| Metric | 11383876:btcusd:triple_med_gx:lsma85_75 | 11383876:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 18.38% | 162.58% |
| Max Drawdown | -11.61% | -67.18% |
| Sharpe | 0.29 | 0.41 |
| Sortino | 0.5 | 0.59 |
| Payoff Ratio | 1.38 | 1.22 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.78 | 0.67 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 133.72 | 2.62 |
| Outlier Loss Ratio | 3.91 | 2.53 |
| Volatility (ann.) | 4.82% | 26.28% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.45 | 0.5 |
| Skew | 7.55 | 0.18 |
| Kurtosis | 271.51 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.38% |
| Expected Yearly % | 4.31% | 27.3% |
| Kelly Criterion | 3.26% | 11.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.23% |
| Expected Shortfall (cVaR) | -0.41% | -2.23% |
| Year | 11383876:BTCUSD | 11383876:btcusd:triple_med_gx:lsma85_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 15.19 | -0.25 | + |
| 2023 | 155.54 | 5.94 | 0.04 | - |
| 2024 | 121.00 | 0.62 | 0.01 | - |
| 2025 | 17.02 | -3.59 | -0.21 | - |
| Metric | 11383876:btcusd:triple_med_gx:lsma85_75 | 11383876:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.88% | 31.76% |
| 6M | -3.59% | 12.25% |
| YTD | -3.59% | 17.02% |
| 1Y | -0.53% | 57.19% |
| 3Y (ann.) | 1.35% | 55.42% |
| 5Y (ann.) | 5.17% | 33.42% |
| Metric | 11383876:btcusd:triple_med_gx:lsma85_75 | 11383876:BTCUSD |
|---|---|---|
| Max Drawdown | -11.61% | -67.18% |
| Longest DD Days | 425.0 | 683.0 |
| Avg. Drawdown | -3.29% | -6.97% |
| Avg. Drawdown Days | 90.0 | 36.0 |
| Recovery Factor | 1.58 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-02 | 2024-10-18 | -11.61 | 259 |
| 2022-10-05 | 2023-12-04 | -7.24 | 425 |
| 2024-10-18 | 2025-06-11 | -6.47 | 235 |
| 2022-06-29 | 2022-09-07 | -5.17 | 70 |
| 2022-03-22 | 2022-05-24 | -3.28 | 63 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| 2024-01-31 | 2024-02-01 | -1.36 | 0 |
| 2022-09-08 | 2022-10-04 | -0.91 | 25 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2022-03-21 | 2022-03-22 | -0.62 | 0 |
| Metric | 11383876:btcusd:triple_med_gx:lsma85_75 | 11383876:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 7.89% | 35.75% |
| Worst Week | -5.63% | -29.64% |
| Best Month | 10.34% | 43.77% |
| Worst Month | -6.74% | -37.12% |
| Best Year | 15.19% | 155.54% |
| Worst Year | -3.59% | -60.27% |
| Avg. Up Day | 0.93% | 0.96% |
| Avg. Down Day | -0.67% | -0.79% |
| Avg. Up Week | 1.67% | 7.89% |
| Avg. Down Week | -1.87% | -4.63% |
| Avg. Up Month | 2.36% | 15.59% |
| Avg. Down Month | -1.91% | -13.92% |
| Win Days % | 43.84% | 51.28% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 56.76% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |