| Metric | 11402900:btcusd:triple_med_gx:lsma95_135 | 11402900:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 71.46% | 152.36% |
| Max Drawdown | -24.33% | -67.18% |
| Sharpe | 0.53 | 0.4 |
| Sortino | 0.91 | 0.58 |
| Payoff Ratio | 1.25 | 1.17 |
| Profit Factor | 1.35 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.85 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 58.42 | 3.23 |
| Outlier Loss Ratio | 3.2 | 3.02 |
| Volatility (ann.) | 8.25% | 26.27% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.73 | 0.48 |
| Skew | 4.41 | 0.18 |
| Kurtosis | 106.3 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.32% | 2.28% |
| Expected Yearly % | 14.43% | 26.04% |
| Kelly Criterion | 11.0% | 9.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.23% |
| Expected Shortfall (cVaR) | -0.7% | -2.23% |
| Year | 11402900:BTCUSD | 11402900:btcusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 4.70 | -0.08 | + |
| 2023 | 155.54 | 14.52 | 0.09 | - |
| 2024 | 121.00 | 31.67 | 0.26 | - |
| 2025 | 16.76 | 8.61 | 0.51 | - |
| Metric | 11402900:btcusd:triple_med_gx:lsma95_135 | 11402900:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 12.87% | 31.46% |
| 6M | 8.61% | 12.77% |
| YTD | 8.61% | 16.76% |
| 1Y | 37.33% | 56.84% |
| 3Y (ann.) | 19.42% | 55.31% |
| 5Y (ann.) | 17.66% | 32.21% |
| Metric | 11402900:btcusd:triple_med_gx:lsma95_135 | 11402900:BTCUSD |
|---|---|---|
| Max Drawdown | -24.33% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -3.32% | -7.61% |
| Avg. Drawdown Days | 50.0 | 38.0 |
| Recovery Factor | 2.94 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-20 | -24.33 | 475 |
| 2024-03-21 | 2024-08-08 | -9.55 | 140 |
| 2023-07-14 | 2024-03-20 | -9.25 | 250 |
| 2024-12-05 | 2025-04-15 | -6.85 | 130 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-09-14 | 2024-10-11 | -3.42 | 27 |
| 2025-04-15 | 2025-05-19 | -2.59 | 34 |
| 2024-08-09 | 2024-09-09 | -2.43 | 31 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11402900:btcusd:triple_med_gx:lsma95_135 | 11402900:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 10.76% | 35.75% |
| Worst Week | -6.39% | -29.64% |
| Best Month | 13.9% | 43.77% |
| Worst Month | -6.39% | -37.12% |
| Best Year | 31.67% | 155.54% |
| Worst Year | 4.7% | -61.73% |
| Avg. Up Day | 1.08% | 1.09% |
| Avg. Down Day | -0.87% | -0.93% |
| Avg. Up Week | 4.97% | 5.02% |
| Avg. Down Week | -2.13% | -6.48% |
| Avg. Up Month | 6.91% | 8.91% |
| Avg. Down Month | -2.71% | -13.17% |
| Win Days % | 50.61% | 51.26% |
| Win Month % | 56.0% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |