| Metric | 11386813:btcusd:triple_med_gx:lsma105_85 | 11386813:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 21.81% | 158.34% |
| Max Drawdown | -9.93% | -67.18% |
| Sharpe | 0.33 | 0.4 |
| Sortino | 0.54 | 0.58 |
| Payoff Ratio | 1.35 | 1.29 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.76 | 0.71 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 108.45 | 2.79 |
| Outlier Loss Ratio | 4.11 | 2.66 |
| Volatility (ann.) | 4.8% | 26.26% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.62 | 0.49 |
| Skew | 2.9 | 0.18 |
| Kurtosis | 104.18 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.34% |
| Expected Yearly % | 5.06% | 26.78% |
| Kelly Criterion | 5.05% | 13.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.23% |
| Expected Shortfall (cVaR) | -0.41% | -2.23% |
| Year | 11386813:BTCUSD | 11386813:btcusd:triple_med_gx:lsma105_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 3.38 | -0.06 | + |
| 2023 | 155.54 | 7.62 | 0.05 | - |
| 2024 | 121.00 | 3.60 | 0.03 | - |
| 2025 | 17.02 | 5.69 | 0.33 | - |
| Metric | 11386813:btcusd:triple_med_gx:lsma105_85 | 11386813:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.43% | 31.76% |
| 6M | 5.69% | 12.25% |
| YTD | 5.69% | 17.02% |
| 1Y | 12.24% | 57.19% |
| 3Y (ann.) | 6.75% | 55.42% |
| 5Y (ann.) | 6.12% | 33.06% |
| Metric | 11386813:btcusd:triple_med_gx:lsma105_85 | 11386813:BTCUSD |
|---|---|---|
| Max Drawdown | -9.93% | -67.18% |
| Longest DD Days | 452.0 | 683.0 |
| Avg. Drawdown | -3.43% | -6.83% |
| Avg. Drawdown Days | 88.0 | 36.0 |
| Recovery Factor | 2.2 | 2.36 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-04-21 | -9.93 | 212 |
| 2023-05-29 | 2024-08-23 | -5.72 | 452 |
| 2022-10-05 | 2023-02-26 | -5.31 | 144 |
| 2022-05-26 | 2022-07-04 | -4.49 | 38 |
| 2022-07-05 | 2022-10-04 | -3.83 | 91 |
| 2022-03-12 | 2022-03-14 | -3.71 | 2 |
| 2022-03-15 | 2022-05-05 | -3.70 | 51 |
| 2023-03-18 | 2023-05-28 | -2.41 | 71 |
| 2025-04-21 | 2025-06-11 | -2.08 | 51 |
| 2023-02-27 | 2023-03-01 | -1.76 | 2 |
| Metric | 11386813:btcusd:triple_med_gx:lsma105_85 | 11386813:BTCUSD |
|---|---|---|
| Best Day | 3.94% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 5.94% | 35.75% |
| Worst Week | -4.61% | -29.64% |
| Best Month | 5.91% | 43.77% |
| Worst Month | -4.61% | -37.12% |
| Best Year | 7.62% | 155.54% |
| Worst Year | 3.38% | -60.91% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.63% | -0.67% |
| Avg. Up Week | 2.56% | 10.61% |
| Avg. Down Week | -1.56% | -3.41% |
| Avg. Up Month | 2.22% | 12.98% |
| Avg. Down Month | -0.84% | -7.33% |
| Win Days % | 45.52% | 51.26% |
| Win Month % | 55.56% | 60.98% |
| Win Week % | 48.57% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |