| Metric | 11384513:btcusd:triple_med_gx:lsma75_80 | 11384513:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 0.26% | 168.36% |
| Max Drawdown | -10.05% | -67.18% |
| Sharpe | 0.02 | 0.41 |
| Sortino | 0.03 | 0.59 |
| Payoff Ratio | 1.78 | 1.54 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 0.57 | 0.84 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 230.56 | 2.38 |
| Outlier Loss Ratio | 5.1 | 2.48 |
| Volatility (ann.) | 3.58% | 26.51% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.01 | 0.5 |
| Skew | -2.02 | 0.19 |
| Kurtosis | 541.83 | 6.28 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.01% | 2.38% |
| Expected Yearly % | 0.07% | 27.99% |
| Kelly Criterion | -7.64% | 19.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.25% |
| Expected Shortfall (cVaR) | -0.31% | -2.25% |
| Year | 11384513:BTCUSD | 11384513:btcusd:triple_med_gx:lsma75_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -0.63 | 0.01 | + |
| 2023 | 155.54 | 1.08 | 0.01 | - |
| 2024 | 121.00 | 4.12 | 0.03 | - |
| 2025 | 17.02 | -4.12 | -0.24 | - |
| Metric | 11384513:btcusd:triple_med_gx:lsma75_80 | 11384513:BTCUSD |
|---|---|---|
| MTD | -0.11% | 4.4% |
| 3M | -3.64% | 31.76% |
| 6M | -7.71% | 12.25% |
| YTD | -4.12% | 17.02% |
| 1Y | -7.26% | 57.19% |
| 3Y (ann.) | 1.4% | 55.42% |
| 5Y (ann.) | 0.08% | 33.81% |
| Metric | 11384513:btcusd:triple_med_gx:lsma75_80 | 11384513:BTCUSD |
|---|---|---|
| Max Drawdown | -10.05% | -67.18% |
| Longest DD Days | 681.0 | 683.0 |
| Avg. Drawdown | -2.54% | -7.27% |
| Avg. Drawdown Days | 139.0 | 35.0 |
| Recovery Factor | 0.03 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-16 | 2024-01-26 | -10.05 | 681 |
| 2024-05-06 | 2025-06-11 | -8.63 | 401 |
| 2022-01-29 | 2022-02-27 | -0.77 | 29 |
| 2022-03-15 | 2022-03-16 | -0.20 | 0 |
| 2024-03-25 | 2024-03-26 | -0.18 | 0 |
| 2024-04-10 | 2024-04-10 | -0.18 | 0 |
| 2024-04-22 | 2024-04-22 | -0.18 | 0 |
| 2024-02-28 | 2024-02-28 | -0.18 | 0 |
| Metric | 11384513:btcusd:triple_med_gx:lsma75_80 | 11384513:BTCUSD |
|---|---|---|
| Best Day | 4.91% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 7.26% | 35.75% |
| Worst Week | -7.79% | -29.64% |
| Best Month | 7.26% | 43.77% |
| Worst Month | -8.55% | -37.12% |
| Best Year | 4.12% | 155.54% |
| Worst Year | -4.12% | -59.39% |
| Avg. Up Day | 0.97% | 1.06% |
| Avg. Down Day | -0.55% | -0.69% |
| Avg. Up Week | 1.67% | 6.66% |
| Avg. Down Week | -1.27% | -2.49% |
| Avg. Up Month | 1.67% | 14.16% |
| Avg. Down Month | -1.75% | -11.27% |
| Win Days % | 31.08% | 51.22% |
| Win Month % | 47.06% | 59.52% |
| Win Week % | 41.51% | 50.83% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |