| Metric | 11386947:btcusd:triple_med_gx:lsma105_85 | 11386947:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 23.71% | 172.77% |
| Max Drawdown | -9.32% | -67.18% |
| Sharpe | 0.39 | 0.42 |
| Sortino | 0.64 | 0.61 |
| Payoff Ratio | 1.37 | 1.34 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.86 | 0.73 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 129.96 | 2.78 |
| Outlier Loss Ratio | 4.03 | 2.61 |
| Volatility (ann.) | 4.31% | 26.26% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.71 | 0.53 |
| Skew | 2.09 | 0.19 |
| Kurtosis | 148.93 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.48% |
| Expected Yearly % | 5.46% | 28.51% |
| Kelly Criterion | 8.39% | 14.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.23% |
| Expected Shortfall (cVaR) | -0.37% | -2.23% |
| Year | 11386947:BTCUSD | 11386947:btcusd:triple_med_gx:lsma105_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 12.42 | -0.21 | + |
| 2023 | 155.54 | 0.43 | 0.00 | - |
| 2024 | 121.00 | 5.51 | 0.05 | - |
| 2025 | 17.02 | 3.85 | 0.23 | - |
| Metric | 11386947:btcusd:triple_med_gx:lsma105_85 | 11386947:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.48% | 31.76% |
| 6M | 3.85% | 12.25% |
| YTD | 3.85% | 17.02% |
| 1Y | 9.57% | 57.19% |
| 3Y (ann.) | 5.92% | 55.42% |
| 5Y (ann.) | 6.64% | 35.42% |
| Metric | 11386947:btcusd:triple_med_gx:lsma105_85 | 11386947:BTCUSD |
|---|---|---|
| Max Drawdown | -9.32% | -67.18% |
| Longest DD Days | 690.0 | 683.0 |
| Avg. Drawdown | -2.83% | -7.19% |
| Avg. Drawdown Days | 87.0 | 37.0 |
| Recovery Factor | 2.54 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-05 | 2024-08-25 | -9.32 | 690 |
| 2024-09-20 | 2025-03-19 | -5.68 | 180 |
| 2025-05-21 | 2025-06-11 | -5.07 | 21 |
| 2022-07-05 | 2022-09-12 | -3.83 | 69 |
| 2022-05-26 | 2022-05-29 | -3.04 | 3 |
| 2025-03-20 | 2025-05-19 | -1.95 | 60 |
| 2024-08-26 | 2024-09-18 | -1.73 | 23 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2022-07-04 | 2022-07-04 | -0.92 | 0 |
| 2025-05-20 | 2025-05-20 | -0.84 | 0 |
| Metric | 11386947:btcusd:triple_med_gx:lsma105_85 | 11386947:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.41% | 35.75% |
| Worst Week | -5.79% | -29.64% |
| Best Month | 5.84% | 43.77% |
| Worst Month | -4.57% | -37.12% |
| Best Year | 12.42% | 155.54% |
| Worst Year | 0.43% | -58.73% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.62% | -0.65% |
| Avg. Up Week | 2.29% | 10.05% |
| Avg. Down Week | -2.09% | -3.56% |
| Avg. Up Month | 1.71% | 17.28% |
| Avg. Down Month | -0.76% | -7.91% |
| Win Days % | 47.09% | 51.3% |
| Win Month % | 72.73% | 60.98% |
| Win Week % | 56.67% | 50.28% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 75.0% |