| Metric | 11389475:btcusd:triple_med_gx:lsma105_95 | 11389475:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 70.31% | 208.04% |
| Max Drawdown | -7.5% | -67.18% |
| Sharpe | 0.72 | 0.44 |
| Sortino | 1.48 | 0.64 |
| Payoff Ratio | 1.71 | 1.43 |
| Profit Factor | 1.8 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.49 | 0.79 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 98.53 | 2.83 |
| Outlier Loss Ratio | 4.17 | 2.54 |
| Volatility (ann.) | 5.59% | 26.12% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.22 | 0.57 |
| Skew | 9.38 | 0.2 |
| Kurtosis | 227.41 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.28% | 2.71% |
| Expected Yearly % | 14.24% | 32.48% |
| Kelly Criterion | 17.97% | 17.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.22% |
| Expected Shortfall (cVaR) | -0.47% | -2.22% |
| Year | 11389475:BTCUSD | 11389475:btcusd:triple_med_gx:lsma105_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 34.53 | -0.60 | + |
| 2023 | 155.54 | 4.73 | 0.03 | - |
| 2024 | 121.00 | 14.02 | 0.12 | - |
| 2025 | 27.10 | 6.02 | 0.22 | - |
| Metric | 11389475:btcusd:triple_med_gx:lsma105_95 | 11389475:BTCUSD |
|---|---|---|
| MTD | -1.26% | 10.71% |
| 3M | 2.22% | 41.88% |
| 6M | 4.13% | 22.91% |
| YTD | 6.02% | 27.1% |
| 1Y | 18.15% | 82.29% |
| 3Y (ann.) | 12.35% | 77.48% |
| 5Y (ann.) | 16.68% | 38.53% |
| Metric | 11389475:btcusd:triple_med_gx:lsma105_95 | 11389475:BTCUSD |
|---|---|---|
| Max Drawdown | -7.5% | -67.18% |
| Longest DD Days | 262.0 | 683.0 |
| Avg. Drawdown | -1.66% | -6.7% |
| Avg. Drawdown Days | 48.0 | 34.0 |
| Recovery Factor | 9.37 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-05-08 | -7.50 | 177 |
| 2023-03-18 | 2023-12-05 | -7.03 | 262 |
| 2022-10-06 | 2023-03-17 | -3.84 | 162 |
| 2023-12-06 | 2024-05-17 | -3.49 | 163 |
| 2022-07-19 | 2022-09-09 | -2.93 | 51 |
| 2022-05-26 | 2022-07-18 | -2.40 | 53 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-09-19 | 2024-11-11 | -1.76 | 52 |
| 2025-07-04 | 2025-07-17 | -1.26 | 13 |
| 2024-05-18 | 2024-08-21 | -0.92 | 95 |
| Metric | 11389475:btcusd:triple_med_gx:lsma105_95 | 11389475:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -4.3% | -9.32% |
| Best Week | 10.19% | 35.75% |
| Worst Week | -5.14% | -29.64% |
| Best Month | 12.19% | 43.77% |
| Worst Month | -5.14% | -37.12% |
| Best Year | 34.53% | 155.54% |
| Worst Year | 4.73% | -57.08% |
| Avg. Up Day | 1.02% | 1.05% |
| Avg. Down Day | -0.6% | -0.74% |
| Avg. Up Week | 3.09% | 9.17% |
| Avg. Down Week | -1.63% | -6.22% |
| Avg. Up Month | 3.74% | 16.2% |
| Avg. Down Month | -2.61% | -8.87% |
| Win Days % | 48.22% | 51.33% |
| Win Month % | 65.71% | 61.9% |
| Win Week % | 56.86% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |