| Metric | 11383902:btcusd:triple_med_gx:lsma95_75 | 11383902:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 10.38% | 162.54% |
| Max Drawdown | -14.45% | -67.18% |
| Sharpe | 0.15 | 0.41 |
| Sortino | 0.23 | 0.59 |
| Payoff Ratio | 1.12 | 1.15 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.58 | 0.63 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 86.92 | 2.9 |
| Outlier Loss Ratio | 3.63 | 2.85 |
| Volatility (ann.) | 6.16% | 26.29% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.21 | 0.5 |
| Skew | 1.81 | 0.18 |
| Kurtosis | 144.42 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.24% | 2.38% |
| Expected Yearly % | 2.5% | 27.29% |
| Kelly Criterion | -0.14% | 8.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.23% |
| Expected Shortfall (cVaR) | -0.53% | -2.23% |
| Year | 11383902:BTCUSD | 11383902:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 3.95 | -0.07 | + |
| 2023 | 155.54 | 4.97 | 0.03 | - |
| 2024 | 121.00 | 11.50 | 0.10 | - |
| 2025 | 17.02 | -9.27 | -0.54 | - |
| Metric | 11383902:btcusd:triple_med_gx:lsma95_75 | 11383902:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.86% | 31.76% |
| 6M | -12.94% | 12.25% |
| YTD | -9.27% | 17.02% |
| 1Y | -4.19% | 57.19% |
| 3Y (ann.) | 1.79% | 55.42% |
| 5Y (ann.) | 3.0% | 33.45% |
| Metric | 11383902:btcusd:triple_med_gx:lsma95_75 | 11383902:BTCUSD |
|---|---|---|
| Max Drawdown | -14.45% | -67.18% |
| Longest DD Days | 693.0 | 683.0 |
| Avg. Drawdown | -3.12% | -7.17% |
| Avg. Drawdown Days | 71.0 | 37.0 |
| Recovery Factor | 0.72 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-10 | 2025-06-11 | -14.45 | 212 |
| 2022-03-09 | 2024-02-01 | -10.62 | 693 |
| 2024-04-30 | 2024-05-04 | -9.32 | 4 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-05-05 | 2024-08-20 | -3.18 | 107 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2022-03-07 | 2022-03-08 | -1.73 | 0 |
| 2024-10-18 | 2024-11-10 | -0.94 | 22 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2024-02-03 | 2024-04-06 | -0.84 | 62 |
| Metric | 11383902:btcusd:triple_med_gx:lsma95_75 | 11383902:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 5.61% | 35.75% |
| Worst Week | -7.43% | -29.64% |
| Best Month | 5.61% | 43.77% |
| Worst Month | -7.43% | -37.12% |
| Best Year | 11.5% | 155.54% |
| Worst Year | -9.27% | -60.27% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.76% | -0.76% |
| Avg. Up Week | 2.23% | 7.74% |
| Avg. Down Week | -2.92% | -4.22% |
| Avg. Up Month | 2.77% | 16.15% |
| Avg. Down Month | -1.64% | -14.46% |
| Win Days % | 47.13% | 51.29% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 57.45% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |