| Metric | 11381438:btcusd:triple_med_gx:lsma85_65 | 11381438:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 8.0% | 154.86% |
| Max Drawdown | -17.15% | -67.18% |
| Sharpe | 0.12 | 0.4 |
| Sortino | 0.2 | 0.58 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.58 | 0.6 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 98.02 | 2.86 |
| Outlier Loss Ratio | 3.3 | 2.8 |
| Volatility (ann.) | 6.29% | 26.25% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.14 | 0.48 |
| Skew | 4.36 | 0.18 |
| Kurtosis | 197.94 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.31% |
| Expected Yearly % | 1.94% | 26.35% |
| Kelly Criterion | 0.03% | 7.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.23% |
| Expected Shortfall (cVaR) | -0.54% | -2.23% |
| Year | 11381438:BTCUSD | 11381438:btcusd:triple_med_gx:lsma85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 2.56 | -0.04 | + |
| 2023 | 155.54 | 7.63 | 0.05 | - |
| 2024 | 121.00 | 15.64 | 0.13 | - |
| 2025 | 17.02 | -15.39 | -0.90 | - |
| Metric | 11381438:btcusd:triple_med_gx:lsma85_65 | 11381438:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.68% | 31.76% |
| 6M | -15.39% | 12.25% |
| YTD | -15.39% | 17.02% |
| 1Y | -2.94% | 57.19% |
| 3Y (ann.) | 3.24% | 55.42% |
| 5Y (ann.) | 2.34% | 32.42% |
| Metric | 11381438:btcusd:triple_med_gx:lsma85_65 | 11381438:BTCUSD |
|---|---|---|
| Max Drawdown | -17.15% | -67.18% |
| Longest DD Days | 634.0 | 683.0 |
| Avg. Drawdown | -3.57% | -7.12% |
| Avg. Drawdown Days | 82.0 | 37.0 |
| Recovery Factor | 0.47 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-06-11 | -17.15 | 216 |
| 2022-03-09 | 2023-12-04 | -16.50 | 634 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-01-09 | 2024-02-01 | -2.59 | 22 |
| 2024-08-22 | 2024-09-17 | -1.93 | 26 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| 2024-09-17 | 2024-10-18 | -1.43 | 30 |
| 2022-03-06 | 2022-03-07 | -1.24 | 0 |
| 2024-10-18 | 2024-11-05 | -1.11 | 17 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| Metric | 11381438:btcusd:triple_med_gx:lsma85_65 | 11381438:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 8.36% | 35.75% |
| Worst Week | -8.53% | -29.64% |
| Best Month | 10.73% | 43.77% |
| Worst Month | -8.53% | -37.12% |
| Best Year | 15.64% | 155.54% |
| Worst Year | -15.39% | -61.44% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 3.4% | 9.89% |
| Avg. Down Week | -3.17% | -4.78% |
| Avg. Up Month | 4.38% | 18.58% |
| Avg. Down Month | -3.08% | -15.95% |
| Win Days % | 46.62% | 51.28% |
| Win Month % | 48.15% | 60.98% |
| Win Week % | 43.24% | 50.0% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 75.0% | 75.0% |