| Metric | 11386912:btcusd:triple_med_gx:lsma105_85 | 11386912:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 17.43% | 152.93% |
| Max Drawdown | -8.94% | -67.18% |
| Sharpe | 0.3 | 0.4 |
| Sortino | 0.47 | 0.58 |
| Payoff Ratio | 1.28 | 1.28 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.75 | 0.7 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 136.64 | 2.74 |
| Outlier Loss Ratio | 4.0 | 2.58 |
| Volatility (ann.) | 4.29% | 26.28% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.56 | 0.48 |
| Skew | 0.87 | 0.18 |
| Kurtosis | 155.26 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.29% |
| Expected Yearly % | 4.1% | 26.11% |
| Kelly Criterion | 4.59% | 13.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.23% |
| Expected Shortfall (cVaR) | -0.37% | -2.23% |
| Year | 11386912:BTCUSD | 11386912:btcusd:triple_med_gx:lsma105_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 12.16 | -0.20 | + |
| 2023 | 155.54 | 0.41 | 0.00 | - |
| 2024 | 121.00 | 1.69 | 0.01 | - |
| 2025 | 17.02 | 2.53 | 0.15 | - |
| Metric | 11386912:btcusd:triple_med_gx:lsma105_85 | 11386912:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.53% | 31.76% |
| 6M | 2.53% | 12.25% |
| YTD | 2.53% | 17.02% |
| 1Y | 6.96% | 57.19% |
| 3Y (ann.) | 4.1% | 55.42% |
| 5Y (ann.) | 4.97% | 32.3% |
| Metric | 11386912:btcusd:triple_med_gx:lsma105_85 | 11386912:BTCUSD |
|---|---|---|
| Max Drawdown | -8.94% | -67.18% |
| Longest DD Days | 715.0 | 683.0 |
| Avg. Drawdown | -3.16% | -7.61% |
| Avg. Drawdown Days | 117.0 | 38.0 |
| Recovery Factor | 1.95 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-05 | 2024-09-19 | -8.94 | 715 |
| 2024-09-20 | 2025-03-19 | -5.68 | 180 |
| 2025-03-20 | 2025-06-11 | -4.48 | 83 |
| 2022-07-05 | 2022-09-12 | -3.83 | 69 |
| 2022-05-26 | 2022-05-29 | -3.04 | 3 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2022-07-04 | 2022-07-04 | -0.92 | 0 |
| 2022-07-03 | 2022-07-03 | -0.18 | 0 |
| 2022-10-04 | 2022-10-04 | -0.18 | 0 |
| Metric | 11386912:btcusd:triple_med_gx:lsma105_85 | 11386912:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.41% | 35.75% |
| Worst Week | -5.73% | -29.64% |
| Best Month | 4.98% | 43.77% |
| Worst Month | -4.51% | -37.12% |
| Best Year | 12.16% | 155.54% |
| Worst Year | 0.41% | -61.73% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.64% | -0.65% |
| Avg. Up Week | 2.25% | 8.75% |
| Avg. Down Week | -2.24% | -2.69% |
| Avg. Up Month | 2.03% | 15.59% |
| Avg. Down Month | -0.68% | -7.91% |
| Win Days % | 46.36% | 51.27% |
| Win Month % | 59.09% | 60.98% |
| Win Week % | 53.33% | 50.28% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 100.0% | 75.0% |