| Metric | 11394977:btcusd:triple_med_gx:lsma95_115 | 11394977:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 14.1% | 189.3% |
| Max Drawdown | -8.52% | -67.18% |
| Sharpe | 0.21 | 0.43 |
| Sortino | 0.37 | 0.63 |
| Payoff Ratio | 1.38 | 1.37 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.68 | 0.75 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 106.19 | 2.82 |
| Outlier Loss Ratio | 4.42 | 2.77 |
| Volatility (ann.) | 5.24% | 26.34% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.47 | 0.55 |
| Skew | 7.26 | 0.2 |
| Kurtosis | 208.26 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.31% | 2.56% |
| Expected Yearly % | 3.35% | 30.42% |
| Kelly Criterion | 1.02% | 15.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.24% |
| Expected Shortfall (cVaR) | -0.45% | -2.24% |
| Year | 11394977:BTCUSD | 11394977:btcusd:triple_med_gx:lsma95_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 2.74 | -0.05 | + |
| 2023 | 155.54 | 5.01 | 0.03 | - |
| 2024 | 121.00 | 6.84 | 0.06 | - |
| 2025 | 16.76 | -1.01 | -0.06 | - |
| Metric | 11394977:btcusd:triple_med_gx:lsma95_115 | 11394977:BTCUSD |
|---|---|---|
| MTD | 0.09% | 4.16% |
| 3M | -1.32% | 31.46% |
| 6M | 1.04% | 12.77% |
| YTD | -1.01% | 16.76% |
| 1Y | 5.49% | 56.84% |
| 3Y (ann.) | 3.65% | 55.31% |
| 5Y (ann.) | 3.99% | 37.09% |
| Metric | 11394977:btcusd:triple_med_gx:lsma95_115 | 11394977:BTCUSD |
|---|---|---|
| Max Drawdown | -8.52% | -67.18% |
| Longest DD Days | 333.0 | 683.0 |
| Avg. Drawdown | -2.76% | -6.63% |
| Avg. Drawdown Days | 84.0 | 33.0 |
| Recovery Factor | 1.65 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-16 | 2024-10-14 | -8.52 | 333 |
| 2023-03-14 | 2023-11-15 | -7.64 | 246 |
| 2024-11-07 | 2025-06-11 | -7.49 | 215 |
| 2022-08-08 | 2023-03-14 | -5.69 | 218 |
| 2022-03-02 | 2022-04-21 | -2.00 | 50 |
| 2022-06-25 | 2022-07-27 | -1.48 | 32 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-06 | 2024-11-06 | -0.79 | 0 |
| 2022-05-20 | 2022-05-20 | -0.44 | 0 |
| 2022-03-01 | 2022-03-01 | -0.18 | 0 |
| Metric | 11394977:btcusd:triple_med_gx:lsma95_115 | 11394977:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 6.06% | 35.75% |
| Worst Week | -3.96% | -29.64% |
| Best Month | 5.77% | 43.77% |
| Worst Month | -3.96% | -37.12% |
| Best Year | 6.84% | 155.54% |
| Worst Year | -1.01% | -56.13% |
| Avg. Up Day | 0.85% | 0.88% |
| Avg. Down Day | -0.62% | -0.64% |
| Avg. Up Week | 1.75% | 7.17% |
| Avg. Down Week | -1.16% | -3.5% |
| Avg. Up Month | 1.97% | 13.92% |
| Avg. Down Month | -1.81% | -7.06% |
| Win Days % | 42.53% | 51.25% |
| Win Month % | 51.35% | 61.9% |
| Win Week % | 44.23% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |