| Metric | 11386945:btcusd:triple_med_gx:lsma95_85 | 11386945:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 15.63% | 172.77% |
| Max Drawdown | -8.15% | -67.18% |
| Sharpe | 0.34 | 0.42 |
| Sortino | 0.58 | 0.61 |
| Payoff Ratio | 1.58 | 1.48 |
| Profit Factor | 1.4 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.97 | 0.82 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 198.38 | 2.51 |
| Outlier Loss Ratio | 4.02 | 2.47 |
| Volatility (ann.) | 3.35% | 26.26% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.55 | 0.53 |
| Skew | 3.39 | 0.19 |
| Kurtosis | 269.75 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 2.48% |
| Expected Yearly % | 3.7% | 28.51% |
| Kelly Criterion | 8.61% | 18.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.28% | -2.23% |
| Expected Shortfall (cVaR) | -0.28% | -2.23% |
| Year | 11386945:BTCUSD | 11386945:btcusd:triple_med_gx:lsma95_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 10.79 | -0.18 | + |
| 2023 | 155.54 | 5.46 | 0.04 | - |
| 2024 | 121.00 | 2.54 | 0.02 | - |
| 2025 | 17.02 | -3.48 | -0.20 | - |
| Metric | 11386945:btcusd:triple_med_gx:lsma95_85 | 11386945:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.48% | 31.76% |
| 6M | -3.48% | 12.25% |
| YTD | -3.48% | 17.02% |
| 1Y | 0.36% | 57.19% |
| 3Y (ann.) | 5.29% | 55.42% |
| 5Y (ann.) | 4.49% | 35.42% |
| Metric | 11386945:btcusd:triple_med_gx:lsma95_85 | 11386945:BTCUSD |
|---|---|---|
| Max Drawdown | -8.15% | -67.18% |
| Longest DD Days | 264.0 | 683.0 |
| Avg. Drawdown | -2.36% | -7.19% |
| Avg. Drawdown Days | 74.0 | 37.0 |
| Recovery Factor | 1.92 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-19 | 2025-06-11 | -8.15 | 264 |
| 2022-12-01 | 2023-06-20 | -7.22 | 201 |
| 2022-05-26 | 2022-07-03 | -3.04 | 38 |
| 2024-07-15 | 2024-09-18 | -1.86 | 65 |
| 2022-10-05 | 2022-11-30 | -1.80 | 56 |
| 2024-02-03 | 2024-07-15 | -1.56 | 162 |
| 2023-08-10 | 2023-09-07 | -0.96 | 28 |
| 2022-07-04 | 2022-07-04 | -0.92 | 0 |
| 2022-10-02 | 2022-10-03 | -0.18 | 0 |
| 2023-12-06 | 2023-12-06 | -0.18 | 0 |
| Metric | 11386945:btcusd:triple_med_gx:lsma95_85 | 11386945:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.96% | 35.75% |
| Worst Week | -5.79% | -29.64% |
| Best Month | 5.96% | 43.77% |
| Worst Month | -2.71% | -37.12% |
| Best Year | 10.79% | 155.54% |
| Worst Year | -3.48% | -58.73% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.6% | -0.66% |
| Avg. Up Week | 2.4% | 8.45% |
| Avg. Down Week | -2.58% | -4.0% |
| Avg. Up Month | 2.94% | 9.31% |
| Avg. Down Month | -0.76% | -8.28% |
| Win Days % | 44.09% | 51.3% |
| Win Month % | 52.63% | 60.98% |
| Win Week % | 63.64% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |