| Metric | 11386875:btcusd:triple_med_gx:lsma95_85 | 11386875:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 14.65% | 169.05% |
| Max Drawdown | -5.72% | -67.18% |
| Sharpe | 0.32 | 0.41 |
| Sortino | 0.55 | 0.59 |
| Payoff Ratio | 1.62 | 1.36 |
| Profit Factor | 1.36 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.92 | 0.74 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 200.64 | 2.52 |
| Outlier Loss Ratio | 4.29 | 2.48 |
| Volatility (ann.) | 3.29% | 26.04% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.71 | 0.5 |
| Skew | 5.6 | 0.18 |
| Kurtosis | 231.23 | 6.56 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.33% | 2.38% |
| Expected Yearly % | 3.48% | 28.07% |
| Kelly Criterion | 5.97% | 15.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.28% | -2.21% |
| Expected Shortfall (cVaR) | -0.28% | -2.21% |
| Year | 11386875:BTCUSD | 11386875:btcusd:triple_med_gx:lsma95_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 6.90 | -0.11 | + |
| 2023 | 155.54 | 8.78 | 0.06 | - |
| 2024 | 121.00 | -1.82 | -0.02 | - |
| 2025 | 27.10 | 0.42 | 0.02 | - |
| Metric | 11386875:btcusd:triple_med_gx:lsma95_85 | 11386875:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 0.61% | 41.88% |
| 6M | 0.42% | 22.91% |
| YTD | 0.42% | 27.1% |
| 1Y | 1.29% | 82.29% |
| 3Y (ann.) | 3.75% | 77.48% |
| 5Y (ann.) | 4.08% | 33.6% |
| Metric | 11386875:btcusd:triple_med_gx:lsma95_85 | 11386875:BTCUSD |
|---|---|---|
| Max Drawdown | -5.72% | -67.18% |
| Longest DD Days | 288.0 | 683.0 |
| Avg. Drawdown | -2.08% | -7.4% |
| Avg. Drawdown Days | 83.0 | 37.0 |
| Recovery Factor | 2.56 | 2.52 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-06 | 2024-09-19 | -5.72 | 288 |
| 2024-09-19 | 2025-05-18 | -5.04 | 241 |
| 2025-05-19 | 2025-07-17 | -3.40 | 59 |
| 2022-05-26 | 2022-07-04 | -3.04 | 38 |
| 2022-12-01 | 2023-03-17 | -2.38 | 106 |
| 2023-06-21 | 2023-12-05 | -1.95 | 167 |
| 2022-10-05 | 2022-11-30 | -1.54 | 56 |
| 2023-05-29 | 2023-06-21 | -0.72 | 23 |
| 2022-11-30 | 2022-11-30 | -0.55 | 0 |
| 2022-09-11 | 2022-10-04 | -0.45 | 23 |
| Metric | 11386875:btcusd:triple_med_gx:lsma95_85 | 11386875:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -3.4% | -9.32% |
| Best Week | 4.16% | 35.75% |
| Worst Week | -2.87% | -29.64% |
| Best Month | 4.25% | 43.77% |
| Worst Month | -2.87% | -37.12% |
| Best Year | 8.78% | 155.54% |
| Worst Year | -1.82% | -62.52% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.58% | -0.72% |
| Avg. Up Week | 1.92% | 8.48% |
| Avg. Down Week | -1.36% | -4.18% |
| Avg. Up Month | 1.91% | 10.84% |
| Avg. Down Month | -0.69% | -7.15% |
| Win Days % | 41.91% | 51.27% |
| Win Month % | 52.17% | 59.52% |
| Win Week % | 53.85% | 51.1% |
| Win Quarter % | 58.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |