| Metric | 11392911:btcusd:triple_med_gx:lsma85_105 | 11392911:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 46.47% | 196.26% |
| Max Drawdown | -11.02% | -67.18% |
| Sharpe | 0.46 | 0.44 |
| Sortino | 0.79 | 0.63 |
| Payoff Ratio | 1.5 | 1.25 |
| Profit Factor | 1.39 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.96 | 0.69 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 83.57 | 2.9 |
| Outlier Loss Ratio | 3.21 | 2.76 |
| Volatility (ann.) | 6.62% | 26.03% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.08 | 0.56 |
| Skew | 5.28 | 0.18 |
| Kurtosis | 145.57 | 6.58 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.91% | 2.62% |
| Expected Yearly % | 10.01% | 31.19% |
| Kelly Criterion | 10.63% | 12.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.21% |
| Expected Shortfall (cVaR) | -0.56% | -2.21% |
| Year | 11392911:BTCUSD | 11392911:btcusd:triple_med_gx:lsma85_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 19.71 | -0.34 | + |
| 2023 | 155.54 | 12.26 | 0.08 | - |
| 2024 | 121.00 | 7.76 | 0.06 | - |
| 2025 | 27.10 | 1.14 | 0.04 | - |
| Metric | 11392911:btcusd:triple_med_gx:lsma85_105 | 11392911:BTCUSD |
|---|---|---|
| MTD | -1.54% | 10.71% |
| 3M | -1.72% | 41.88% |
| 6M | 1.14% | 22.91% |
| YTD | 1.14% | 27.1% |
| 1Y | 6.24% | 82.29% |
| 3Y (ann.) | 10.14% | 77.48% |
| 5Y (ann.) | 11.85% | 37.53% |
| Metric | 11392911:btcusd:triple_med_gx:lsma85_105 | 11392911:BTCUSD |
|---|---|---|
| Max Drawdown | -11.02% | -67.18% |
| Longest DD Days | 309.0 | 683.0 |
| Avg. Drawdown | -2.44% | -6.96% |
| Avg. Drawdown Days | 39.0 | 36.0 |
| Recovery Factor | 4.22 | 2.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-11 | 2025-07-17 | -11.02 | 309 |
| 2022-11-11 | 2023-06-17 | -9.88 | 218 |
| 2022-04-10 | 2022-11-10 | -9.12 | 213 |
| 2023-12-22 | 2024-03-20 | -7.03 | 89 |
| 2024-05-10 | 2024-08-06 | -7.02 | 87 |
| 2023-10-20 | 2023-11-15 | -4.67 | 26 |
| 2023-07-14 | 2023-10-20 | -3.97 | 98 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| 2024-08-06 | 2024-08-06 | -1.32 | 0 |
| Metric | 11392911:btcusd:triple_med_gx:lsma85_105 | 11392911:BTCUSD |
|---|---|---|
| Best Day | 6.93% | 9.33% |
| Worst Day | -4.64% | -9.32% |
| Best Week | 12.96% | 35.75% |
| Worst Week | -4.29% | -29.64% |
| Best Month | 12.87% | 43.77% |
| Worst Month | -4.29% | -37.12% |
| Best Year | 19.71% | 155.54% |
| Worst Year | 1.14% | -58.73% |
| Avg. Up Day | 1.19% | 1.2% |
| Avg. Down Day | -0.79% | -0.97% |
| Avg. Up Week | 2.88% | 7.14% |
| Avg. Down Week | -1.33% | -5.73% |
| Avg. Up Month | 5.55% | 12.58% |
| Avg. Down Month | -1.43% | -11.67% |
| Win Days % | 46.44% | 51.32% |
| Win Month % | 42.86% | 61.9% |
| Win Week % | 47.06% | 51.1% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |