metric | 11386549:btcusd:triple_med_gx:lsma105_85 | 11386549:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 45.86% | 183.93% |
| Max Drawdown | -15.79% | -67.18% |
| Sharpe | 0.41 | 0.43 |
| Sortino | 0.65 | 0.62 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.75 | 0.67 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 61.39 | 3.13 |
| Outlier Loss Ratio | 3.73 | 2.98 |
| Volatility (ann.) | 7.65% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.75 | 0.54 |
| Skew | 2.78 | 0.2 |
| Kurtosis | 82.68 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.92% | 2.58% |
| Expected Yearly % | 9.9% | 29.81% |
| Kelly Criterion | 6.18% | 11.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.24% |
| Expected Shortfall (cVaR) | -0.65% | -2.24% |
| Year | 11386549:BTCUSD | 11386549:btcusd:triple_med_gx:lsma105_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 16.94 | -0.30 | + |
| 2023 | 155.54 | 14.66 | 0.09 | - |
| 2024 | 121.00 | 13.10 | 0.11 | - |
| 2025 | 17.02 | -3.81 | -0.22 | - |
| Metric | 11386549:btcusd:triple_med_gx:lsma105_85 | 11386549:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.27% | 31.76% |
| 6M | -8.58% | 12.25% |
| YTD | -3.81% | 17.02% |
| 1Y | 4.45% | 57.19% |
| 3Y (ann.) | 10.36% | 55.42% |
| 5Y (ann.) | 11.89% | 36.44% |
| Metric | 11386549:btcusd:triple_med_gx:lsma105_85 | 11386549:BTCUSD |
|---|---|---|
| Max Drawdown | -15.79% | -67.18% |
| Longest DD Days | 175.0 | 683.0 |
| Avg. Drawdown | -2.65% | -6.73% |
| Avg. Drawdown Days | 32.0 | 34.0 |
| Recovery Factor | 2.9 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2022-09-09 | -15.79 | 135 |
| 2024-12-17 | 2025-06-11 | -14.29 | 175 |
| 2023-12-06 | 2024-05-03 | -9.70 | 149 |
| 2024-05-18 | 2024-09-17 | -7.37 | 122 |
| 2022-10-05 | 2023-03-17 | -6.49 | 163 |
| 2023-09-03 | 2023-12-05 | -5.78 | 93 |
| 2023-04-15 | 2023-06-22 | -3.99 | 68 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| Metric | 11386549:btcusd:triple_med_gx:lsma105_85 | 11386549:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 13.61% | 35.75% |
| Worst Week | -5.33% | -29.64% |
| Best Month | 12.88% | 43.77% |
| Worst Month | -5.62% | -37.12% |
| Best Year | 16.94% | 155.54% |
| Worst Year | -3.81% | -57.04% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 4.29% | 9.24% |
| Avg. Down Week | -2.36% | -5.93% |
| Avg. Up Month | 4.95% | 18.36% |
| Avg. Down Month | -3.61% | -14.07% |
| Win Days % | 47.74% | 51.31% |
| Win Month % | 54.05% | 60.98% |
| Win Week % | 44.44% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |