| Metric | 11396986:btcusd:triple_med_gx:lsma95_120 | 11396986:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 8.1% | 187.39% |
| Max Drawdown | -21.67% | -67.18% |
| Sharpe | 0.12 | 0.43 |
| Sortino | 0.17 | 0.62 |
| Payoff Ratio | 1.12 | 1.02 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 63.74 | 3.12 |
| Outlier Loss Ratio | 3.96 | 3.07 |
| Volatility (ann.) | 7.34% | 26.35% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.11 | 0.55 |
| Skew | 2.05 | 0.2 |
| Kurtosis | 75.72 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.55% |
| Expected Yearly % | 1.97% | 30.2% |
| Kelly Criterion | -1.65% | 3.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.24% |
| Expected Shortfall (cVaR) | -0.63% | -2.24% |
| Year | 11396986:BTCUSD | 11396986:btcusd:triple_med_gx:lsma95_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -3.87 | 0.07 | + |
| 2023 | 155.54 | -4.49 | -0.03 | - |
| 2024 | 121.00 | 20.45 | 0.17 | - |
| 2025 | 16.76 | -2.25 | -0.13 | - |
| Metric | 11396986:btcusd:triple_med_gx:lsma95_120 | 11396986:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.35% | 31.46% |
| 6M | -0.69% | 12.77% |
| YTD | -2.25% | 16.76% |
| 1Y | -2.47% | 56.84% |
| 3Y (ann.) | 4.06% | 55.31% |
| 5Y (ann.) | 2.34% | 36.89% |
| Metric | 11396986:btcusd:triple_med_gx:lsma95_120 | 11396986:BTCUSD |
|---|---|---|
| Max Drawdown | -21.67% | -67.18% |
| Longest DD Days | 830.0 | 683.0 |
| Avg. Drawdown | -6.03% | -6.61% |
| Avg. Drawdown Days | 170.0 | 33.0 |
| Recovery Factor | 0.37 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-05 | 2024-05-15 | -21.67 | 830 |
| 2024-07-10 | 2025-06-11 | -13.17 | 336 |
| 2024-06-12 | 2024-06-30 | -4.40 | 18 |
| 2024-07-01 | 2024-07-10 | -1.79 | 8 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2022-02-05 | 2022-02-05 | -0.32 | 0 |
| 2022-02-04 | 2022-02-04 | -0.18 | 0 |
| Metric | 11396986:btcusd:triple_med_gx:lsma95_120 | 11396986:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.11% | -9.32% |
| Best Week | 9.8% | 35.75% |
| Worst Week | -10.98% | -29.64% |
| Best Month | 9.64% | 43.77% |
| Worst Month | -8.42% | -37.12% |
| Best Year | 20.45% | 155.54% |
| Worst Year | -4.49% | -56.42% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.75% | -0.84% |
| Avg. Up Week | 3.05% | 8.24% |
| Avg. Down Week | -2.27% | -3.11% |
| Avg. Up Month | 4.49% | 17.42% |
| Avg. Down Month | -2.66% | -12.4% |
| Win Days % | 46.26% | 51.28% |
| Win Month % | 46.15% | 61.9% |
| Win Week % | 47.3% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |