| Metric | 11384908:btcusd:triple_med_gx:lsma95_80 | 11384908:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 9.82% | 208.61% |
| Max Drawdown | -19.1% | -67.18% |
| Sharpe | 0.14 | 0.45 |
| Sortino | 0.21 | 0.65 |
| Payoff Ratio | 1.2 | 1.12 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.57 | 0.62 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 70.29 | 3.02 |
| Outlier Loss Ratio | 4.25 | 2.93 |
| Volatility (ann.) | 6.67% | 26.38% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.15 | 0.59 |
| Skew | 1.76 | 0.2 |
| Kurtosis | 88.44 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.22% | 2.72% |
| Expected Yearly % | 2.37% | 32.54% |
| Kelly Criterion | -2.67% | 7.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.24% |
| Expected Shortfall (cVaR) | -0.57% | -2.24% |
| Year | 11384908:BTCUSD | 11384908:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -6.61 | 0.12 | + |
| 2023 | 155.54 | -4.03 | -0.03 | - |
| 2024 | 121.00 | 22.61 | 0.19 | - |
| 2025 | 17.02 | -0.07 | -0.00 | - |
| Metric | 11384908:btcusd:triple_med_gx:lsma95_80 | 11384908:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.07% | 31.76% |
| 6M | 3.62% | 12.25% |
| YTD | -0.07% | 17.02% |
| 1Y | 2.18% | 57.19% |
| 3Y (ann.) | 5.07% | 55.42% |
| 5Y (ann.) | 2.81% | 39.6% |
| Metric | 11384908:btcusd:triple_med_gx:lsma95_80 | 11384908:BTCUSD |
|---|---|---|
| Max Drawdown | -19.1% | -67.18% |
| Longest DD Days | 845.0 | 683.0 |
| Avg. Drawdown | -5.82% | -6.33% |
| Avg. Drawdown Days | 176.0 | 31.0 |
| Recovery Factor | 0.51 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-05-20 | -19.10 | 845 |
| 2024-06-12 | 2025-01-17 | -9.69 | 218 |
| 2025-01-19 | 2025-06-11 | -6.04 | 143 |
| 2024-05-21 | 2024-06-12 | -3.60 | 22 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2022-01-25 | 2022-01-26 | -0.81 | 0 |
| 2022-01-25 | 2022-01-25 | -0.18 | 0 |
| Metric | 11384908:btcusd:triple_med_gx:lsma95_80 | 11384908:BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 10.31% | 35.75% |
| Worst Week | -7.89% | -29.64% |
| Best Month | 11.73% | 43.77% |
| Worst Month | -7.89% | -37.12% |
| Best Year | 22.61% | 155.54% |
| Worst Year | -6.61% | -53.3% |
| Avg. Up Day | 0.83% | 0.86% |
| Avg. Down Day | -0.69% | -0.76% |
| Avg. Up Week | 2.57% | 6.73% |
| Avg. Down Week | -2.0% | -6.05% |
| Avg. Up Month | 4.49% | 17.42% |
| Avg. Down Month | -1.62% | -12.9% |
| Win Days % | 43.9% | 51.28% |
| Win Month % | 35.0% | 61.9% |
| Win Week % | 46.84% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |