| Metric | 11391321:btcusd:triple_med_gx:lsma95_100 | 11391321:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 10.37% | 152.93% |
| Max Drawdown | -4.89% | -67.18% |
| Sharpe | 0.29 | 0.4 |
| Sortino | 0.55 | 0.58 |
| Payoff Ratio | 1.48 | 1.05 |
| Profit Factor | 1.5 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.94 | 0.57 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 327.91 | 2.4 |
| Outlier Loss Ratio | 4.19 | 2.36 |
| Volatility (ann.) | 2.65% | 26.28% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.62 | 0.48 |
| Skew | 11.88 | 0.18 |
| Kurtosis | 519.71 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.24% | 2.29% |
| Expected Yearly % | 2.5% | 26.11% |
| Kelly Criterion | 3.56% | 4.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.23% | -2.23% |
| Expected Shortfall (cVaR) | -0.23% | -2.23% |
| Year | 11391321:BTCUSD | 11391321:btcusd:triple_med_gx:lsma95_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -0.99 | 0.02 | + |
| 2023 | 155.54 | 4.01 | 0.03 | - |
| 2024 | 121.00 | 6.96 | 0.06 | - |
| 2025 | 17.02 | 0.20 | 0.01 | - |
| Metric | 11391321:btcusd:triple_med_gx:lsma95_100 | 11391321:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.16% | 31.76% |
| 6M | 0.2% | 12.25% |
| YTD | 0.2% | 17.02% |
| 1Y | 4.73% | 57.19% |
| 3Y (ann.) | 3.47% | 55.42% |
| 5Y (ann.) | 3.02% | 32.3% |
| Metric | 11391321:btcusd:triple_med_gx:lsma95_100 | 11391321:BTCUSD |
|---|---|---|
| Max Drawdown | -4.89% | -67.18% |
| Longest DD Days | 362.0 | 683.0 |
| Avg. Drawdown | -1.38% | -7.61% |
| Avg. Drawdown Days | 90.0 | 38.0 |
| Recovery Factor | 2.12 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-04-07 | -4.89 | 362 |
| 2023-11-14 | 2024-08-06 | -3.34 | 265 |
| 2024-10-10 | 2025-06-11 | -3.26 | 243 |
| 2023-06-17 | 2023-07-13 | -1.24 | 26 |
| 2024-09-09 | 2024-09-09 | -0.18 | 0 |
| 2022-02-24 | 2022-02-25 | -0.18 | 0 |
| 2022-04-10 | 2022-04-10 | -0.18 | 0 |
| 2023-06-16 | 2023-06-17 | -0.18 | 0 |
| 2023-08-19 | 2023-08-19 | -0.18 | 0 |
| 2024-10-10 | 2024-10-10 | -0.18 | 0 |
| Metric | 11391321:btcusd:triple_med_gx:lsma95_100 | 11391321:BTCUSD |
|---|---|---|
| Best Day | 4.81% | 9.33% |
| Worst Day | -3.08% | -9.32% |
| Best Week | 4.62% | 35.75% |
| Worst Week | -2.57% | -29.64% |
| Best Month | 5.28% | 43.77% |
| Worst Month | -2.57% | -37.12% |
| Best Year | 6.96% | 155.54% |
| Worst Year | -0.99% | -61.73% |
| Avg. Up Day | 1.0% | 1.08% |
| Avg. Down Day | -0.68% | -1.03% |
| Avg. Up Week | 1.31% | 8.1% |
| Avg. Down Week | -0.93% | -4.17% |
| Avg. Up Month | 2.44% | 8.79% |
| Avg. Down Month | -1.2% | -14.03% |
| Win Days % | 42.47% | 51.27% |
| Win Month % | 57.14% | 60.98% |
| Win Week % | 54.17% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |