| Metric | 11385226:btcusd:triple_med_gx:lsma95_80 | 11385226:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 35.66% | 162.58% |
| Max Drawdown | -14.17% | -67.18% |
| Sharpe | 0.41 | 0.41 |
| Sortino | 0.68 | 0.59 |
| Payoff Ratio | 1.39 | 1.27 |
| Profit Factor | 1.33 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.86 | 0.7 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 89.71 | 2.88 |
| Outlier Loss Ratio | 3.96 | 2.71 |
| Volatility (ann.) | 6.03% | 26.28% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.67 | 0.5 |
| Skew | 4.0 | 0.18 |
| Kurtosis | 184.54 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.75% | 2.38% |
| Expected Yearly % | 7.92% | 27.3% |
| Kelly Criterion | 8.47% | 13.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.23% |
| Expected Shortfall (cVaR) | -0.51% | -2.23% |
| Year | 11385226:BTCUSD | 11385226:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 9.98 | -0.17 | + |
| 2023 | 155.54 | -0.78 | -0.01 | - |
| 2024 | 121.00 | 35.15 | 0.29 | - |
| 2025 | 17.02 | -8.01 | -0.47 | - |
| Metric | 11385226:btcusd:triple_med_gx:lsma95_80 | 11385226:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.14% | 31.76% |
| 6M | -8.31% | 12.25% |
| YTD | -8.01% | 17.02% |
| 1Y | 3.74% | 57.19% |
| 3Y (ann.) | 7.65% | 55.42% |
| 5Y (ann.) | 9.54% | 33.42% |
| Metric | 11385226:btcusd:triple_med_gx:lsma95_80 | 11385226:BTCUSD |
|---|---|---|
| Max Drawdown | -14.17% | -67.18% |
| Longest DD Days | 548.0 | 683.0 |
| Avg. Drawdown | -2.51% | -6.97% |
| Avg. Drawdown Days | 52.0 | 36.0 |
| Recovery Factor | 2.52 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-05 | 2024-04-05 | -14.17 | 548 |
| 2024-12-17 | 2025-06-11 | -9.73 | 175 |
| 2022-03-09 | 2022-04-28 | -8.43 | 49 |
| 2022-05-25 | 2022-09-09 | -5.99 | 106 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2022-04-28 | 2022-05-25 | -1.73 | 26 |
| 2024-10-18 | 2024-11-10 | -1.22 | 22 |
| 2024-05-02 | 2024-05-02 | -1.12 | 0 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| Metric | 11385226:btcusd:triple_med_gx:lsma95_80 | 11385226:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 9.77% | 35.75% |
| Worst Week | -6.09% | -29.64% |
| Best Month | 10.05% | 43.77% |
| Worst Month | -6.09% | -37.12% |
| Best Year | 35.15% | 155.54% |
| Worst Year | -8.01% | -60.27% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.65% | -0.72% |
| Avg. Up Week | 2.95% | 8.5% |
| Avg. Down Week | -3.27% | -6.06% |
| Avg. Up Month | 3.55% | 18.15% |
| Avg. Down Month | -0.88% | -13.13% |
| Win Days % | 46.69% | 51.28% |
| Win Month % | 59.38% | 60.98% |
| Win Week % | 58.14% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |