| Metric | 11388345:btcusd:triple_med_gx:lsma95_90 | 11388345:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 10.65% | 152.93% |
| Max Drawdown | -3.92% | -67.18% |
| Sharpe | 0.37 | 0.4 |
| Sortino | 0.91 | 0.58 |
| Payoff Ratio | 2.7 | 2.05 |
| Profit Factor | 1.7 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.57 | 1.12 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 401.33 | 2.4 |
| Outlier Loss Ratio | 6.09 | 2.36 |
| Volatility (ann.) | 2.11% | 26.28% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.79 | 0.48 |
| Skew | 17.82 | 0.18 |
| Kurtosis | 519.2 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.25% | 2.29% |
| Expected Yearly % | 2.56% | 26.11% |
| Kelly Criterion | 9.99% | 27.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.18% | -2.23% |
| Expected Shortfall (cVaR) | -0.18% | -2.23% |
| Year | 11388345:BTCUSD | 11388345:btcusd:triple_med_gx:lsma95_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 4.79 | -0.08 | + |
| 2023 | 155.54 | 2.87 | 0.02 | - |
| 2024 | 121.00 | 2.38 | 0.02 | - |
| 2025 | 17.02 | 0.25 | 0.01 | - |
| Metric | 11388345:btcusd:triple_med_gx:lsma95_90 | 11388345:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.25% | 31.76% |
| 6M | 0.25% | 12.25% |
| YTD | 0.25% | 17.02% |
| 1Y | 4.08% | 57.19% |
| 3Y (ann.) | 3.23% | 55.42% |
| 5Y (ann.) | 3.1% | 32.3% |
| Metric | 11388345:btcusd:triple_med_gx:lsma95_90 | 11388345:BTCUSD |
|---|---|---|
| Max Drawdown | -3.92% | -67.18% |
| Longest DD Days | 264.0 | 683.0 |
| Avg. Drawdown | -1.08% | -7.61% |
| Avg. Drawdown Days | 75.0 | 38.0 |
| Recovery Factor | 2.72 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-19 | 2025-06-11 | -3.92 | 264 |
| 2022-10-06 | 2023-05-28 | -2.14 | 234 |
| 2023-05-29 | 2023-09-07 | -1.96 | 101 |
| 2024-02-03 | 2024-07-15 | -1.56 | 162 |
| 2022-10-05 | 2022-10-06 | -1.03 | 1 |
| 2022-05-28 | 2022-07-04 | -0.31 | 37 |
| 2024-08-24 | 2024-09-19 | -0.20 | 25 |
| 2022-05-27 | 2022-05-28 | -0.18 | 0 |
| 2023-12-06 | 2023-12-06 | -0.18 | 0 |
| 2024-08-24 | 2024-08-24 | -0.18 | 0 |
| Metric | 11388345:btcusd:triple_med_gx:lsma95_90 | 11388345:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -1.39% | -9.32% |
| Best Week | 5.38% | 35.75% |
| Worst Week | -1.92% | -29.64% |
| Best Month | 5.38% | 43.77% |
| Worst Month | -1.92% | -37.12% |
| Best Year | 4.79% | 155.54% |
| Worst Year | 0.25% | -61.73% |
| Avg. Up Day | 1.1% | 1.17% |
| Avg. Down Day | -0.41% | -0.57% |
| Avg. Up Week | 1.7% | 5.71% |
| Avg. Down Week | -0.41% | -2.33% |
| Avg. Up Month | 1.76% | 11.41% |
| Avg. Down Month | -1.03% | -8.33% |
| Win Days % | 34.33% | 51.27% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 57.14% | 50.28% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 100.0% | 75.0% |