| Metric | 11383831:btcusd:triple_med_gx:lsma95_75 | 11383831:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 27.64% | 183.63% |
| Max Drawdown | -18.16% | -67.18% |
| Sharpe | 0.29 | 0.43 |
| Sortino | 0.46 | 0.62 |
| Payoff Ratio | 1.27 | 1.27 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.68 | 0.7 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 68.78 | 3.03 |
| Outlier Loss Ratio | 3.83 | 2.91 |
| Volatility (ann.) | 7.08% | 26.35% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.42 | 0.54 |
| Skew | 2.5 | 0.2 |
| Kurtosis | 94.83 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.6% | 2.58% |
| Expected Yearly % | 6.29% | 29.77% |
| Kelly Criterion | 2.23% | 12.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.24% |
| Expected Shortfall (cVaR) | -0.6% | -2.24% |
| Year | 11383831:BTCUSD | 11383831:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 7.58 | -0.13 | + |
| 2023 | 155.54 | 9.72 | 0.06 | - |
| 2024 | 121.00 | 12.24 | 0.10 | - |
| 2025 | 17.02 | -3.66 | -0.21 | - |
| Metric | 11383831:btcusd:triple_med_gx:lsma95_75 | 11383831:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.57% | 31.76% |
| 6M | -3.64% | 12.25% |
| YTD | -3.66% | 17.02% |
| 1Y | -6.85% | 57.19% |
| 3Y (ann.) | 2.28% | 55.42% |
| 5Y (ann.) | 7.54% | 36.43% |
| Metric | 11383831:btcusd:triple_med_gx:lsma95_75 | 11383831:BTCUSD |
|---|---|---|
| Max Drawdown | -18.16% | -67.18% |
| Longest DD Days | 707.0 | 683.0 |
| Avg. Drawdown | -4.59% | -6.9% |
| Avg. Drawdown Days | 110.0 | 35.0 |
| Recovery Factor | 1.52 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2024-04-03 | -18.16 | 707 |
| 2024-05-16 | 2025-06-11 | -13.92 | 390 |
| 2024-04-04 | 2024-05-15 | -10.65 | 40 |
| 2022-03-06 | 2022-03-22 | -2.59 | 15 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-03-25 | 2022-04-25 | -0.89 | 31 |
| 2024-04-03 | 2024-04-04 | -0.80 | 1 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2022-02-05 | 2022-03-06 | -0.33 | 29 |
| 2022-02-03 | 2022-02-03 | -0.18 | 0 |
| Metric | 11383831:btcusd:triple_med_gx:lsma95_75 | 11383831:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 12.71% | 35.75% |
| Worst Week | -7.39% | -29.64% |
| Best Month | 12.54% | 43.77% |
| Worst Month | -8.57% | -37.12% |
| Best Year | 12.24% | 155.54% |
| Worst Year | -3.66% | -57.08% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 4.42% | 9.45% |
| Avg. Down Week | -2.6% | -4.35% |
| Avg. Up Month | 4.92% | 17.73% |
| Avg. Down Month | -2.08% | -14.67% |
| Win Days % | 45.31% | 51.32% |
| Win Month % | 54.29% | 60.98% |
| Win Week % | 46.15% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |