| Metric | 11385251:btcusd:triple_med_gx:lsma95_80 | 11385251:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 22.76% | 162.54% |
| Max Drawdown | -12.73% | -67.18% |
| Sharpe | 0.29 | 0.41 |
| Sortino | 0.5 | 0.59 |
| Payoff Ratio | 1.34 | 1.29 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.74 | 0.71 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 97.29 | 2.79 |
| Outlier Loss Ratio | 3.91 | 2.73 |
| Volatility (ann.) | 5.77% | 26.29% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.5 | 0.5 |
| Skew | 5.26 | 0.18 |
| Kurtosis | 201.67 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.5% | 2.38% |
| Expected Yearly % | 5.26% | 27.29% |
| Kelly Criterion | 3.43% | 13.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.23% |
| Expected Shortfall (cVaR) | -0.49% | -2.23% |
| Year | 11385251:BTCUSD | 11385251:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 10.04 | -0.17 | + |
| 2023 | 155.54 | 3.01 | 0.02 | - |
| 2024 | 121.00 | 18.20 | 0.15 | - |
| 2025 | 17.02 | -8.37 | -0.49 | - |
| Metric | 11385251:btcusd:triple_med_gx:lsma95_80 | 11385251:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.76% | 31.76% |
| 6M | -12.07% | 12.25% |
| YTD | -8.37% | 17.02% |
| 1Y | -4.51% | 57.19% |
| 3Y (ann.) | 6.55% | 55.42% |
| 5Y (ann.) | 6.32% | 33.45% |
| Metric | 11385251:btcusd:triple_med_gx:lsma95_80 | 11385251:BTCUSD |
|---|---|---|
| Max Drawdown | -12.73% | -67.18% |
| Longest DD Days | 549.0 | 683.0 |
| Avg. Drawdown | -2.91% | -7.17% |
| Avg. Drawdown Days | 79.0 | 37.0 |
| Recovery Factor | 1.79 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-10 | 2025-06-11 | -12.73 | 212 |
| 2022-10-05 | 2024-04-06 | -8.88 | 549 |
| 2022-03-09 | 2022-09-09 | -7.69 | 183 |
| 2024-08-20 | 2024-09-17 | -3.50 | 28 |
| 2024-05-05 | 2024-08-20 | -2.20 | 107 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-18 | 2024-11-10 | -1.22 | 22 |
| 2022-03-08 | 2022-03-09 | -1.06 | 0 |
| 2024-05-04 | 2024-05-04 | -0.50 | 0 |
| 2024-05-03 | 2024-05-03 | -0.44 | 0 |
| Metric | 11385251:btcusd:triple_med_gx:lsma95_80 | 11385251:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.25% | 35.75% |
| Worst Week | -5.17% | -29.64% |
| Best Month | 10.46% | 43.77% |
| Worst Month | -4.04% | -37.12% |
| Best Year | 18.2% | 155.54% |
| Worst Year | -8.37% | -60.27% |
| Avg. Up Day | 0.93% | 0.96% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 2.69% | 9.04% |
| Avg. Down Week | -2.14% | -4.52% |
| Avg. Up Month | 3.55% | 16.32% |
| Avg. Down Month | -1.89% | -11.3% |
| Win Days % | 44.64% | 51.29% |
| Win Month % | 45.45% | 60.98% |
| Win Week % | 50.0% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |