| Metric | 11404687:btcusd:triple_med_gx:lsma95_140 | 11404687:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 87.23% | 174.71% |
| Max Drawdown | -24.53% | -67.18% |
| Sharpe | 0.58 | 0.41 |
| Sortino | 0.99 | 0.6 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.36 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.85 | 0.63 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 53.41 | 3.29 |
| Outlier Loss Ratio | 3.29 | 3.09 |
| Volatility (ann.) | 8.5% | 26.04% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.82 | 0.51 |
| Skew | 4.11 | 0.18 |
| Kurtosis | 94.44 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.5% | 2.44% |
| Expected Yearly % | 16.98% | 28.74% |
| Kelly Criterion | 11.52% | 9.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.21% |
| Expected Shortfall (cVaR) | -0.72% | -2.21% |
| Year | 11404687:BTCUSD | 11404687:btcusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 3.01 | -0.05 | + |
| 2023 | 155.54 | 22.66 | 0.15 | - |
| 2024 | 121.00 | 35.25 | 0.29 | - |
| 2025 | 27.10 | 9.56 | 0.35 | - |
| Metric | 11404687:btcusd:triple_med_gx:lsma95_140 | 11404687:BTCUSD |
|---|---|---|
| MTD | 2.39% | 10.71% |
| 3M | 11.44% | 41.88% |
| 6M | 9.56% | 22.91% |
| YTD | 9.56% | 27.1% |
| 1Y | 46.18% | 82.29% |
| 3Y (ann.) | 23.23% | 77.48% |
| 5Y (ann.) | 20.19% | 34.48% |
| Metric | 11404687:btcusd:triple_med_gx:lsma95_140 | 11404687:BTCUSD |
|---|---|---|
| Max Drawdown | -24.53% | -67.18% |
| Longest DD Days | 451.0 | 683.0 |
| Avg. Drawdown | -2.91% | -7.35% |
| Avg. Drawdown Days | 43.0 | 37.0 |
| Recovery Factor | 3.56 | 2.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-05-27 | -24.53 | 451 |
| 2024-12-05 | 2025-05-21 | -10.84 | 166 |
| 2024-03-21 | 2024-08-08 | -9.30 | 140 |
| 2023-07-14 | 2024-03-20 | -8.52 | 250 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-09-14 | 2024-10-11 | -3.17 | 27 |
| 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 |
| 2023-06-17 | 2023-06-19 | -1.24 | 2 |
| Metric | 11404687:btcusd:triple_med_gx:lsma95_140 | 11404687:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 10.96% | 35.75% |
| Worst Week | -5.43% | -29.64% |
| Best Month | 14.02% | 43.77% |
| Worst Month | -5.61% | -37.12% |
| Best Year | 35.25% | 155.54% |
| Worst Year | 3.01% | -61.73% |
| Avg. Up Day | 1.04% | 1.05% |
| Avg. Down Day | -0.86% | -0.91% |
| Avg. Up Week | 4.52% | 6.89% |
| Avg. Down Week | -2.13% | -6.39% |
| Avg. Up Month | 6.64% | 10.24% |
| Avg. Down Month | -2.49% | -13.37% |
| Win Days % | 51.46% | 51.29% |
| Win Month % | 57.14% | 61.9% |
| Win Week % | 53.49% | 51.1% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |