| Metric | 11394498:btcusd:triple_med_gx:lsma85_110 | 11394498:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 28.49% | 172.16% |
| Max Drawdown | -13.47% | -67.18% |
| Sharpe | 0.3 | 0.42 |
| Sortino | 0.5 | 0.61 |
| Payoff Ratio | 1.35 | 1.17 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.75 | 0.64 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 76.3 | 2.95 |
| Outlier Loss Ratio | 3.18 | 2.89 |
| Volatility (ann.) | 7.08% | 26.26% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.58 | 0.53 |
| Skew | 4.38 | 0.19 |
| Kurtosis | 118.95 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.47% |
| Expected Yearly % | 6.47% | 28.44% |
| Kelly Criterion | 5.31% | 9.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.23% |
| Expected Shortfall (cVaR) | -0.6% | -2.23% |
| Year | 11394498:BTCUSD | 11394498:btcusd:triple_med_gx:lsma85_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 11.66 | -0.20 | + |
| 2023 | 155.54 | 7.18 | 0.05 | - |
| 2024 | 121.00 | 7.35 | 0.06 | - |
| 2025 | 16.76 | 0.01 | 0.00 | - |
| Metric | 11394498:btcusd:triple_med_gx:lsma85_110 | 11394498:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.78% | 31.46% |
| 6M | 0.01% | 12.77% |
| YTD | 0.01% | 16.76% |
| 1Y | 10.86% | 56.84% |
| 3Y (ann.) | 5.96% | 55.31% |
| 5Y (ann.) | 7.86% | 35.29% |
| Metric | 11394498:btcusd:triple_med_gx:lsma85_110 | 11394498:BTCUSD |
|---|---|---|
| Max Drawdown | -13.47% | -67.18% |
| Longest DD Days | 435.0 | 683.0 |
| Avg. Drawdown | -3.06% | -7.19% |
| Avg. Drawdown Days | 55.0 | 37.0 |
| Recovery Factor | 2.12 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-16 | 2024-09-09 | -13.47 | 298 |
| 2022-04-10 | 2023-06-20 | -12.79 | 435 |
| 2024-12-01 | 2025-06-11 | -7.70 | 192 |
| 2024-10-09 | 2024-10-11 | -4.74 | 2 |
| 2023-10-20 | 2023-11-15 | -4.67 | 26 |
| 2023-07-14 | 2023-10-20 | -4.09 | 98 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-02-27 | 2022-03-18 | -2.60 | 19 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11394498:btcusd:triple_med_gx:lsma85_110 | 11394498:BTCUSD |
|---|---|---|
| Best Day | 6.93% | 9.33% |
| Worst Day | -4.64% | -9.32% |
| Best Week | 12.96% | 35.75% |
| Worst Week | -7.88% | -29.64% |
| Best Month | 12.03% | 43.77% |
| Worst Month | -7.88% | -37.12% |
| Best Year | 11.66% | 155.54% |
| Worst Year | 0.01% | -58.73% |
| Avg. Up Day | 1.15% | 1.16% |
| Avg. Down Day | -0.85% | -0.99% |
| Avg. Up Week | 2.69% | 6.49% |
| Avg. Down Week | -2.32% | -5.42% |
| Avg. Up Month | 5.2% | 12.83% |
| Avg. Down Month | -2.73% | -12.81% |
| Win Days % | 45.57% | 51.29% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 48.57% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |