| Metric | 11398191:btcusd:triple_med_gx:lsma95_125 | 11398191:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 11.92% | 183.29% |
| Max Drawdown | -10.21% | -67.18% |
| Sharpe | 0.17 | 0.43 |
| Sortino | 0.27 | 0.62 |
| Payoff Ratio | 1.16 | 1.09 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 84.77 | 3.04 |
| Outlier Loss Ratio | 4.2 | 2.91 |
| Volatility (ann.) | 5.87% | 26.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.33 | 0.54 |
| Skew | 3.14 | 0.2 |
| Kurtosis | 115.68 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.28% | 2.57% |
| Expected Yearly % | 2.85% | 29.73% |
| Kelly Criterion | -0.23% | 6.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.24% |
| Expected Shortfall (cVaR) | -0.5% | -2.24% |
| Year | 11398191:BTCUSD | 11398191:btcusd:triple_med_gx:lsma95_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 3.28 | -0.06 | + |
| 2023 | 155.54 | 6.04 | 0.04 | - |
| 2024 | 121.00 | 4.82 | 0.04 | - |
| 2025 | 16.76 | -2.51 | -0.15 | - |
| Metric | 11398191:btcusd:triple_med_gx:lsma95_125 | 11398191:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.16% |
| 3M | -1.41% | 31.46% |
| 6M | 0.25% | 12.77% |
| YTD | -2.51% | 16.76% |
| 1Y | 0.51% | 56.84% |
| 3Y (ann.) | 1.92% | 55.31% |
| 5Y (ann.) | 3.41% | 36.34% |
| Metric | 11398191:btcusd:triple_med_gx:lsma95_125 | 11398191:BTCUSD |
|---|---|---|
| Max Drawdown | -10.21% | -67.18% |
| Longest DD Days | 246.0 | 683.0 |
| Avg. Drawdown | -3.43% | -6.73% |
| Avg. Drawdown Days | 71.0 | 34.0 |
| Recovery Factor | 1.17 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-14 | 2023-11-15 | -10.21 | 246 |
| 2024-03-29 | 2024-10-14 | -9.50 | 199 |
| 2024-12-09 | 2025-06-11 | -8.95 | 184 |
| 2022-08-13 | 2023-03-14 | -6.96 | 213 |
| 2023-11-16 | 2024-03-28 | -5.37 | 133 |
| 2022-04-21 | 2022-06-24 | -4.68 | 63 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2024-10-15 | 2024-11-06 | -1.46 | 22 |
| 2022-08-12 | 2022-08-12 | -1.33 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| Metric | 11398191:btcusd:triple_med_gx:lsma95_125 | 11398191:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 6.34% | 35.75% |
| Worst Week | -5.73% | -29.64% |
| Best Month | 4.61% | 43.77% |
| Worst Month | -5.65% | -37.12% |
| Best Year | 6.04% | 155.54% |
| Worst Year | -2.51% | -57.04% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.67% | -0.73% |
| Avg. Up Week | 1.85% | 9.03% |
| Avg. Down Week | -1.73% | -2.56% |
| Avg. Up Month | 1.75% | 13.04% |
| Avg. Down Month | -2.68% | -7.88% |
| Win Days % | 46.15% | 51.3% |
| Win Month % | 61.11% | 60.98% |
| Win Week % | 51.72% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |