| Metric | 11386909:btcusd:triple_med_gx:lsma95_85 | 11386909:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 26.91% | 174.71% |
| Max Drawdown | -4.8% | -67.18% |
| Sharpe | 0.63 | 0.41 |
| Sortino | 1.44 | 0.6 |
| Payoff Ratio | 2.1 | 1.84 |
| Profit Factor | 1.92 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.73 | 1.01 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 204.98 | 2.42 |
| Outlier Loss Ratio | 5.33 | 2.48 |
| Volatility (ann.) | 2.84% | 26.04% |
| R^2 | 0.01 | 0.01 |
| Calmar | 1.51 | 0.51 |
| Skew | 11.45 | 0.18 |
| Kurtosis | 252.15 | 6.56 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.57% | 2.44% |
| Expected Yearly % | 6.14% | 28.74% |
| Kelly Criterion | 15.98% | 24.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.24% | -2.21% |
| Expected Shortfall (cVaR) | -0.24% | -2.21% |
| Year | 11386909:BTCUSD | 11386909:btcusd:triple_med_gx:lsma95_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 7.97 | -0.13 | + |
| 2023 | 155.54 | 9.02 | 0.06 | - |
| 2024 | 121.00 | 2.71 | 0.02 | - |
| 2025 | 27.10 | 4.97 | 0.18 | - |
| Metric | 11386909:btcusd:triple_med_gx:lsma95_85 | 11386909:BTCUSD |
|---|---|---|
| MTD | 2.39% | 10.71% |
| 3M | 5.86% | 41.88% |
| 6M | 4.97% | 22.91% |
| YTD | 4.97% | 27.1% |
| 1Y | 5.31% | 82.29% |
| 3Y (ann.) | 6.81% | 77.48% |
| 5Y (ann.) | 7.24% | 34.48% |
| Metric | 11386909:btcusd:triple_med_gx:lsma95_85 | 11386909:BTCUSD |
|---|---|---|
| Max Drawdown | -4.8% | -67.18% |
| Longest DD Days | 254.0 | 683.0 |
| Avg. Drawdown | -1.44% | -7.35% |
| Avg. Drawdown Days | 64.0 | 37.0 |
| Recovery Factor | 5.6 | 2.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-07-02 | -4.80 | 254 |
| 2022-05-26 | 2022-07-04 | -3.04 | 38 |
| 2023-12-05 | 2024-07-15 | -2.91 | 222 |
| 2022-12-01 | 2023-03-17 | -1.81 | 106 |
| 2023-06-21 | 2023-09-07 | -1.80 | 78 |
| 2022-10-05 | 2022-11-30 | -1.54 | 56 |
| 2024-09-19 | 2024-10-20 | -1.23 | 31 |
| 2023-05-29 | 2023-06-21 | -0.60 | 23 |
| 2024-08-23 | 2024-09-19 | -0.41 | 26 |
| 2022-10-04 | 2022-10-04 | -0.18 | 0 |
| Metric | 11386909:btcusd:triple_med_gx:lsma95_85 | 11386909:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -1.83% | -9.32% |
| Best Week | 5.66% | 35.75% |
| Worst Week | -2.2% | -29.64% |
| Best Month | 5.66% | 43.77% |
| Worst Month | -2.2% | -37.12% |
| Best Year | 9.02% | 155.54% |
| Worst Year | 2.71% | -61.73% |
| Avg. Up Day | 1.02% | 1.05% |
| Avg. Down Day | -0.49% | -0.57% |
| Avg. Up Week | 2.38% | 7.16% |
| Avg. Down Week | -1.18% | -4.0% |
| Avg. Up Month | 2.82% | 10.74% |
| Avg. Down Month | -0.96% | -8.28% |
| Win Days % | 43.1% | 51.29% |
| Win Month % | 61.9% | 61.9% |
| Win Week % | 62.5% | 51.1% |
| Win Quarter % | 61.54% | 60.0% |
| Win Year % | 100.0% | 75.0% |