| Metric | 11382831:btcusd:triple_med_gx:lsma95_70 | 11382831:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 27.66% | 147.72% |
| Max Drawdown | -11.56% | -67.18% |
| Sharpe | 0.35 | 0.39 |
| Sortino | 0.58 | 0.57 |
| Payoff Ratio | 1.4 | 1.36 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.8 | 0.74 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 91.46 | 2.86 |
| Outlier Loss Ratio | 3.7 | 2.75 |
| Volatility (ann.) | 5.71% | 26.27% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.66 | 0.47 |
| Skew | 3.21 | 0.18 |
| Kurtosis | 102.27 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.6% | 2.24% |
| Expected Yearly % | 6.29% | 25.46% |
| Kelly Criterion | 6.06% | 15.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.23% |
| Expected Shortfall (cVaR) | -0.49% | -2.23% |
| Year | 11382831:BTCUSD | 11382831:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 4.20 | -0.07 | + |
| 2023 | 155.54 | 24.06 | 0.15 | - |
| 2024 | 121.00 | 2.66 | 0.02 | - |
| 2025 | 17.02 | -3.80 | -0.22 | - |
| Metric | 11382831:btcusd:triple_med_gx:lsma95_70 | 11382831:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.82% | 31.76% |
| 6M | -3.8% | 12.25% |
| YTD | -3.8% | 17.02% |
| 1Y | 8.38% | 57.19% |
| 3Y (ann.) | 9.56% | 55.42% |
| 5Y (ann.) | 7.64% | 31.44% |
| Metric | 11382831:btcusd:triple_med_gx:lsma95_70 | 11382831:BTCUSD |
|---|---|---|
| Max Drawdown | -11.56% | -67.18% |
| Longest DD Days | 251.0 | 683.0 |
| Avg. Drawdown | -3.24% | -7.67% |
| Avg. Drawdown Days | 66.0 | 38.0 |
| Recovery Factor | 2.39 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-11 | 2024-09-19 | -11.56 | 251 |
| 2024-10-21 | 2025-06-11 | -10.16 | 233 |
| 2022-07-01 | 2022-11-30 | -6.39 | 152 |
| 2023-05-07 | 2023-05-28 | -5.23 | 21 |
| 2022-05-25 | 2022-06-30 | -4.98 | 36 |
| 2023-06-21 | 2023-12-05 | -2.82 | 166 |
| 2023-02-27 | 2023-03-17 | -2.11 | 18 |
| 2022-12-01 | 2023-02-26 | -2.06 | 87 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| 2023-12-06 | 2024-01-11 | -1.25 | 36 |
| Metric | 11382831:btcusd:triple_med_gx:lsma95_70 | 11382831:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 11.12% | 35.75% |
| Worst Week | -7.39% | -29.64% |
| Best Month | 11.12% | 43.77% |
| Worst Month | -8.1% | -37.12% |
| Best Year | 24.06% | 155.54% |
| Worst Year | -3.8% | -62.52% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 3.48% | 8.51% |
| Avg. Down Week | -2.63% | -4.62% |
| Avg. Up Month | 4.44% | 9.79% |
| Avg. Down Month | -2.11% | -8.29% |
| Win Days % | 45.17% | 51.26% |
| Win Month % | 50.0% | 58.54% |
| Win Week % | 57.14% | 50.28% |
| Win Quarter % | 58.33% | 57.14% |
| Win Year % | 75.0% | 75.0% |