| Metric | 11383155:btcusd:triple_med_gx:lsma85_75 | 11383155:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 10.53% | 205.34% |
| Max Drawdown | -14.62% | -67.18% |
| Sharpe | 0.19 | 0.44 |
| Sortino | 0.32 | 0.65 |
| Payoff Ratio | 1.52 | 1.37 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.66 | 0.75 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 130.45 | 2.7 |
| Outlier Loss Ratio | 4.78 | 2.58 |
| Volatility (ann.) | 4.36% | 26.45% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.21 | 0.58 |
| Skew | 5.14 | 0.2 |
| Kurtosis | 139.16 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.24% | 2.69% |
| Expected Yearly % | 2.54% | 32.19% |
| Kelly Criterion | -2.84% | 15.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.25% |
| Expected Shortfall (cVaR) | -0.37% | -2.25% |
| Year | 11383155:BTCUSD | 11383155:btcusd:triple_med_gx:lsma85_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 2.00 | -0.04 | + |
| 2023 | 155.54 | 1.57 | 0.01 | - |
| 2024 | 121.00 | 13.14 | 0.11 | - |
| 2025 | 17.02 | -5.70 | -0.34 | - |
| Metric | 11383155:btcusd:triple_med_gx:lsma85_75 | 11383155:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.94% | 31.76% |
| 6M | -6.0% | 12.25% |
| YTD | -5.7% | 17.02% |
| 1Y | -2.14% | 57.19% |
| 3Y (ann.) | -0.81% | 55.42% |
| 5Y (ann.) | 3.0% | 39.05% |
| Metric | 11383155:btcusd:triple_med_gx:lsma85_75 | 11383155:BTCUSD |
|---|---|---|
| Max Drawdown | -14.62% | -67.18% |
| Longest DD Days | 693.0 | 683.0 |
| Avg. Drawdown | -4.12% | -6.27% |
| Avg. Drawdown Days | 128.0 | 29.0 |
| Recovery Factor | 0.72 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2024-04-29 | -14.62 | 693 |
| 2024-09-25 | 2025-06-11 | -9.44 | 259 |
| 2024-04-30 | 2024-08-21 | -6.80 | 113 |
| 2022-03-07 | 2022-05-29 | -2.60 | 83 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2022-05-31 | 2022-06-06 | -0.61 | 6 |
| 2022-03-07 | 2022-03-07 | -0.18 | 0 |
| 2024-08-29 | 2024-08-29 | -0.18 | 0 |
| Metric | 11383155:btcusd:triple_med_gx:lsma85_75 | 11383155:BTCUSD |
|---|---|---|
| Best Day | 4.28% | 9.33% |
| Worst Day | -3.54% | -9.32% |
| Best Week | 9.24% | 35.75% |
| Worst Week | -4.65% | -29.64% |
| Best Month | 9.24% | 43.77% |
| Worst Month | -5.19% | -37.12% |
| Best Year | 13.14% | 155.54% |
| Worst Year | -5.7% | -53.8% |
| Avg. Up Day | 0.89% | 0.93% |
| Avg. Down Day | -0.58% | -0.68% |
| Avg. Up Week | 2.62% | 4.81% |
| Avg. Down Week | -1.23% | -4.69% |
| Avg. Up Month | 2.0% | 19.3% |
| Avg. Down Month | -1.67% | -8.41% |
| Win Days % | 38.02% | 51.28% |
| Win Month % | 39.47% | 61.9% |
| Win Week % | 40.91% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |