| Metric | 11383044:btcusd:triple_med_gx:lsma95_75 | 11383044:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 11.59% | 208.61% |
| Max Drawdown | -16.75% | -67.18% |
| Sharpe | 0.17 | 0.45 |
| Sortino | 0.26 | 0.65 |
| Payoff Ratio | 1.36 | 1.07 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 86.16 | 2.87 |
| Outlier Loss Ratio | 4.56 | 2.79 |
| Volatility (ann.) | 5.88% | 26.38% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.2 | 0.59 |
| Skew | 2.97 | 0.2 |
| Kurtosis | 131.4 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.72% |
| Expected Yearly % | 2.78% | 32.54% |
| Kelly Criterion | -0.2% | 5.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.24% |
| Expected Shortfall (cVaR) | -0.5% | -2.24% |
| Year | 11383044:BTCUSD | 11383044:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 17.22 | -0.32 | + |
| 2023 | 155.54 | 0.97 | 0.01 | - |
| 2024 | 121.00 | -0.67 | -0.01 | - |
| 2025 | 17.02 | -5.08 | -0.30 | - |
| Metric | 11383044:btcusd:triple_med_gx:lsma95_75 | 11383044:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.34% | 31.76% |
| 6M | -4.32% | 12.25% |
| YTD | -5.08% | 17.02% |
| 1Y | -5.09% | 57.19% |
| 3Y (ann.) | 0.37% | 55.42% |
| 5Y (ann.) | 3.3% | 39.6% |
| Metric | 11383044:btcusd:triple_med_gx:lsma95_75 | 11383044:BTCUSD |
|---|---|---|
| Max Drawdown | -16.75% | -67.18% |
| Longest DD Days | 1000.0 | 683.0 |
| Avg. Drawdown | -3.45% | -6.33% |
| Avg. Drawdown Days | 100.0 | 31.0 |
| Recovery Factor | 0.69 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-15 | 2025-06-11 | -16.75 | 1000 |
| 2022-04-26 | 2022-05-30 | -7.26 | 34 |
| 2022-06-08 | 2022-07-04 | -5.41 | 26 |
| 2022-07-05 | 2022-08-10 | -3.83 | 36 |
| 2022-03-11 | 2022-04-01 | -2.96 | 21 |
| 2022-03-11 | 2022-03-11 | -1.65 | 0 |
| 2022-02-12 | 2022-03-10 | -1.55 | 26 |
| 2022-04-01 | 2022-04-25 | -0.70 | 23 |
| 2022-09-08 | 2022-09-08 | -0.55 | 0 |
| 2022-08-11 | 2022-09-07 | -0.37 | 27 |
| Metric | 11383044:btcusd:triple_med_gx:lsma95_75 | 11383044:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 9.15% | 35.75% |
| Worst Week | -7.18% | -29.64% |
| Best Month | 7.93% | 43.77% |
| Worst Month | -7.87% | -37.12% |
| Best Year | 17.22% | 155.54% |
| Worst Year | -5.08% | -53.3% |
| Avg. Up Day | 0.8% | 0.83% |
| Avg. Down Day | -0.59% | -0.78% |
| Avg. Up Week | 3.79% | 6.05% |
| Avg. Down Week | -1.74% | -4.82% |
| Avg. Up Month | 2.26% | 16.79% |
| Avg. Down Month | -3.08% | -10.39% |
| Win Days % | 42.34% | 51.28% |
| Win Month % | 44.74% | 61.9% |
| Win Week % | 38.67% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |