| Metric | 11397863:btcusd:triple_med_gx:lsma85_125 | 11397863:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 27.71% | 183.29% |
| Max Drawdown | -15.33% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.48 | 0.62 |
| Payoff Ratio | 1.33 | 1.2 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.69 | 0.66 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 65.81 | 3.11 |
| Outlier Loss Ratio | 4.32 | 2.97 |
| Volatility (ann.) | 7.35% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.49 | 0.54 |
| Skew | 5.39 | 0.2 |
| Kurtosis | 162.34 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.6% | 2.57% |
| Expected Yearly % | 6.31% | 29.73% |
| Kelly Criterion | 2.9% | 10.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.24% |
| Expected Shortfall (cVaR) | -0.63% | -2.24% |
| Year | 11397863:BTCUSD | 11397863:btcusd:triple_med_gx:lsma85_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -0.57 | 0.01 | + |
| 2023 | 155.54 | 25.18 | 0.16 | - |
| 2024 | 121.00 | -6.40 | -0.05 | - |
| 2025 | 16.76 | 9.63 | 0.57 | - |
| Metric | 11397863:btcusd:triple_med_gx:lsma85_125 | 11397863:BTCUSD |
|---|---|---|
| MTD | 3.54% | 4.16% |
| 3M | 7.93% | 31.46% |
| 6M | 8.98% | 12.77% |
| YTD | 9.63% | 16.76% |
| 1Y | 6.17% | 56.84% |
| 3Y (ann.) | 6.26% | 55.31% |
| 5Y (ann.) | 7.55% | 36.34% |
| Metric | 11397863:btcusd:triple_med_gx:lsma85_125 | 11397863:BTCUSD |
|---|---|---|
| Max Drawdown | -15.33% | -67.18% |
| Longest DD Days | 698.0 | 683.0 |
| Avg. Drawdown | -3.03% | -6.73% |
| Avg. Drawdown Days | 72.0 | 34.0 |
| Recovery Factor | 1.81 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2023-03-13 | -15.33 | 327 |
| 2023-07-14 | 2025-06-11 | -13.49 | 698 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-05 | 2022-04-18 | -4.36 | 44 |
| 2023-05-18 | 2023-07-13 | -3.33 | 56 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-05-04 | 2023-05-05 | -1.25 | 0 |
| 2023-05-01 | 2023-05-02 | -1.16 | 1 |
| 2023-05-05 | 2023-05-17 | -0.79 | 12 |
| 2023-05-18 | 2023-05-18 | -0.62 | 0 |
| Metric | 11397863:btcusd:triple_med_gx:lsma85_125 | 11397863:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 10.27% | 35.75% |
| Worst Week | -4.54% | -29.64% |
| Best Month | 10.27% | 43.77% |
| Worst Month | -4.9% | -37.12% |
| Best Year | 25.18% | 155.54% |
| Worst Year | -6.4% | -57.04% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.66% | -0.75% |
| Avg. Up Week | 2.29% | 7.46% |
| Avg. Down Week | -1.85% | -2.07% |
| Avg. Up Month | 3.94% | 15.27% |
| Avg. Down Month | -2.39% | -12.85% |
| Win Days % | 44.6% | 51.3% |
| Win Month % | 52.78% | 60.98% |
| Win Week % | 52.38% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |