| Metric | 11391360:btcusd:triple_med_gx:lsma95_100 | 11391360:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 3.23% | 172.77% |
| Max Drawdown | -6.21% | -67.18% |
| Sharpe | 0.11 | 0.42 |
| Sortino | 0.17 | 0.61 |
| Payoff Ratio | 1.43 | 1.43 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.61 | 0.79 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 335.32 | 2.4 |
| Outlier Loss Ratio | 3.72 | 2.37 |
| Volatility (ann.) | 2.59% | 26.26% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.16 | 0.53 |
| Skew | 4.94 | 0.19 |
| Kurtosis | 306.08 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.08% | 2.48% |
| Expected Yearly % | 0.8% | 28.51% |
| Kelly Criterion | -5.95% | 17.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.22% | -2.23% |
| Expected Shortfall (cVaR) | -0.22% | -2.23% |
| Year | 11391360:BTCUSD | 11391360:btcusd:triple_med_gx:lsma95_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -2.72 | 0.05 | + |
| 2023 | 155.54 | 0.79 | 0.01 | - |
| 2024 | 121.00 | 6.24 | 0.05 | - |
| 2025 | 17.02 | -0.90 | -0.05 | - |
| Metric | 11391360:btcusd:triple_med_gx:lsma95_100 | 11391360:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.12% | 31.76% |
| 6M | -0.9% | 12.25% |
| YTD | -0.9% | 17.02% |
| 1Y | 1.35% | 57.19% |
| 3Y (ann.) | 1.48% | 55.42% |
| 5Y (ann.) | 0.97% | 35.42% |
| Metric | 11391360:btcusd:triple_med_gx:lsma95_100 | 11391360:BTCUSD |
|---|---|---|
| Max Drawdown | -6.21% | -67.18% |
| Longest DD Days | 734.0 | 683.0 |
| Avg. Drawdown | -2.39% | -7.19% |
| Avg. Drawdown Days | 183.0 | 37.0 |
| Recovery Factor | 0.52 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-17 | 2024-03-20 | -6.21 | 734 |
| 2024-09-10 | 2025-06-11 | -5.72 | 274 |
| 2024-08-06 | 2024-09-09 | -1.68 | 34 |
| 2024-06-09 | 2024-08-06 | -0.37 | 57 |
| 2022-02-25 | 2022-02-25 | -0.18 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 11391360:btcusd:triple_med_gx:lsma95_100 | 11391360:BTCUSD |
|---|---|---|
| Best Day | 3.59% | 9.33% |
| Worst Day | -2.91% | -9.32% |
| Best Week | 3.83% | 35.75% |
| Worst Week | -2.03% | -29.64% |
| Best Month | 3.83% | 43.77% |
| Worst Month | -2.03% | -37.12% |
| Best Year | 6.24% | 155.54% |
| Worst Year | -2.72% | -58.73% |
| Avg. Up Day | 1.04% | 1.1% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 2.77% | 14.43% |
| Avg. Down Week | -1.28% | -7.78% |
| Avg. Up Month | 2.42% | 11.55% |
| Avg. Down Month | -1.36% | -15.51% |
| Win Days % | 37.66% | 51.3% |
| Win Month % | 40.91% | 60.98% |
| Win Week % | 37.5% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |