| Metric | 11392912:btcusd:triple_med_gx:lsma95_105 | 11392912:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 35.91% | 172.16% |
| Max Drawdown | -7.51% | -67.18% |
| Sharpe | 0.6 | 0.42 |
| Sortino | 1.16 | 0.61 |
| Payoff Ratio | 1.63 | 1.59 |
| Profit Factor | 1.81 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.4 | 0.87 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 155.52 | 2.62 |
| Outlier Loss Ratio | 3.66 | 2.47 |
| Volatility (ann.) | 3.99% | 26.26% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.29 | 0.53 |
| Skew | 8.2 | 0.19 |
| Kurtosis | 232.06 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.75% | 2.47% |
| Expected Yearly % | 7.97% | 28.44% |
| Kelly Criterion | 15.47% | 20.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.34% | -2.23% |
| Expected Shortfall (cVaR) | -0.34% | -2.23% |
| Year | 11392912:BTCUSD | 11392912:btcusd:triple_med_gx:lsma95_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 3.17 | -0.05 | + |
| 2023 | 155.54 | 10.38 | 0.07 | - |
| 2024 | 121.00 | 14.93 | 0.12 | - |
| 2025 | 16.76 | 3.84 | 0.23 | - |
| Metric | 11392912:btcusd:triple_med_gx:lsma95_105 | 11392912:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.51% | 31.46% |
| 6M | 3.84% | 12.77% |
| YTD | 3.84% | 16.76% |
| 1Y | 8.87% | 56.84% |
| 3Y (ann.) | 11.72% | 55.31% |
| 5Y (ann.) | 9.7% | 35.29% |
| Metric | 11392912:btcusd:triple_med_gx:lsma95_105 | 11392912:BTCUSD |
|---|---|---|
| Max Drawdown | -7.51% | -67.18% |
| Longest DD Days | 273.0 | 683.0 |
| Avg. Drawdown | -1.93% | -7.19% |
| Avg. Drawdown Days | 68.0 | 37.0 |
| Recovery Factor | 4.78 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-10-03 | -7.51 | 175 |
| 2024-09-11 | 2025-06-11 | -6.18 | 273 |
| 2023-07-14 | 2023-11-15 | -5.04 | 124 |
| 2022-11-11 | 2023-06-20 | -4.65 | 221 |
| 2023-12-22 | 2024-03-20 | -1.35 | 88 |
| 2024-08-06 | 2024-08-06 | -1.32 | 0 |
| 2022-02-26 | 2022-04-10 | -0.72 | 43 |
| 2024-06-09 | 2024-08-06 | -0.66 | 57 |
| 2022-10-04 | 2022-11-10 | -0.47 | 37 |
| 2023-07-12 | 2023-07-13 | -0.25 | 0 |
| Metric | 11392912:btcusd:triple_med_gx:lsma95_105 | 11392912: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 | 14.93% | 155.54% |
| Worst Year | 3.17% | -58.73% |
| Avg. Up Day | 1.17% | 1.2% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 3.71% | 5.9% |
| Avg. Down Week | -1.2% | -6.5% |
| Avg. Up Month | 4.76% | 10.3% |
| Avg. Down Month | -1.29% | -12.09% |
| Win Days % | 47.66% | 51.29% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 52.0% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |