| Metric | 11398246:btcusd:triple_med_gx:lsma95_125 | 11398246:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 4.43% | 183.29% |
| Max Drawdown | -11.42% | -67.18% |
| Sharpe | 0.08 | 0.43 |
| Sortino | 0.13 | 0.62 |
| Payoff Ratio | 1.17 | 1.17 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.55 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 89.0 | 2.94 |
| Outlier Loss Ratio | 4.14 | 2.86 |
| Volatility (ann.) | 5.86% | 26.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.11 | 0.54 |
| Skew | 2.91 | 0.2 |
| Kurtosis | 133.83 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.11% | 2.57% |
| Expected Yearly % | 1.09% | 29.73% |
| Kelly Criterion | -2.82% | 9.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.24% |
| Expected Shortfall (cVaR) | -0.5% | -2.24% |
| Year | 11398246:BTCUSD | 11398246:btcusd:triple_med_gx:lsma95_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -6.57 | 0.12 | + |
| 2023 | 155.54 | 12.97 | 0.08 | - |
| 2024 | 121.00 | 3.30 | 0.03 | - |
| 2025 | 16.76 | -4.22 | -0.25 | - |
| Metric | 11398246:btcusd:triple_med_gx:lsma95_125 | 11398246:BTCUSD |
|---|---|---|
| MTD | -0.13% | 4.16% |
| 3M | -4.3% | 31.46% |
| 6M | -0.73% | 12.77% |
| YTD | -4.22% | 16.76% |
| 1Y | -3.86% | 56.84% |
| 3Y (ann.) | 3.4% | 55.31% |
| 5Y (ann.) | 1.3% | 36.34% |
| Metric | 11398246:btcusd:triple_med_gx:lsma95_125 | 11398246:BTCUSD |
|---|---|---|
| Max Drawdown | -11.42% | -67.18% |
| Longest DD Days | 495.0 | 683.0 |
| Avg. Drawdown | -3.42% | -6.73% |
| Avg. Drawdown Days | 72.0 | 34.0 |
| Recovery Factor | 0.39 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-08-29 | -11.42 | 495 |
| 2025-02-14 | 2025-06-11 | -8.79 | 116 |
| 2024-06-10 | 2024-10-14 | -7.79 | 126 |
| 2024-11-07 | 2025-02-14 | -7.33 | 98 |
| 2023-11-16 | 2023-12-25 | -4.55 | 39 |
| 2023-12-26 | 2024-01-29 | -4.09 | 34 |
| 2024-03-29 | 2024-05-02 | -2.40 | 34 |
| 2023-08-29 | 2023-11-15 | -2.12 | 78 |
| 2024-10-15 | 2024-11-07 | -1.85 | 23 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11398246:btcusd:triple_med_gx:lsma95_125 | 11398246:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 5.09% | 35.75% |
| Worst Week | -3.96% | -29.64% |
| Best Month | 4.33% | 43.77% |
| Worst Month | -3.96% | -37.12% |
| Best Year | 12.97% | 155.54% |
| Worst Year | -6.57% | -57.04% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.67% | -0.69% |
| Avg. Up Week | 2.02% | 9.21% |
| Avg. Down Week | -1.38% | -3.41% |
| Avg. Up Month | 1.94% | 12.71% |
| Avg. Down Month | -2.26% | -9.11% |
| Win Days % | 44.5% | 51.3% |
| Win Month % | 51.43% | 60.98% |
| Win Week % | 43.64% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |