| Metric | 11397735:btcusd:triple_med_gx:lsma85_120 | 11397735:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 35.9% | 152.36% |
| Max Drawdown | -20.34% | -67.18% |
| Sharpe | 0.31 | 0.4 |
| Sortino | 0.5 | 0.58 |
| Payoff Ratio | 1.27 | 1.17 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.73 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 63.83 | 3.11 |
| Outlier Loss Ratio | 3.03 | 2.98 |
| Volatility (ann.) | 8.61% | 26.27% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.48 | 0.48 |
| Skew | 2.66 | 0.18 |
| Kurtosis | 137.8 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.75% | 2.28% |
| Expected Yearly % | 7.97% | 26.04% |
| Kelly Criterion | 5.97% | 9.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.23% |
| Expected Shortfall (cVaR) | -0.73% | -2.23% |
| Year | 11397735:BTCUSD | 11397735:btcusd:triple_med_gx:lsma85_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 11.19 | -0.18 | + |
| 2023 | 155.54 | 11.98 | 0.08 | - |
| 2024 | 121.00 | 3.21 | 0.03 | - |
| 2025 | 16.76 | 5.76 | 0.34 | - |
| Metric | 11397735:btcusd:triple_med_gx:lsma85_120 | 11397735:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 10.5% | 31.46% |
| 6M | 5.76% | 12.77% |
| YTD | 5.76% | 16.76% |
| 1Y | 7.34% | 56.84% |
| 3Y (ann.) | 5.12% | 55.31% |
| 5Y (ann.) | 9.7% | 32.21% |
| Metric | 11397735:btcusd:triple_med_gx:lsma85_120 | 11397735:BTCUSD |
|---|---|---|
| Max Drawdown | -20.34% | -67.18% |
| Longest DD Days | 637.0 | 683.0 |
| Avg. Drawdown | -3.97% | -7.61% |
| Avg. Drawdown Days | 89.0 | 38.0 |
| Recovery Factor | 1.77 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-14 | 2025-04-11 | -20.34 | 637 |
| 2022-04-10 | 2023-06-20 | -19.28 | 435 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| 2025-04-13 | 2025-06-11 | -1.07 | 59 |
| 2022-03-20 | 2022-04-10 | -1.06 | 21 |
| 2025-04-11 | 2025-04-12 | -0.72 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2023-07-11 | 2023-07-11 | -0.34 | 0 |
| Metric | 11397735:btcusd:triple_med_gx:lsma85_120 | 11397735:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.96% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 24.13% | 43.77% |
| Worst Month | -11.84% | -37.12% |
| Best Year | 11.98% | 155.54% |
| Worst Year | 3.21% | -61.73% |
| Avg. Up Day | 1.16% | 1.17% |
| Avg. Down Day | -0.91% | -1.0% |
| Avg. Up Week | 2.86% | 6.37% |
| Avg. Down Week | -2.62% | -5.29% |
| Avg. Up Month | 6.98% | 10.24% |
| Avg. Down Month | -4.22% | -12.36% |
| Win Days % | 47.4% | 51.26% |
| Win Month % | 52.0% | 60.98% |
| Win Week % | 52.94% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |