| Metric | 11381437:btcusd:triple_med_gx:lsma80_65 | 11381437:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 11.71% | 154.86% |
| Max Drawdown | -14.68% | -67.18% |
| Sharpe | 0.18 | 0.4 |
| Sortino | 0.3 | 0.58 |
| Payoff Ratio | 1.26 | 1.19 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.66 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 113.61 | 2.71 |
| Outlier Loss Ratio | 3.32 | 2.64 |
| Volatility (ann.) | 5.65% | 26.25% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.23 | 0.48 |
| Skew | 7.89 | 0.18 |
| Kurtosis | 248.54 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.27% | 2.31% |
| Expected Yearly % | 2.81% | 26.35% |
| Kelly Criterion | 1.64% | 10.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.23% |
| Expected Shortfall (cVaR) | -0.48% | -2.23% |
| Year | 11381437:BTCUSD | 11381437:btcusd:triple_med_gx:lsma80_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 7.84 | -0.13 | + |
| 2023 | 155.54 | 4.06 | 0.03 | - |
| 2024 | 121.00 | 15.77 | 0.13 | - |
| 2025 | 17.02 | -14.01 | -0.82 | - |
| Metric | 11381437:btcusd:triple_med_gx:lsma80_65 | 11381437:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.92% | 31.76% |
| 6M | -14.01% | 12.25% |
| YTD | -14.01% | 17.02% |
| 1Y | -0.48% | 57.19% |
| 3Y (ann.) | 1.44% | 55.42% |
| 5Y (ann.) | 3.38% | 32.42% |
| Metric | 11381437:btcusd:triple_med_gx:lsma80_65 | 11381437:BTCUSD |
|---|---|---|
| Max Drawdown | -14.68% | -67.18% |
| Longest DD Days | 521.0 | 683.0 |
| Avg. Drawdown | -4.06% | -7.12% |
| Avg. Drawdown Days | 84.0 | 37.0 |
| Recovery Factor | 0.8 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -14.68 | 155 |
| 2023-03-17 | 2024-08-20 | -11.65 | 521 |
| 2022-03-09 | 2022-10-26 | -9.15 | 230 |
| 2022-10-26 | 2023-03-17 | -6.89 | 141 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| 2022-03-06 | 2022-03-07 | -1.24 | 0 |
| 2024-10-18 | 2024-11-05 | -1.23 | 17 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2024-11-05 | 2024-11-06 | -0.83 | 0 |
| Metric | 11381437:btcusd:triple_med_gx:lsma80_65 | 11381437:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 9.72% | 35.75% |
| Worst Week | -6.88% | -29.64% |
| Best Month | 9.72% | 43.77% |
| Worst Month | -8.41% | -37.12% |
| Best Year | 15.77% | 155.54% |
| Worst Year | -14.01% | -61.44% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 2.97% | 9.79% |
| Avg. Down Week | -2.75% | -4.78% |
| Avg. Up Month | 4.71% | 18.58% |
| Avg. Down Month | -3.36% | -15.95% |
| Win Days % | 45.18% | 51.28% |
| Win Month % | 48.15% | 60.98% |
| Win Week % | 44.44% | 50.0% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 75.0% | 75.0% |