| Metric | 11396490:btcusd:triple_med_gx:lsma95_120 | 11396490:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 18.4% | 187.39% |
| Max Drawdown | -9.73% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.38 | 0.62 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.63 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 85.39 | 3.0 |
| Outlier Loss Ratio | 4.34 | 2.89 |
| Volatility (ann.) | 5.82% | 26.35% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.53 | 0.55 |
| Skew | 1.91 | 0.2 |
| Kurtosis | 91.29 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.4% | 2.55% |
| Expected Yearly % | 4.31% | 30.2% |
| Kelly Criterion | 0.33% | 9.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.24% |
| Expected Shortfall (cVaR) | -0.5% | -2.24% |
| Year | 11396490:BTCUSD | 11396490:btcusd:triple_med_gx:lsma95_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 12.35 | -0.22 | + |
| 2023 | 155.54 | -1.43 | -0.01 | - |
| 2024 | 121.00 | 11.75 | 0.10 | - |
| 2025 | 16.76 | -4.33 | -0.26 | - |
| Metric | 11396490:btcusd:triple_med_gx:lsma95_120 | 11396490:BTCUSD |
|---|---|---|
| MTD | -1.76% | 4.16% |
| 3M | -2.69% | 31.46% |
| 6M | -1.1% | 12.77% |
| YTD | -4.33% | 16.76% |
| 1Y | 4.58% | 56.84% |
| 3Y (ann.) | 1.64% | 55.31% |
| 5Y (ann.) | 5.15% | 36.89% |
| Metric | 11396490:btcusd:triple_med_gx:lsma95_120 | 11396490:BTCUSD |
|---|---|---|
| Max Drawdown | -9.73% | -67.18% |
| Longest DD Days | 512.0 | 683.0 |
| Avg. Drawdown | -2.11% | -6.61% |
| Avg. Drawdown Days | 46.0 | 33.0 |
| Recovery Factor | 1.89 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-20 | 2024-10-14 | -9.73 | 512 |
| 2022-07-17 | 2023-03-14 | -9.19 | 240 |
| 2025-02-14 | 2025-06-11 | -7.61 | 116 |
| 2024-12-09 | 2025-01-03 | -4.95 | 25 |
| 2025-02-13 | 2025-02-14 | -2.21 | 1 |
| 2023-04-11 | 2023-05-20 | -1.80 | 39 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-06-23 | 2022-06-23 | -1.72 | 0 |
| 2022-06-24 | 2022-07-16 | -1.35 | 22 |
| 2024-11-06 | 2024-11-07 | -1.33 | 0 |
| Metric | 11396490:btcusd:triple_med_gx:lsma95_120 | 11396490:BTCUSD |
|---|---|---|
| Best Day | 4.28% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 7.72% | 35.75% |
| Worst Week | -5.43% | -29.64% |
| Best Month | 5.74% | 43.77% |
| Worst Month | -5.8% | -37.12% |
| Best Year | 12.35% | 155.54% |
| Worst Year | -4.33% | -56.42% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.66% | -0.7% |
| Avg. Up Week | 2.42% | 8.21% |
| Avg. Down Week | -1.3% | -2.79% |
| Avg. Up Month | 2.39% | 15.93% |
| Avg. Down Month | -2.69% | -6.82% |
| Win Days % | 45.52% | 51.28% |
| Win Month % | 55.26% | 61.9% |
| Win Week % | 41.07% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |