| Metric | 11397771:btcusd:triple_med_gx:lsma95_120 | 11397771:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 46.62% | 172.16% |
| Max Drawdown | -17.09% | -67.18% |
| Sharpe | 0.48 | 0.42 |
| Sortino | 0.8 | 0.61 |
| Payoff Ratio | 1.28 | 1.28 |
| Profit Factor | 1.37 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.87 | 0.7 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 83.04 | 3.02 |
| Outlier Loss Ratio | 3.12 | 2.85 |
| Volatility (ann.) | 6.52% | 26.26% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.72 | 0.53 |
| Skew | 4.37 | 0.19 |
| Kurtosis | 141.0 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.94% | 2.47% |
| Expected Yearly % | 10.04% | 28.44% |
| Kelly Criterion | 9.99% | 13.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.23% |
| Expected Shortfall (cVaR) | -0.55% | -2.23% |
| Year | 11397771:BTCUSD | 11397771:btcusd:triple_med_gx:lsma95_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 4.23 | -0.07 | + |
| 2023 | 155.54 | 11.88 | 0.08 | - |
| 2024 | 121.00 | 24.69 | 0.20 | - |
| 2025 | 16.76 | 0.84 | 0.05 | - |
| Metric | 11397771:btcusd:triple_med_gx:lsma95_120 | 11397771:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.01% | 31.46% |
| 6M | 0.84% | 12.77% |
| YTD | 0.84% | 16.76% |
| 1Y | 20.86% | 56.84% |
| 3Y (ann.) | 10.87% | 55.31% |
| 5Y (ann.) | 12.25% | 35.29% |
| Metric | 11397771:btcusd:triple_med_gx:lsma95_120 | 11397771:BTCUSD |
|---|---|---|
| Max Drawdown | -17.09% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -2.92% | -7.19% |
| Avg. Drawdown Days | 49.0 | 37.0 |
| Recovery Factor | 2.73 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-06-20 | -17.09 | 436 |
| 2024-03-21 | 2024-09-09 | -9.24 | 172 |
| 2023-11-16 | 2024-03-20 | -8.11 | 125 |
| 2023-07-14 | 2023-11-15 | -5.30 | 124 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-09-14 | 2024-10-11 | -4.28 | 27 |
| 2024-12-05 | 2025-04-12 | -3.66 | 128 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2025-04-13 | 2025-06-11 | -1.80 | 59 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11397771:btcusd:triple_med_gx:lsma95_120 | 11397771:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 13.05% | 35.75% |
| Worst Week | -7.5% | -29.64% |
| Best Month | 12.03% | 43.77% |
| Worst Month | -9.12% | -37.12% |
| Best Year | 24.69% | 155.54% |
| Worst Year | 0.84% | -58.73% |
| Avg. Up Day | 1.12% | 1.13% |
| Avg. Down Day | -0.87% | -0.89% |
| Avg. Up Week | 4.59% | 5.72% |
| Avg. Down Week | -1.99% | -8.45% |
| Avg. Up Month | 5.45% | 9.12% |
| Avg. Down Month | -3.64% | -14.75% |
| Win Days % | 49.45% | 51.29% |
| Win Month % | 60.87% | 60.98% |
| Win Week % | 53.33% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |