| Metric | 11383853:btcusd:triple_med_gx:lsma95_75 | 11383853:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 43.84% | 196.5% |
| Max Drawdown | -10.2% | -67.18% |
| Sharpe | 0.42 | 0.44 |
| Sortino | 0.71 | 0.64 |
| Payoff Ratio | 1.34 | 1.31 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.81 | 0.72 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 69.94 | 3.0 |
| Outlier Loss Ratio | 3.89 | 2.85 |
| Volatility (ann.) | 6.96% | 26.35% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.12 | 0.57 |
| Skew | 4.1 | 0.2 |
| Kurtosis | 111.27 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.89% | 2.69% |
| Expected Yearly % | 9.51% | 31.22% |
| Kelly Criterion | 7.21% | 14.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.24% |
| Expected Shortfall (cVaR) | -0.59% | -2.24% |
| Year | 11383853:BTCUSD | 11383853:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 17.13 | -0.31 | + |
| 2023 | 155.54 | 9.30 | 0.06 | - |
| 2024 | 121.00 | 15.97 | 0.13 | - |
| 2025 | 17.02 | -3.11 | -0.18 | - |
| Metric | 11383853:btcusd:triple_med_gx:lsma95_75 | 11383853:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.19% | 31.76% |
| 6M | -3.42% | 12.25% |
| YTD | -3.11% | 17.02% |
| 1Y | 6.27% | 57.19% |
| 3Y (ann.) | 8.3% | 55.42% |
| 5Y (ann.) | 11.46% | 38.32% |
| Metric | 11383853:btcusd:triple_med_gx:lsma95_75 | 11383853:BTCUSD |
|---|---|---|
| Max Drawdown | -10.2% | -67.18% |
| Longest DD Days | 167.0 | 683.0 |
| Avg. Drawdown | -2.75% | -6.97% |
| Avg. Drawdown Days | 36.0 | 36.0 |
| Recovery Factor | 4.3 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-04 | 2024-05-05 | -10.20 | 30 |
| 2022-03-25 | 2022-09-09 | -9.90 | 167 |
| 2025-01-07 | 2025-06-11 | -9.52 | 155 |
| 2022-10-05 | 2023-03-17 | -8.18 | 163 |
| 2023-04-15 | 2023-06-21 | -6.70 | 66 |
| 2023-09-04 | 2023-12-04 | -5.83 | 91 |
| 2024-08-20 | 2024-09-18 | -5.44 | 29 |
| 2023-12-05 | 2024-04-04 | -5.38 | 121 |
| 2024-05-16 | 2024-08-20 | -4.08 | 95 |
| 2023-06-22 | 2023-08-08 | -2.32 | 47 |
| Metric | 11383853:btcusd:triple_med_gx:lsma95_75 | 11383853:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 9.3% | 35.75% |
| Worst Week | -5.64% | -29.64% |
| Best Month | 17.64% | 43.77% |
| Worst Month | -5.64% | -37.12% |
| Best Year | 17.13% | 155.54% |
| Worst Year | -3.11% | -55.14% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 4.12% | 8.83% |
| Avg. Down Week | -2.21% | -4.19% |
| Avg. Up Month | 4.64% | 17.36% |
| Avg. Down Month | -1.34% | -13.58% |
| Win Days % | 46.81% | 51.33% |
| Win Month % | 48.48% | 60.98% |
| Win Week % | 44.68% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |