| Metric | 11381533:btcusd:triple_med_gx:lsma95_65 | 11381533:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 39.96% | 156.76% |
| Max Drawdown | -14.11% | -67.18% |
| Sharpe | 0.44 | 0.4 |
| Sortino | 0.7 | 0.58 |
| Payoff Ratio | 1.34 | 1.21 |
| Profit Factor | 1.32 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.86 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 82.89 | 3.01 |
| Outlier Loss Ratio | 3.62 | 2.73 |
| Volatility (ann.) | 6.12% | 26.27% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.76 | 0.49 |
| Skew | 1.7 | 0.18 |
| Kurtosis | 90.87 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.82% | 2.33% |
| Expected Yearly % | 8.77% | 26.58% |
| Kelly Criterion | 10.19% | 10.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.23% |
| Expected Shortfall (cVaR) | -0.52% | -2.23% |
| Year | 11381533:BTCUSD | 11381533:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 7.23 | -0.12 | + |
| 2023 | 155.54 | 23.01 | 0.15 | - |
| 2024 | 121.00 | 9.38 | 0.08 | - |
| 2025 | 17.02 | -3.00 | -0.18 | - |
| Metric | 11381533:btcusd:triple_med_gx:lsma95_65 | 11381533:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.27% | 31.76% |
| 6M | -3.0% | 12.25% |
| YTD | -3.0% | 17.02% |
| 1Y | 11.64% | 57.19% |
| 3Y (ann.) | 12.3% | 55.42% |
| 5Y (ann.) | 10.65% | 32.84% |
| Metric | 11381533:btcusd:triple_med_gx:lsma95_65 | 11381533:BTCUSD |
|---|---|---|
| Max Drawdown | -14.11% | -67.18% |
| Longest DD Days | 249.0 | 683.0 |
| Avg. Drawdown | -2.86% | -7.23% |
| Avg. Drawdown Days | 44.0 | 38.0 |
| Recovery Factor | 2.83 | 2.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -14.11 | 233 |
| 2024-01-11 | 2024-09-17 | -11.43 | 249 |
| 2022-05-25 | 2022-10-04 | -8.80 | 132 |
| 2023-05-06 | 2023-06-20 | -8.10 | 45 |
| 2022-12-01 | 2023-03-17 | -5.95 | 106 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2023-08-09 | 2023-09-03 | -1.71 | 24 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| 2024-09-19 | 2024-10-18 | -1.58 | 28 |
| 2022-10-05 | 2022-11-29 | -1.54 | 55 |
| Metric | 11381533:btcusd:triple_med_gx:lsma95_65 | 11381533:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 12.22% | 35.75% |
| Worst Week | -7.86% | -29.64% |
| Best Month | 12.22% | 43.77% |
| Worst Month | -7.85% | -37.12% |
| Best Year | 23.01% | 155.54% |
| Worst Year | -3.0% | -61.15% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.69% | -0.77% |
| Avg. Up Week | 3.94% | 8.6% |
| Avg. Down Week | -3.44% | -4.65% |
| Avg. Up Month | 5.03% | 17.61% |
| Avg. Down Month | -1.25% | -14.93% |
| Win Days % | 48.51% | 51.27% |
| Win Month % | 54.17% | 60.98% |
| Win Week % | 56.76% | 50.28% |
| Win Quarter % | 58.33% | 57.14% |
| Win Year % | 75.0% | 75.0% |