| Metric | 11392877:btcusd:triple_med_gx:lsma95_105 | 11392877:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 41.99% | 174.71% |
| Max Drawdown | -8.11% | -67.18% |
| Sharpe | 0.66 | 0.41 |
| Sortino | 1.36 | 0.6 |
| Payoff Ratio | 1.81 | 1.52 |
| Profit Factor | 1.9 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.65 | 0.84 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 150.16 | 2.66 |
| Outlier Loss Ratio | 3.95 | 2.48 |
| Volatility (ann.) | 3.99% | 26.04% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.33 | 0.51 |
| Skew | 9.52 | 0.18 |
| Kurtosis | 256.09 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.84% | 2.44% |
| Expected Yearly % | 9.16% | 28.74% |
| Kelly Criterion | 19.08% | 19.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.34% | -2.21% |
| Expected Shortfall (cVaR) | -0.34% | -2.21% |
| Year | 11392877:BTCUSD | 11392877:btcusd:triple_med_gx:lsma95_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -0.85 | 0.01 | + |
| 2023 | 155.54 | 15.42 | 0.10 | - |
| 2024 | 121.00 | 18.31 | 0.15 | - |
| 2025 | 27.10 | 4.88 | 0.18 | - |
| Metric | 11392877:btcusd:triple_med_gx:lsma95_105 | 11392877:BTCUSD |
|---|---|---|
| MTD | 1.72% | 10.71% |
| 3M | 0.47% | 41.88% |
| 6M | 4.88% | 22.91% |
| YTD | 4.88% | 27.1% |
| 1Y | 12.9% | 82.29% |
| 3Y (ann.) | 13.88% | 77.48% |
| 5Y (ann.) | 10.82% | 34.48% |
| Metric | 11392877:btcusd:triple_med_gx:lsma95_105 | 11392877:BTCUSD |
|---|---|---|
| Max Drawdown | -8.11% | -67.18% |
| Longest DD Days | 362.0 | 683.0 |
| Avg. Drawdown | -1.52% | -7.35% |
| Avg. Drawdown Days | 58.0 | 37.0 |
| Recovery Factor | 5.18 | 2.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-04-07 | -8.11 | 362 |
| 2023-07-14 | 2024-03-20 | -4.34 | 250 |
| 2024-10-10 | 2025-04-11 | -2.91 | 182 |
| 2025-06-30 | 2025-07-02 | -2.59 | 2 |
| 2024-06-09 | 2024-08-06 | -1.82 | 57 |
| 2024-08-06 | 2024-08-06 | -1.32 | 0 |
| 2023-06-17 | 2023-06-19 | -1.24 | 2 |
| 2023-04-08 | 2023-06-17 | -1.07 | 69 |
| 2022-02-26 | 2022-04-10 | -0.72 | 43 |
| 2023-06-21 | 2023-07-13 | -0.55 | 22 |
| Metric | 11392877:btcusd:triple_med_gx:lsma95_105 | 11392877:BTCUSD |
|---|---|---|
| Best Day | 5.65% | 9.33% |
| Worst Day | -3.06% | -9.32% |
| Best Week | 9.89% | 35.75% |
| Worst Week | -4.2% | -29.64% |
| Best Month | 9.89% | 43.77% |
| Worst Month | -4.2% | -37.12% |
| Best Year | 18.31% | 155.54% |
| Worst Year | -0.85% | -61.73% |
| Avg. Up Day | 1.12% | 1.16% |
| Avg. Down Day | -0.62% | -0.76% |
| Avg. Up Week | 2.84% | 5.34% |
| Avg. Down Week | -1.17% | -6.53% |
| Avg. Up Month | 3.97% | 7.79% |
| Avg. Down Month | -1.77% | -18.96% |
| Win Days % | 47.89% | 51.29% |
| Win Month % | 70.83% | 61.9% |
| Win Week % | 62.96% | 51.1% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |