| Metric | 11394499:btcusd:triple_med_gx:lsma95_110 | 11394499:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 24.24% | 172.16% |
| Max Drawdown | -11.94% | -67.18% |
| Sharpe | 0.37 | 0.42 |
| Sortino | 0.63 | 0.61 |
| Payoff Ratio | 1.36 | 1.35 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.84 | 0.74 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 127.01 | 2.75 |
| Outlier Loss Ratio | 3.16 | 2.53 |
| Volatility (ann.) | 4.69% | 26.26% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.57 | 0.53 |
| Skew | 5.05 | 0.19 |
| Kurtosis | 149.56 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.47% |
| Expected Yearly % | 5.58% | 28.44% |
| Kelly Criterion | 6.09% | 15.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.23% |
| Expected Shortfall (cVaR) | -0.4% | -2.23% |
| Year | 11394499:BTCUSD | 11394499:btcusd:triple_med_gx:lsma95_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -0.78 | 0.01 | + |
| 2023 | 155.54 | 5.39 | 0.03 | - |
| 2024 | 121.00 | 17.73 | 0.15 | - |
| 2025 | 16.76 | 0.91 | 0.05 | - |
| Metric | 11394499:btcusd:triple_med_gx:lsma95_110 | 11394499:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.86% | 31.46% |
| 6M | 0.91% | 12.77% |
| YTD | 0.91% | 16.76% |
| 1Y | 11.65% | 56.84% |
| 3Y (ann.) | 10.1% | 55.31% |
| 5Y (ann.) | 6.77% | 35.29% |
| Metric | 11394499:btcusd:triple_med_gx:lsma95_110 | 11394499:BTCUSD |
|---|---|---|
| Max Drawdown | -11.94% | -67.18% |
| Longest DD Days | 478.0 | 683.0 |
| Avg. Drawdown | -2.57% | -7.19% |
| Avg. Drawdown Days | 62.0 | 37.0 |
| Recovery Factor | 2.03 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-27 | 2023-06-20 | -11.94 | 478 |
| 2023-11-16 | 2024-03-20 | -6.64 | 125 |
| 2024-03-21 | 2024-09-09 | -5.96 | 172 |
| 2023-07-14 | 2023-11-15 | -5.15 | 124 |
| 2024-09-12 | 2024-10-11 | -3.15 | 29 |
| 2025-02-06 | 2025-04-12 | -2.56 | 65 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-12-04 | 2025-02-06 | -2.30 | 64 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-12-03 | 2024-12-04 | -1.22 | 0 |
| Metric | 11394499:btcusd:triple_med_gx:lsma95_110 | 11394499:BTCUSD |
|---|---|---|
| Best Day | 5.84% | 9.33% |
| Worst Day | -2.91% | -9.32% |
| Best Week | 9.31% | 35.75% |
| Worst Week | -7.79% | -29.64% |
| Best Month | 9.31% | 43.77% |
| Worst Month | -7.79% | -37.12% |
| Best Year | 17.73% | 155.54% |
| Worst Year | -0.78% | -58.73% |
| Avg. Up Day | 1.11% | 1.12% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 3.47% | 4.82% |
| Avg. Down Week | -1.77% | -5.9% |
| Avg. Up Month | 4.1% | 10.38% |
| Avg. Down Month | -2.52% | -14.51% |
| Win Days % | 45.81% | 51.29% |
| Win Month % | 59.09% | 60.98% |
| Win Week % | 51.85% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |