| Metric | 11383431:btcusd:triple_med_gx:lsma85_75 | 11383431:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 31.19% | 231.63% |
| Max Drawdown | -10.21% | -67.18% |
| Sharpe | 0.38 | 0.46 |
| Sortino | 0.63 | 0.67 |
| Payoff Ratio | 1.43 | 1.12 |
| Profit Factor | 1.27 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.77 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 90.68 | 2.91 |
| Outlier Loss Ratio | 4.31 | 2.73 |
| Volatility (ann.) | 5.56% | 26.22% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.79 | 0.61 |
| Skew | 3.55 | 0.2 |
| Kurtosis | 93.75 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.63% | 2.83% |
| Expected Yearly % | 7.02% | 34.95% |
| Kelly Criterion | 2.14% | 7.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.22% |
| Expected Shortfall (cVaR) | -0.47% | -2.22% |
| Year | 11383431:BTCUSD | 11383431:btcusd:triple_med_gx:lsma85_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 19.05 | -0.35 | + |
| 2023 | 155.54 | 0.71 | 0.00 | - |
| 2024 | 121.00 | 11.03 | 0.09 | - |
| 2025 | 27.10 | -1.45 | -0.05 | - |
| Metric | 11383431:btcusd:triple_med_gx:lsma85_75 | 11383431:BTCUSD |
|---|---|---|
| MTD | 0.4% | 10.71% |
| 3M | 0.71% | 41.88% |
| 6M | -3.78% | 22.91% |
| YTD | -1.45% | 27.1% |
| 1Y | 4.74% | 82.29% |
| 3Y (ann.) | 6.58% | 77.48% |
| 5Y (ann.) | 8.1% | 41.06% |
| Metric | 11383431:btcusd:triple_med_gx:lsma85_75 | 11383431:BTCUSD |
|---|---|---|
| Max Drawdown | -10.21% | -67.18% |
| Longest DD Days | 325.0 | 683.0 |
| Avg. Drawdown | -2.9% | -6.13% |
| Avg. Drawdown Days | 55.0 | 29.0 |
| Recovery Factor | 3.05 | 3.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-07-17 | -10.21 | 152 |
| 2023-04-21 | 2024-03-11 | -9.97 | 325 |
| 2022-02-16 | 2022-05-30 | -6.80 | 103 |
| 2024-05-27 | 2024-11-21 | -6.57 | 177 |
| 2024-12-19 | 2025-01-27 | -5.40 | 39 |
| 2022-08-19 | 2023-03-14 | -5.29 | 207 |
| 2024-03-11 | 2024-05-20 | -4.61 | 69 |
| 2022-07-19 | 2022-07-28 | -2.27 | 9 |
| 2023-03-27 | 2023-04-10 | -1.38 | 14 |
| 2022-07-28 | 2022-08-10 | -1.28 | 12 |
| Metric | 11383431:btcusd:triple_med_gx:lsma85_75 | 11383431:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -3.62% | -9.32% |
| Best Week | 9.03% | 35.75% |
| Worst Week | -6.08% | -29.64% |
| Best Month | 10.3% | 43.77% |
| Worst Month | -5.84% | -37.12% |
| Best Year | 19.05% | 155.54% |
| Worst Year | -1.45% | -53.8% |
| Avg. Up Day | 0.95% | 0.98% |
| Avg. Down Day | -0.66% | -0.88% |
| Avg. Up Week | 2.01% | 6.07% |
| Avg. Down Week | -1.61% | -4.86% |
| Avg. Up Month | 2.68% | 15.69% |
| Avg. Down Month | -2.33% | -10.34% |
| Win Days % | 42.36% | 51.29% |
| Win Month % | 57.14% | 62.79% |
| Win Week % | 55.84% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |