| Metric | 11386811:btcusd:triple_med_gx:lsma95_85 | 11386811:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 11.23% | 158.34% |
| Max Drawdown | -5.47% | -67.18% |
| Sharpe | 0.28 | 0.4 |
| Sortino | 0.53 | 0.58 |
| Payoff Ratio | 1.8 | 1.64 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.87 | 0.9 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 201.4 | 2.49 |
| Outlier Loss Ratio | 5.11 | 2.48 |
| Volatility (ann.) | 3.05% | 26.26% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.59 | 0.49 |
| Skew | 9.11 | 0.18 |
| Kurtosis | 212.44 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.34% |
| Expected Yearly % | 2.7% | 26.78% |
| Kelly Criterion | 3.11% | 21.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.26% | -2.23% |
| Expected Shortfall (cVaR) | -0.26% | -2.23% |
| Year | 11386811:BTCUSD | 11386811:btcusd:triple_med_gx:lsma95_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 0.09 | -0.00 | + |
| 2023 | 155.54 | 5.20 | 0.03 | - |
| 2024 | 121.00 | 9.02 | 0.07 | - |
| 2025 | 17.02 | -3.10 | -0.18 | - |
| Metric | 11386811:btcusd:triple_med_gx:lsma95_85 | 11386811:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.85% | 31.76% |
| 6M | -3.1% | 12.25% |
| YTD | -3.1% | 17.02% |
| 1Y | 8.14% | 57.19% |
| 3Y (ann.) | 4.23% | 55.42% |
| 5Y (ann.) | 3.26% | 33.06% |
| Metric | 11386811:btcusd:triple_med_gx:lsma95_85 | 11386811:BTCUSD |
|---|---|---|
| Max Drawdown | -5.47% | -67.18% |
| Longest DD Days | 452.0 | 683.0 |
| Avg. Drawdown | -2.48% | -6.83% |
| Avg. Drawdown Days | 132.0 | 36.0 |
| Recovery Factor | 2.05 | 2.36 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-29 | 2024-08-23 | -5.47 | 452 |
| 2024-10-21 | 2025-06-11 | -5.34 | 233 |
| 2022-05-26 | 2023-02-26 | -5.23 | 276 |
| 2022-03-12 | 2022-05-04 | -1.90 | 53 |
| 2023-02-27 | 2023-03-17 | -1.06 | 18 |
| 2024-08-24 | 2024-09-18 | -0.44 | 25 |
| 2023-05-28 | 2023-05-28 | -0.22 | 0 |
| 2024-10-20 | 2024-10-20 | -0.18 | 0 |
| Metric | 11386811:btcusd:triple_med_gx:lsma95_85 | 11386811:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -1.92% | -9.32% |
| Best Week | 5.94% | 35.75% |
| Worst Week | -3.65% | -29.64% |
| Best Month | 5.81% | 43.77% |
| Worst Month | -2.12% | -37.12% |
| Best Year | 9.02% | 155.54% |
| Worst Year | -3.1% | -60.91% |
| Avg. Up Day | 0.9% | 0.93% |
| Avg. Down Day | -0.5% | -0.57% |
| Avg. Up Week | 2.18% | 9.35% |
| Avg. Down Week | -1.04% | -3.7% |
| Avg. Up Month | 2.27% | 9.93% |
| Avg. Down Month | -0.7% | -8.16% |
| Win Days % | 37.66% | 51.26% |
| Win Month % | 38.46% | 60.98% |
| Win Week % | 40.0% | 50.28% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |