| Metric | 11383788:btcusd:triple_med_gx:lsma95_75 | 11383788:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 16.95% | 188.04% |
| Max Drawdown | -16.54% | -67.18% |
| Sharpe | 0.2 | 0.43 |
| Sortino | 0.3 | 0.63 |
| Payoff Ratio | 1.18 | 1.19 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.6 | 0.66 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 65.46 | 3.11 |
| Outlier Loss Ratio | 3.75 | 3.01 |
| Volatility (ann.) | 7.29% | 26.35% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.29 | 0.55 |
| Skew | 2.09 | 0.2 |
| Kurtosis | 79.38 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.55% |
| Expected Yearly % | 3.99% | 30.28% |
| Kelly Criterion | 0.14% | 10.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.24% |
| Expected Shortfall (cVaR) | -0.62% | -2.24% |
| Year | 11383788:BTCUSD | 11383788:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 11.32 | -0.20 | + |
| 2023 | 155.54 | 4.99 | 0.03 | - |
| 2024 | 121.00 | 9.30 | 0.08 | - |
| 2025 | 17.02 | -8.45 | -0.50 | - |
| Metric | 11383788:btcusd:triple_med_gx:lsma95_75 | 11383788:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.74% | 31.76% |
| 6M | -3.52% | 12.25% |
| YTD | -8.45% | 17.02% |
| 1Y | -2.11% | 57.19% |
| 3Y (ann.) | 1.43% | 55.42% |
| 5Y (ann.) | 4.77% | 36.99% |
| Metric | 11383788:btcusd:triple_med_gx:lsma95_75 | 11383788:BTCUSD |
|---|---|---|
| Max Drawdown | -16.54% | -67.18% |
| Longest DD Days | 482.0 | 683.0 |
| Avg. Drawdown | -3.82% | -6.61% |
| Avg. Drawdown Days | 67.0 | 33.0 |
| Recovery Factor | 1.02 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-05 | 2024-12-15 | -16.54 | 285 |
| 2025-01-07 | 2025-06-11 | -13.01 | 155 |
| 2022-05-23 | 2023-09-18 | -10.84 | 482 |
| 2023-09-18 | 2023-12-04 | -6.75 | 76 |
| 2024-01-11 | 2024-03-04 | -5.58 | 53 |
| 2022-03-06 | 2022-03-25 | -5.43 | 19 |
| 2022-04-24 | 2022-04-25 | -2.16 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2025-01-06 | -0.96 | 20 |
| 2022-03-25 | 2022-04-24 | -0.60 | 29 |
| Metric | 11383788:btcusd:triple_med_gx:lsma95_75 | 11383788:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.65% | -9.32% |
| Best Week | 10.54% | 35.75% |
| Worst Week | -8.28% | -29.64% |
| Best Month | 10.19% | 43.77% |
| Worst Month | -8.57% | -37.12% |
| Best Year | 11.32% | 155.54% |
| Worst Year | -8.45% | -56.42% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.78% | -0.78% |
| Avg. Up Week | 2.97% | 9.46% |
| Avg. Down Week | -2.66% | -4.38% |
| Avg. Up Month | 4.19% | 17.89% |
| Avg. Down Month | -2.86% | -13.9% |
| Win Days % | 45.94% | 51.3% |
| Win Month % | 47.22% | 61.9% |
| Win Week % | 48.33% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |