| Metric | 11397736:btcusd:triple_med_gx:lsma95_120 | 11397736:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 54.75% | 152.36% |
| Max Drawdown | -18.45% | -67.18% |
| Sharpe | 0.54 | 0.4 |
| Sortino | 0.94 | 0.58 |
| Payoff Ratio | 1.34 | 1.22 |
| Profit Factor | 1.45 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.96 | 0.67 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 83.18 | 3.01 |
| Outlier Loss Ratio | 3.23 | 2.77 |
| Volatility (ann.) | 6.46% | 26.27% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.76 | 0.48 |
| Skew | 5.0 | 0.18 |
| Kurtosis | 149.95 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.07% | 2.28% |
| Expected Yearly % | 11.53% | 26.04% |
| Kelly Criterion | 12.13% | 11.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.23% |
| Expected Shortfall (cVaR) | -0.55% | -2.23% |
| Year | 11397736:BTCUSD | 11397736:btcusd:triple_med_gx:lsma95_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -0.05 | 0.00 | + |
| 2023 | 155.54 | 18.31 | 0.12 | - |
| 2024 | 121.00 | 20.90 | 0.17 | - |
| 2025 | 16.76 | 8.24 | 0.49 | - |
| Metric | 11397736:btcusd:triple_med_gx:lsma95_120 | 11397736:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.44% | 31.46% |
| 6M | 8.24% | 12.77% |
| YTD | 8.24% | 16.76% |
| 1Y | 21.53% | 56.84% |
| 3Y (ann.) | 13.72% | 55.31% |
| 5Y (ann.) | 14.08% | 32.21% |
| Metric | 11397736:btcusd:triple_med_gx:lsma95_120 | 11397736:BTCUSD |
|---|---|---|
| Max Drawdown | -18.45% | -67.18% |
| Longest DD Days | 432.0 | 683.0 |
| Avg. Drawdown | -2.98% | -7.61% |
| Avg. Drawdown Days | 53.0 | 38.0 |
| Recovery Factor | 2.97 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-06-17 | -18.45 | 432 |
| 2023-11-16 | 2024-03-20 | -8.40 | 125 |
| 2024-03-21 | 2024-09-12 | -7.63 | 175 |
| 2023-07-14 | 2023-11-15 | -5.56 | 124 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-09-12 | 2024-10-11 | -3.42 | 28 |
| 2025-02-06 | 2025-04-11 | -2.39 | 63 |
| 2024-12-05 | 2025-02-06 | -1.84 | 63 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2025-04-13 | 2025-04-17 | -1.25 | 4 |
| Metric | 11397736:btcusd:triple_med_gx:lsma95_120 | 11397736:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 9.88% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 12.21% | 43.77% |
| Worst Month | -10.82% | -37.12% |
| Best Year | 20.9% | 155.54% |
| Worst Year | -0.05% | -61.73% |
| Avg. Up Day | 1.1% | 1.11% |
| Avg. Down Day | -0.82% | -0.91% |
| Avg. Up Week | 4.56% | 5.14% |
| Avg. Down Week | -1.97% | -7.11% |
| Avg. Up Month | 5.74% | 8.1% |
| Avg. Down Month | -3.6% | -14.75% |
| Win Days % | 49.64% | 51.26% |
| Win Month % | 65.22% | 60.98% |
| Win Week % | 60.0% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |