| Metric | 11386594:btcusd:triple_med_gx:lsma105_85 | 11386594:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 45.8% | 196.5% |
| Max Drawdown | -17.22% | -67.18% |
| Sharpe | 0.46 | 0.44 |
| Sortino | 0.79 | 0.64 |
| Payoff Ratio | 1.27 | 1.22 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.8 | 0.67 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 71.73 | 3.0 |
| Outlier Loss Ratio | 3.91 | 2.87 |
| Volatility (ann.) | 6.64% | 26.35% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.69 | 0.57 |
| Skew | 4.97 | 0.2 |
| Kurtosis | 114.52 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.92% | 2.69% |
| Expected Yearly % | 9.89% | 31.22% |
| Kelly Criterion | 7.19% | 11.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.24% |
| Expected Shortfall (cVaR) | -0.56% | -2.24% |
| Year | 11386594:BTCUSD | 11386594:btcusd:triple_med_gx:lsma105_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 26.41 | -0.48 | + |
| 2023 | 155.54 | -5.35 | -0.03 | - |
| 2024 | 121.00 | 34.22 | 0.28 | - |
| 2025 | 17.02 | -9.22 | -0.54 | - |
| Metric | 11386594:btcusd:triple_med_gx:lsma105_85 | 11386594:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -7.02% | 31.76% |
| 6M | -16.68% | 12.25% |
| YTD | -9.22% | 17.02% |
| 1Y | 5.43% | 57.19% |
| 3Y (ann.) | 7.02% | 55.42% |
| 5Y (ann.) | 11.91% | 38.32% |
| Metric | 11386594:btcusd:triple_med_gx:lsma105_85 | 11386594:BTCUSD |
|---|---|---|
| Max Drawdown | -17.22% | -67.18% |
| Longest DD Days | 588.0 | 683.0 |
| Avg. Drawdown | -3.15% | -6.97% |
| Avg. Drawdown Days | 57.0 | 36.0 |
| Recovery Factor | 2.66 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-06-11 | -17.22 | 211 |
| 2022-10-04 | 2024-05-15 | -15.33 | 588 |
| 2022-04-28 | 2022-06-30 | -5.32 | 63 |
| 2022-07-01 | 2022-09-09 | -4.51 | 70 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2022-03-09 | 2022-03-24 | -1.36 | 14 |
| 2024-09-19 | 2024-11-10 | -1.23 | 51 |
| 2022-03-08 | 2022-03-09 | -1.06 | 0 |
| Metric | 11386594:btcusd:triple_med_gx:lsma105_85 | 11386594:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 14.9% | 35.75% |
| Worst Week | -8.22% | -29.64% |
| Best Month | 16.62% | 43.77% |
| Worst Month | -8.22% | -37.12% |
| Best Year | 34.22% | 155.54% |
| Worst Year | -9.22% | -55.14% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 4.08% | 8.83% |
| Avg. Down Week | -3.07% | -4.85% |
| Avg. Up Month | 8.06% | 19.49% |
| Avg. Down Month | -3.81% | -7.13% |
| Win Days % | 48.13% | 51.33% |
| Win Month % | 48.48% | 60.98% |
| Win Week % | 52.94% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |