| Metric | 11386569:btcusd:triple_med_gx:lsma95_85 | 11386569:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 8.59% | 183.63% |
| Max Drawdown | -13.12% | -67.18% |
| Sharpe | 0.14 | 0.43 |
| Sortino | 0.22 | 0.62 |
| Payoff Ratio | 1.22 | 1.14 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.59 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 113.14 | 2.75 |
| Outlier Loss Ratio | 3.83 | 2.7 |
| Volatility (ann.) | 5.4% | 26.35% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.19 | 0.54 |
| Skew | 4.11 | 0.2 |
| Kurtosis | 199.24 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.2% | 2.58% |
| Expected Yearly % | 2.08% | 29.77% |
| Kelly Criterion | -2.38% | 8.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.24% |
| Expected Shortfall (cVaR) | -0.46% | -2.24% |
| Year | 11386569:BTCUSD | 11386569:btcusd:triple_med_gx:lsma95_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 2.31 | -0.04 | + |
| 2023 | 155.54 | 1.85 | 0.01 | - |
| 2024 | 121.00 | 12.74 | 0.11 | - |
| 2025 | 17.02 | -7.57 | -0.44 | - |
| Metric | 11386569:btcusd:triple_med_gx:lsma95_85 | 11386569:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.54% | 31.76% |
| 6M | -4.52% | 12.25% |
| YTD | -7.57% | 17.02% |
| 1Y | -4.67% | 57.19% |
| 3Y (ann.) | -0.8% | 55.42% |
| 5Y (ann.) | 2.49% | 36.43% |
| Metric | 11386569:btcusd:triple_med_gx:lsma95_85 | 11386569:BTCUSD |
|---|---|---|
| Max Drawdown | -13.12% | -67.18% |
| Longest DD Days | 782.0 | 683.0 |
| Avg. Drawdown | -4.34% | -6.9% |
| Avg. Drawdown Days | 169.0 | 35.0 |
| Recovery Factor | 0.65 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2024-05-16 | -13.12 | 782 |
| 2024-05-16 | 2024-12-16 | -8.01 | 214 |
| 2025-01-07 | 2025-06-11 | -7.57 | 154 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2022-02-05 | 2022-03-08 | -0.33 | 31 |
| 2022-02-04 | 2022-02-04 | -0.18 | 0 |
| 2022-03-24 | 2022-03-24 | -0.18 | 0 |
| Metric | 11386569:btcusd:triple_med_gx:lsma95_85 | 11386569:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 9.8% | 35.75% |
| Worst Week | -5.16% | -29.64% |
| Best Month | 9.63% | 43.77% |
| Worst Month | -5.16% | -37.12% |
| Best Year | 12.74% | 155.54% |
| Worst Year | -7.57% | -57.08% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.72% | -0.8% |
| Avg. Up Week | 2.89% | 9.41% |
| Avg. Down Week | -1.82% | -5.21% |
| Avg. Up Month | 3.8% | 20.89% |
| Avg. Down Month | -1.79% | -16.95% |
| Win Days % | 43.82% | 51.32% |
| Win Month % | 45.71% | 60.98% |
| Win Week % | 38.78% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |