| Metric | 11391356:btcusd:triple_med_gx:lsma85_100 | 11391356:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 15.01% | 172.77% |
| Max Drawdown | -13.53% | -67.18% |
| Sharpe | 0.2 | 0.42 |
| Sortino | 0.34 | 0.61 |
| Payoff Ratio | 1.36 | 1.13 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.7 | 0.62 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 104.17 | 2.78 |
| Outlier Loss Ratio | 3.05 | 2.72 |
| Volatility (ann.) | 6.08% | 26.26% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.32 | 0.53 |
| Skew | 5.17 | 0.19 |
| Kurtosis | 181.04 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.48% |
| Expected Yearly % | 3.56% | 28.51% |
| Kelly Criterion | 2.96% | 8.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.23% |
| Expected Shortfall (cVaR) | -0.52% | -2.23% |
| Year | 11391356:BTCUSD | 11391356:btcusd:triple_med_gx:lsma85_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 15.45 | -0.26 | + |
| 2023 | 155.54 | 4.41 | 0.03 | - |
| 2024 | 121.00 | -2.85 | -0.02 | - |
| 2025 | 17.02 | -1.79 | -0.10 | - |
| Metric | 11391356:btcusd:triple_med_gx:lsma85_100 | 11391356:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.05% | 31.76% |
| 6M | -1.79% | 12.25% |
| YTD | -1.79% | 17.02% |
| 1Y | 0.63% | 57.19% |
| 3Y (ann.) | -0.03% | 55.42% |
| 5Y (ann.) | 4.32% | 35.42% |
| Metric | 11391356:btcusd:triple_med_gx:lsma85_100 | 11391356:BTCUSD |
|---|---|---|
| Max Drawdown | -13.53% | -67.18% |
| Longest DD Days | 599.0 | 683.0 |
| Avg. Drawdown | -3.0% | -7.19% |
| Avg. Drawdown Days | 102.0 | 37.0 |
| Recovery Factor | 1.11 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-10-20 | 2025-06-11 | -13.53 | 599 |
| 2022-04-10 | 2023-06-17 | -9.47 | 432 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-03-17 | 2022-03-18 | -1.79 | 1 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| 2023-10-18 | 2023-10-19 | -1.35 | 1 |
| 2023-06-17 | 2023-07-12 | -1.24 | 25 |
| 2023-08-19 | 2023-10-18 | -0.61 | 60 |
| 2022-04-09 | 2022-04-10 | -0.41 | 0 |
| 2022-02-24 | 2022-02-24 | -0.18 | 0 |
| Metric | 11391356:btcusd:triple_med_gx:lsma85_100 | 11391356:BTCUSD |
|---|---|---|
| Best Day | 6.93% | 9.33% |
| Worst Day | -4.64% | -9.32% |
| Best Week | 12.76% | 35.75% |
| Worst Week | -3.94% | -29.64% |
| Best Month | 12.76% | 43.77% |
| Worst Month | -3.94% | -37.12% |
| Best Year | 15.45% | 155.54% |
| Worst Year | -2.85% | -58.73% |
| Avg. Up Day | 1.16% | 1.18% |
| Avg. Down Day | -0.85% | -1.04% |
| Avg. Up Week | 1.91% | 9.63% |
| Avg. Down Week | -1.9% | -6.62% |
| Avg. Up Month | 5.18% | 12.53% |
| Avg. Down Month | -1.43% | -12.73% |
| Win Days % | 44.04% | 51.3% |
| Win Month % | 34.62% | 60.98% |
| Win Week % | 40.62% | 50.28% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |