| Metric | 11384105:btcusd:triple_med_gx:lsma95_75 | 11384105:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 14.09% | 156.76% |
| Max Drawdown | -12.09% | -67.18% |
| Sharpe | 0.23 | 0.4 |
| Sortino | 0.35 | 0.58 |
| Payoff Ratio | 1.32 | 1.3 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.7 | 0.71 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 116.28 | 2.77 |
| Outlier Loss Ratio | 3.64 | 2.63 |
| Volatility (ann.) | 4.9% | 26.27% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.34 | 0.49 |
| Skew | 1.42 | 0.18 |
| Kurtosis | 124.36 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.33% |
| Expected Yearly % | 3.35% | 26.58% |
| Kelly Criterion | 3.2% | 13.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.23% |
| Expected Shortfall (cVaR) | -0.42% | -2.23% |
| Year | 11384105:BTCUSD | 11384105:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 9.02 | -0.15 | + |
| 2023 | 155.54 | 12.27 | 0.08 | - |
| 2024 | 121.00 | -4.83 | -0.04 | - |
| 2025 | 17.02 | -2.05 | -0.12 | - |
| Metric | 11384105:btcusd:triple_med_gx:lsma95_75 | 11384105:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.07% | 31.76% |
| 6M | -2.05% | 12.25% |
| YTD | -2.05% | 17.02% |
| 1Y | 3.97% | 57.19% |
| 3Y (ann.) | 5.67% | 55.42% |
| 5Y (ann.) | 4.05% | 32.84% |
| Metric | 11384105:btcusd:triple_med_gx:lsma95_75 | 11384105:BTCUSD |
|---|---|---|
| Max Drawdown | -12.09% | -67.18% |
| Longest DD Days | 517.0 | 683.0 |
| Avg. Drawdown | -2.66% | -7.23% |
| Avg. Drawdown Days | 91.0 | 38.0 |
| Recovery Factor | 1.17 | 2.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-11 | 2025-06-11 | -12.09 | 517 |
| 2022-03-11 | 2022-10-04 | -6.50 | 206 |
| 2022-12-01 | 2023-05-26 | -4.13 | 176 |
| 2023-08-09 | 2023-12-05 | -3.04 | 118 |
| 2022-03-10 | 2022-03-11 | -1.82 | 0 |
| 2022-10-05 | 2022-11-29 | -1.54 | 55 |
| 2023-05-29 | 2023-06-21 | -1.00 | 23 |
| 2022-11-29 | 2022-11-30 | -0.72 | 0 |
| 2022-11-30 | 2022-11-30 | -0.55 | 0 |
| 2023-06-21 | 2023-06-22 | -0.26 | 0 |
| Metric | 11384105:btcusd:triple_med_gx:lsma95_75 | 11384105:BTCUSD |
|---|---|---|
| Best Day | 3.94% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 5.31% | 35.75% |
| Worst Week | -9.31% | -29.64% |
| Best Month | 5.79% | 43.77% |
| Worst Month | -9.56% | -37.12% |
| Best Year | 12.27% | 155.54% |
| Worst Year | -4.83% | -61.15% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.69% | -0.72% |
| Avg. Up Week | 2.48% | 9.01% |
| Avg. Down Week | -2.62% | -4.29% |
| Avg. Up Month | 2.45% | 15.23% |
| Avg. Down Month | -1.44% | -8.16% |
| Win Days % | 44.86% | 51.27% |
| Win Month % | 52.0% | 60.98% |
| Win Week % | 55.88% | 50.28% |
| Win Quarter % | 46.15% | 57.14% |
| Win Year % | 50.0% | 75.0% |