| Metric | 11385179:btcusd:triple_med_gx:lsma95_80 | 11385179:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 32.4% | 183.63% |
| Max Drawdown | -12.9% | -67.18% |
| Sharpe | 0.36 | 0.43 |
| Sortino | 0.6 | 0.62 |
| Payoff Ratio | 1.34 | 1.25 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.78 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 83.07 | 2.94 |
| Outlier Loss Ratio | 3.84 | 2.76 |
| Volatility (ann.) | 6.29% | 26.35% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.68 | 0.54 |
| Skew | 3.95 | 0.2 |
| Kurtosis | 131.23 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.69% | 2.58% |
| Expected Yearly % | 7.27% | 29.77% |
| Kelly Criterion | 5.46% | 12.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.24% |
| Expected Shortfall (cVaR) | -0.54% | -2.24% |
| Year | 11385179:BTCUSD | 11385179:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 9.47 | -0.17 | + |
| 2023 | 155.54 | 6.47 | 0.04 | - |
| 2024 | 121.00 | 29.00 | 0.24 | - |
| 2025 | 17.02 | -11.94 | -0.70 | - |
| Metric | 11385179:btcusd:triple_med_gx:lsma95_80 | 11385179:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.95% | 31.76% |
| 6M | -8.51% | 12.25% |
| YTD | -11.94% | 17.02% |
| 1Y | -10.06% | 57.19% |
| 3Y (ann.) | 4.26% | 55.42% |
| 5Y (ann.) | 8.72% | 36.43% |
| Metric | 11385179:btcusd:triple_med_gx:lsma95_80 | 11385179:BTCUSD |
|---|---|---|
| Max Drawdown | -12.9% | -67.18% |
| Longest DD Days | 709.0 | 683.0 |
| Avg. Drawdown | -3.08% | -6.9% |
| Avg. Drawdown Days | 76.0 | 35.0 |
| Recovery Factor | 2.51 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-06 | 2025-06-11 | -12.90 | 155 |
| 2024-05-16 | 2024-12-17 | -11.00 | 215 |
| 2022-03-25 | 2024-03-04 | -10.87 | 709 |
| 2024-04-04 | 2024-05-02 | -3.50 | 27 |
| 2024-05-05 | 2024-05-15 | -3.02 | 10 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| 2024-04-03 | 2024-04-04 | -0.78 | 0 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2024-05-04 | 2024-05-04 | -0.50 | 0 |
| 2024-05-03 | 2024-05-03 | -0.44 | 0 |
| Metric | 11385179:btcusd:triple_med_gx:lsma95_80 | 11385179:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 12.71% | 35.75% |
| Worst Week | -9.84% | -29.64% |
| Best Month | 13.69% | 43.77% |
| Worst Month | -9.84% | -37.12% |
| Best Year | 29.0% | 155.54% |
| Worst Year | -11.94% | -57.08% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.7% | -0.77% |
| Avg. Up Week | 3.55% | 8.87% |
| Avg. Down Week | -2.5% | -4.3% |
| Avg. Up Month | 5.9% | 17.73% |
| Avg. Down Month | -1.99% | -15.17% |
| Win Days % | 45.8% | 51.32% |
| Win Month % | 45.71% | 60.98% |
| Win Week % | 46.94% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |