| Metric | 11386843:btcusd:triple_med_gx:lsma95_85 | 11386843:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 11.5% | 156.76% |
| Max Drawdown | -10.74% | -67.18% |
| Sharpe | 0.22 | 0.4 |
| Sortino | 0.35 | 0.58 |
| Payoff Ratio | 1.74 | 1.69 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.81 | 0.92 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 165.62 | 2.58 |
| Outlier Loss Ratio | 3.82 | 2.5 |
| Volatility (ann.) | 4.08% | 26.27% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.31 | 0.49 |
| Skew | 2.44 | 0.18 |
| Kurtosis | 212.92 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.27% | 2.33% |
| Expected Yearly % | 2.76% | 26.58% |
| Kelly Criterion | 2.59% | 22.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -2.23% |
| Expected Shortfall (cVaR) | -0.35% | -2.23% |
| Year | 11386843:BTCUSD | 11386843:btcusd:triple_med_gx:lsma95_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 3.69 | -0.06 | + |
| 2023 | 155.54 | 18.11 | 0.12 | - |
| 2024 | 121.00 | -7.18 | -0.06 | - |
| 2025 | 17.02 | -1.92 | -0.11 | - |
| Metric | 11386843:btcusd:triple_med_gx:lsma95_85 | 11386843:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.87% | 31.76% |
| 6M | -1.92% | 12.25% |
| YTD | -1.92% | 17.02% |
| 1Y | 0.2% | 57.19% |
| 3Y (ann.) | 4.77% | 55.42% |
| 5Y (ann.) | 3.33% | 32.84% |
| Metric | 11386843:btcusd:triple_med_gx:lsma95_85 | 11386843:BTCUSD |
|---|---|---|
| Max Drawdown | -10.74% | -67.18% |
| Longest DD Days | 516.0 | 683.0 |
| Avg. Drawdown | -1.96% | -7.23% |
| Avg. Drawdown Days | 93.0 | 38.0 |
| Recovery Factor | 1.07 | 2.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-12 | 2025-06-11 | -10.74 | 516 |
| 2022-03-13 | 2022-10-04 | -4.54 | 205 |
| 2022-10-05 | 2022-11-30 | -1.54 | 56 |
| 2023-08-09 | 2023-12-05 | -1.20 | 117 |
| 2023-02-27 | 2023-03-17 | -0.94 | 18 |
| 2023-05-29 | 2023-06-21 | -0.88 | 23 |
| 2022-12-01 | 2023-02-26 | -0.75 | 87 |
| 2022-11-30 | 2022-11-30 | -0.55 | 0 |
| 2023-06-21 | 2023-06-22 | -0.26 | 0 |
| 2023-05-27 | 2023-05-28 | -0.18 | 0 |
| Metric | 11386843:btcusd:triple_med_gx:lsma95_85 | 11386843:BTCUSD |
|---|---|---|
| Best Day | 3.94% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 5.32% | 35.75% |
| Worst Week | -7.57% | -29.64% |
| Best Month | 5.25% | 43.77% |
| Worst Month | -7.83% | -37.12% |
| Best Year | 18.11% | 155.54% |
| Worst Year | -7.18% | -61.15% |
| Avg. Up Day | 1.13% | 1.16% |
| Avg. Down Day | -0.65% | -0.69% |
| Avg. Up Week | 2.45% | 7.96% |
| Avg. Down Week | -1.8% | -4.33% |
| Avg. Up Month | 2.1% | 10.5% |
| Avg. Down Month | -0.83% | -7.15% |
| Win Days % | 38.16% | 51.27% |
| Win Month % | 48.0% | 60.98% |
| Win Week % | 43.75% | 50.28% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |