| Metric | 11384684:btcusd:triple_med_gx:lsma95_80 | 11384684:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 41.76% | 208.61% |
| Max Drawdown | -9.98% | -67.18% |
| Sharpe | 0.48 | 0.45 |
| Sortino | 0.84 | 0.65 |
| Payoff Ratio | 1.42 | 1.18 |
| Profit Factor | 1.35 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.87 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 87.26 | 2.92 |
| Outlier Loss Ratio | 4.22 | 2.73 |
| Volatility (ann.) | 5.71% | 26.38% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.09 | 0.59 |
| Skew | 5.15 | 0.2 |
| Kurtosis | 130.76 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.83% | 2.72% |
| Expected Yearly % | 9.12% | 32.54% |
| Kelly Criterion | 6.91% | 10.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.24% |
| Expected Shortfall (cVaR) | -0.48% | -2.24% |
| Year | 11384684:BTCUSD | 11384684:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 10.97 | -0.21 | + |
| 2023 | 155.54 | 2.11 | 0.01 | - |
| 2024 | 121.00 | 25.06 | 0.21 | - |
| 2025 | 17.02 | 0.04 | 0.00 | - |
| Metric | 11384684:btcusd:triple_med_gx:lsma95_80 | 11384684:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.32% | 31.76% |
| 6M | 1.44% | 12.25% |
| YTD | 0.04% | 17.02% |
| 1Y | 15.14% | 57.19% |
| 3Y (ann.) | 11.64% | 55.42% |
| 5Y (ann.) | 10.88% | 39.6% |
| Metric | 11384684:btcusd:triple_med_gx:lsma95_80 | 11384684:BTCUSD |
|---|---|---|
| Max Drawdown | -9.98% | -67.18% |
| Longest DD Days | 600.0 | 683.0 |
| Avg. Drawdown | -2.25% | -6.33% |
| Avg. Drawdown Days | 45.0 | 31.0 |
| Recovery Factor | 4.19 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-03-11 | -9.98 | 600 |
| 2025-01-28 | 2025-06-11 | -7.27 | 134 |
| 2024-05-18 | 2024-07-26 | -6.43 | 69 |
| 2022-03-11 | 2022-05-30 | -6.12 | 79 |
| 2022-05-31 | 2022-07-04 | -4.01 | 34 |
| 2022-07-05 | 2022-07-18 | -3.83 | 12 |
| 2024-08-25 | 2024-09-26 | -2.42 | 32 |
| 2022-02-16 | 2022-03-11 | -2.31 | 23 |
| 2024-10-25 | 2024-11-21 | -2.27 | 26 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| Metric | 11384684:btcusd:triple_med_gx:lsma95_80 | 11384684:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 10.35% | 35.75% |
| Worst Week | -3.43% | -29.64% |
| Best Month | 16.02% | 43.77% |
| Worst Month | -3.43% | -37.12% |
| Best Year | 25.06% | 155.54% |
| Worst Year | 0.04% | -53.3% |
| Avg. Up Day | 0.92% | 0.95% |
| Avg. Down Day | -0.65% | -0.8% |
| Avg. Up Week | 3.05% | 6.93% |
| Avg. Down Week | -1.28% | -5.41% |
| Avg. Up Month | 3.29% | 16.06% |
| Avg. Down Month | -2.02% | -12.63% |
| Win Days % | 45.43% | 51.28% |
| Win Month % | 55.26% | 61.9% |
| Win Week % | 47.62% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |