| Metric | 11381888:btcusd:triple_med_gx:lsma85_70 | 11381888:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 17.46% | 205.34% |
| Max Drawdown | -15.17% | -67.18% |
| Sharpe | 0.27 | 0.44 |
| Sortino | 0.42 | 0.65 |
| Payoff Ratio | 1.33 | 1.17 |
| Profit Factor | 1.17 | 1.08 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.66 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 99.99 | 2.89 |
| Outlier Loss Ratio | 4.66 | 2.69 |
| Volatility (ann.) | 4.93% | 26.45% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.32 | 0.58 |
| Skew | 2.5 | 0.2 |
| Kurtosis | 84.5 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.69% |
| Expected Yearly % | 4.11% | 32.19% |
| Kelly Criterion | -1.06% | 9.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.25% |
| Expected Shortfall (cVaR) | -0.42% | -2.25% |
| Year | 11381888:BTCUSD | 11381888:btcusd:triple_med_gx:lsma85_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 1.25 | -0.02 | + |
| 2023 | 155.54 | -0.73 | -0.00 | - |
| 2024 | 121.00 | 13.05 | 0.11 | - |
| 2025 | 17.02 | 3.37 | 0.20 | - |
| Metric | 11381888:btcusd:triple_med_gx:lsma85_70 | 11381888:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.16% | 31.76% |
| 6M | 5.47% | 12.25% |
| YTD | 3.37% | 17.02% |
| 1Y | 6.73% | 57.19% |
| 3Y (ann.) | 1.83% | 55.42% |
| 5Y (ann.) | 4.87% | 39.05% |
| Metric | 11381888:btcusd:triple_med_gx:lsma85_70 | 11381888:BTCUSD |
|---|---|---|
| Max Drawdown | -15.17% | -67.18% |
| Longest DD Days | 805.0 | 683.0 |
| Avg. Drawdown | -3.26% | -6.27% |
| Avg. Drawdown Days | 106.0 | 29.0 |
| Recovery Factor | 1.15 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2024-08-20 | -15.17 | 805 |
| 2024-12-12 | 2025-04-22 | -7.41 | 130 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-09-25 | 2024-12-11 | -3.10 | 77 |
| 2022-02-12 | 2022-05-27 | -2.60 | 104 |
| 2024-08-22 | 2024-08-29 | -1.92 | 7 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2025-04-30 | 2025-06-11 | -0.46 | 42 |
| 2022-06-06 | 2022-06-06 | -0.18 | 0 |
| Metric | 11381888:btcusd:triple_med_gx:lsma85_70 | 11381888:BTCUSD |
|---|---|---|
| Best Day | 4.28% | 9.33% |
| Worst Day | -3.54% | -9.32% |
| Best Week | 10.7% | 35.75% |
| Worst Week | -6.77% | -29.64% |
| Best Month | 11.46% | 43.77% |
| Worst Month | -4.22% | -37.12% |
| Best Year | 13.05% | 155.54% |
| Worst Year | -0.73% | -53.8% |
| Avg. Up Day | 0.81% | 0.84% |
| Avg. Down Day | -0.61% | -0.72% |
| Avg. Up Week | 3.29% | 5.83% |
| Avg. Down Week | -1.29% | -5.03% |
| Avg. Up Month | 3.05% | 19.86% |
| Avg. Down Month | -1.65% | -10.02% |
| Win Days % | 42.34% | 51.28% |
| Win Month % | 41.03% | 61.9% |
| Win Week % | 41.89% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |