| Metric | 11392873:btcusd:triple_med_gx:lsma70_105 | 11392873:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 24.42% | 152.36% |
| Max Drawdown | -18.29% | -67.18% |
| Sharpe | 0.23 | 0.4 |
| Sortino | 0.34 | 0.58 |
| Payoff Ratio | 1.12 | 1.06 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 60.26 | 3.01 |
| Outlier Loss Ratio | 2.94 | 2.94 |
| Volatility (ann.) | 9.03% | 26.27% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.37 | 0.48 |
| Skew | 0.77 | 0.18 |
| Kurtosis | 126.54 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.28% |
| Expected Yearly % | 5.61% | 26.04% |
| Kelly Criterion | 3.61% | 5.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.23% |
| Expected Shortfall (cVaR) | -0.77% | -2.23% |
| Year | 11392873:BTCUSD | 11392873:btcusd:triple_med_gx:lsma70_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 17.95 | -0.29 | + |
| 2023 | 155.54 | 7.97 | 0.05 | - |
| 2024 | 121.00 | -9.53 | -0.08 | - |
| 2025 | 16.76 | 8.00 | 0.48 | - |
| Metric | 11392873:btcusd:triple_med_gx:lsma70_105 | 11392873:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 8.18% | 31.46% |
| 6M | 8.0% | 12.77% |
| YTD | 8.0% | 16.76% |
| 1Y | -2.17% | 56.84% |
| 3Y (ann.) | 6.26% | 55.31% |
| 5Y (ann.) | 6.81% | 32.21% |
| Metric | 11392873:btcusd:triple_med_gx:lsma70_105 | 11392873:BTCUSD |
|---|---|---|
| Max Drawdown | -18.29% | -67.18% |
| Longest DD Days | 369.0 | 683.0 |
| Avg. Drawdown | -4.48% | -7.61% |
| Avg. Drawdown Days | 55.0 | 38.0 |
| Recovery Factor | 1.33 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -18.29 | 369 |
| 2023-12-22 | 2024-05-09 | -11.50 | 139 |
| 2022-06-16 | 2022-09-27 | -10.89 | 103 |
| 2022-11-11 | 2023-10-20 | -10.88 | 343 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2022-09-27 | 2022-11-10 | -7.06 | 43 |
| 2022-04-10 | 2022-06-15 | -5.40 | 66 |
| 2023-11-11 | 2023-12-18 | -4.68 | 37 |
| 2022-11-10 | 2022-11-10 | -2.73 | 0 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| Metric | 11392873:btcusd:triple_med_gx:lsma70_105 | 11392873:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.52% | 35.75% |
| Worst Week | -7.31% | -29.64% |
| Best Month | 8.52% | 43.77% |
| Worst Month | -7.31% | -37.12% |
| Best Year | 17.95% | 155.54% |
| Worst Year | -9.53% | -61.73% |
| Avg. Up Day | 1.04% | 1.05% |
| Avg. Down Day | -0.93% | -1.0% |
| Avg. Up Week | 3.26% | 7.1% |
| Avg. Down Week | -1.65% | -6.09% |
| Avg. Up Month | 4.41% | 11.33% |
| Avg. Down Month | -2.39% | -13.28% |
| Win Days % | 49.13% | 51.26% |
| Win Month % | 42.86% | 60.98% |
| Win Week % | 43.9% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |