| Metric | 11385177:btcusd:triple_med_gx:lsma85_80 | 11385177:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 9.54% | 183.63% |
| Max Drawdown | -8.58% | -67.18% |
| Sharpe | 0.22 | 0.43 |
| Sortino | 0.41 | 0.62 |
| Payoff Ratio | 1.84 | 1.44 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.86 | 0.79 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 211.72 | 2.39 |
| Outlier Loss Ratio | 4.57 | 2.45 |
| Volatility (ann.) | 3.28% | 26.35% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.32 | 0.54 |
| Skew | 8.33 | 0.2 |
| Kurtosis | 296.07 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.22% | 2.58% |
| Expected Yearly % | 2.3% | 29.77% |
| Kelly Criterion | 3.37% | 17.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.28% | -2.24% |
| Expected Shortfall (cVaR) | -0.28% | -2.24% |
| Year | 11385177:BTCUSD | 11385177:btcusd:triple_med_gx:lsma85_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 2.17 | -0.04 | + |
| 2023 | 155.54 | -0.39 | -0.00 | - |
| 2024 | 121.00 | 13.91 | 0.11 | - |
| 2025 | 17.02 | -5.51 | -0.32 | - |
| Metric | 11385177:btcusd:triple_med_gx:lsma85_80 | 11385177:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.12% | 31.76% |
| 6M | -5.3% | 12.25% |
| YTD | -5.51% | 17.02% |
| 1Y | -5.46% | 57.19% |
| 3Y (ann.) | 2.1% | 55.42% |
| 5Y (ann.) | 2.75% | 36.43% |
| Metric | 11385177:btcusd:triple_med_gx:lsma85_80 | 11385177:BTCUSD |
|---|---|---|
| Max Drawdown | -8.58% | -67.18% |
| Longest DD Days | 525.0 | 683.0 |
| Avg. Drawdown | -2.09% | -6.9% |
| Avg. Drawdown Days | 76.0 | 35.0 |
| Recovery Factor | 1.11 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-26 | 2024-04-04 | -8.58 | 525 |
| 2024-12-16 | 2025-06-11 | -7.82 | 177 |
| 2024-07-10 | 2024-12-15 | -5.09 | 158 |
| 2022-03-07 | 2022-03-23 | -1.91 | 16 |
| 2022-05-24 | 2022-10-04 | -1.53 | 133 |
| 2024-05-02 | 2024-05-02 | -1.12 | 0 |
| 2024-05-01 | 2024-05-01 | -0.73 | 0 |
| 2022-03-24 | 2022-05-24 | -0.71 | 60 |
| 2022-02-03 | 2022-02-03 | -0.59 | 0 |
| 2024-05-03 | 2024-05-03 | -0.44 | 0 |
| Metric | 11385177:btcusd:triple_med_gx:lsma85_80 | 11385177:BTCUSD |
|---|---|---|
| Best Day | 4.32% | 9.33% |
| Worst Day | -3.74% | -9.32% |
| Best Week | 8.39% | 35.75% |
| Worst Week | -5.28% | -29.64% |
| Best Month | 8.39% | 43.77% |
| Worst Month | -5.48% | -37.12% |
| Best Year | 13.91% | 155.54% |
| Worst Year | -5.51% | -57.08% |
| Avg. Up Day | 0.99% | 1.05% |
| Avg. Down Day | -0.54% | -0.73% |
| Avg. Up Week | 1.68% | 10.49% |
| Avg. Down Week | -1.36% | -4.64% |
| Avg. Up Month | 2.12% | 15.68% |
| Avg. Down Month | -1.39% | -14.68% |
| Win Days % | 37.4% | 51.32% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 44.74% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |