| Metric | 11391050:btcusd:triple_med_gx:lsma85_100 | 11391050:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 16.82% | 162.54% |
| Max Drawdown | -15.1% | -67.18% |
| Sharpe | 0.21 | 0.41 |
| Sortino | 0.31 | 0.59 |
| Payoff Ratio | 1.1 | 0.97 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.63 | 0.53 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 94.69 | 2.82 |
| Outlier Loss Ratio | 2.95 | 2.68 |
| Volatility (ann.) | 6.52% | 26.29% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.32 | 0.5 |
| Skew | 0.9 | 0.18 |
| Kurtosis | 141.52 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.38% |
| Expected Yearly % | 3.96% | 27.29% |
| Kelly Criterion | 2.11% | 1.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.23% |
| Expected Shortfall (cVaR) | -0.56% | -2.23% |
| Year | 11391050:BTCUSD | 11391050:btcusd:triple_med_gx:lsma85_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 13.02 | -0.22 | + |
| 2023 | 155.54 | 7.04 | 0.05 | - |
| 2024 | 121.00 | -2.53 | -0.02 | - |
| 2025 | 17.02 | -0.93 | -0.05 | - |
| Metric | 11391050:btcusd:triple_med_gx:lsma85_100 | 11391050:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -8.15% | 31.76% |
| 6M | -0.89% | 12.25% |
| YTD | -0.93% | 17.02% |
| 1Y | -9.0% | 57.19% |
| 3Y (ann.) | 2.46% | 55.42% |
| 5Y (ann.) | 4.76% | 33.45% |
| Metric | 11391050:btcusd:triple_med_gx:lsma85_100 | 11391050:BTCUSD |
|---|---|---|
| Max Drawdown | -15.1% | -67.18% |
| Longest DD Days | 449.0 | 683.0 |
| Avg. Drawdown | -3.75% | -7.17% |
| Avg. Drawdown Days | 97.0 | 37.0 |
| Recovery Factor | 1.11 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-19 | 2025-06-11 | -15.10 | 449 |
| 2022-09-27 | 2022-12-20 | -7.72 | 83 |
| 2022-05-10 | 2022-09-27 | -7.42 | 140 |
| 2023-02-02 | 2023-10-20 | -4.83 | 259 |
| 2023-11-11 | 2023-12-20 | -3.39 | 39 |
| 2022-04-08 | 2022-05-10 | -1.93 | 31 |
| 2023-10-20 | 2023-11-10 | -1.47 | 21 |
| 2022-02-23 | 2022-03-22 | -1.18 | 27 |
| 2023-12-20 | 2024-02-28 | -1.13 | 69 |
| 2022-12-21 | 2023-02-01 | -0.47 | 42 |
| Metric | 11391050:btcusd:triple_med_gx:lsma85_100 | 11391050:BTCUSD |
|---|---|---|
| Best Day | 5.91% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 10.42% | 35.75% |
| Worst Week | -6.52% | -29.64% |
| Best Month | 10.42% | 43.77% |
| Worst Month | -6.52% | -37.12% |
| Best Year | 13.02% | 155.54% |
| Worst Year | -2.53% | -60.27% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -0.89% | -1.04% |
| Avg. Up Week | 2.96% | 6.02% |
| Avg. Down Week | -2.23% | -6.24% |
| Avg. Up Month | 3.26% | 14.29% |
| Avg. Down Month | -1.76% | -14.61% |
| Win Days % | 48.67% | 51.29% |
| Win Month % | 51.52% | 60.98% |
| Win Week % | 50.0% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |