| Metric | 11391840:btcusd:triple_med_gx:lsma95_105 | 11391840:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 10.37% | 202.8% |
| Max Drawdown | -6.39% | -67.18% |
| Sharpe | 0.19 | 0.44 |
| Sortino | 0.36 | 0.64 |
| Payoff Ratio | 1.7 | 1.66 |
| Profit Factor | 1.18 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.74 | 0.91 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 145.55 | 2.53 |
| Outlier Loss Ratio | 4.44 | 2.53 |
| Volatility (ann.) | 4.46% | 26.34% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.46 | 0.58 |
| Skew | 11.82 | 0.2 |
| Kurtosis | 347.37 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.24% | 2.67% |
| Expected Yearly % | 2.5% | 31.91% |
| Kelly Criterion | 0.1% | 21.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.24% |
| Expected Shortfall (cVaR) | -0.38% | -2.24% |
| Year | 11391840:BTCUSD | 11391840:btcusd:triple_med_gx:lsma95_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 5.89 | -0.11 | + |
| 2023 | 155.54 | 7.99 | 0.05 | - |
| 2024 | 121.00 | -0.96 | -0.01 | - |
| 2025 | 16.76 | -2.55 | -0.15 | - |
| Metric | 11391840:btcusd:triple_med_gx:lsma95_105 | 11391840:BTCUSD |
|---|---|---|
| MTD | 0.32% | 4.16% |
| 3M | -2.5% | 31.46% |
| 6M | -1.66% | 12.77% |
| YTD | -2.55% | 16.76% |
| 1Y | -3.74% | 56.84% |
| 3Y (ann.) | 3.44% | 55.31% |
| 5Y (ann.) | 2.97% | 38.89% |
| Metric | 11391840:btcusd:triple_med_gx:lsma95_105 | 11391840:BTCUSD |
|---|---|---|
| Max Drawdown | -6.39% | -67.18% |
| Longest DD Days | 573.0 | 683.0 |
| Avg. Drawdown | -2.69% | -6.06% |
| Avg. Drawdown Days | 126.0 | 30.0 |
| Recovery Factor | 1.62 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-16 | 2025-06-11 | -6.39 | 573 |
| 2023-06-07 | 2023-08-29 | -6.24 | 83 |
| 2023-04-11 | 2023-06-06 | -3.00 | 56 |
| 2022-08-08 | 2023-03-14 | -2.79 | 217 |
| 2022-04-20 | 2022-07-27 | -2.51 | 98 |
| 2023-10-20 | 2023-11-15 | -1.65 | 26 |
| 2022-03-02 | 2022-04-20 | -0.89 | 49 |
| 2022-01-31 | 2022-03-01 | -0.61 | 29 |
| 2023-09-14 | 2023-09-14 | -0.18 | 0 |
| Metric | 11391840:btcusd:triple_med_gx:lsma95_105 | 11391840:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -3.33% | -9.32% |
| Best Week | 7.89% | 35.75% |
| Worst Week | -2.63% | -29.64% |
| Best Month | 7.89% | 43.77% |
| Worst Month | -2.63% | -37.12% |
| Best Year | 7.99% | 155.54% |
| Worst Year | -2.55% | -54.08% |
| Avg. Up Day | 0.99% | 1.04% |
| Avg. Down Day | -0.58% | -0.63% |
| Avg. Up Week | 1.62% | 8.48% |
| Avg. Down Week | -0.88% | -2.57% |
| Avg. Up Month | 1.83% | 8.95% |
| Avg. Down Month | -0.82% | -9.73% |
| Win Days % | 37.13% | 51.27% |
| Win Month % | 37.84% | 61.9% |
| Win Week % | 40.82% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |