| Metric | 11377291:btcusd:triple_med_gx:lsma85_50 | 11377291:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 68.25% | 239.56% |
| Max Drawdown | -15.64% | -67.18% |
| Sharpe | 0.47 | 0.47 |
| Sortino | 0.73 | 0.68 |
| Payoff Ratio | 1.19 | 1.09 |
| Profit Factor | 1.22 | 1.08 |
| Common Sense Ratio | 2.06 | 1.07 |
| CPC Index | 0.7 | 0.6 |
| Tail Ratio | 1.69 | 0.99 |
| Outlier Win Ratio | 42.5 | 3.26 |
| Outlier Loss Ratio | 4.48 | 3.17 |
| Volatility (ann.) | 8.7% | 26.24% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.03 | 0.63 |
| Skew | 1.42 | 0.2 |
| Kurtosis | 62.73 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.22% | 2.88% |
| Expected Yearly % | 13.89% | 35.75% |
| Kelly Criterion | 4.78% | 6.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.23% |
| Expected Shortfall (cVaR) | -0.74% | -2.23% |
| Year | 11377291:BTCUSD | 11377291:btcusd:triple_med_gx:lsma85_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 29.66 | -0.55 | + |
| 2023 | 155.54 | 4.65 | 0.03 | - |
| 2024 | 121.00 | 5.17 | 0.04 | - |
| 2025 | 30.14 | 17.89 | 0.59 | - |
| Metric | 11377291:btcusd:triple_med_gx:lsma85_50 | 11377291:BTCUSD |
|---|---|---|
| MTD | 2.95% | 13.36% |
| 3M | 15.22% | 45.08% |
| 6M | 14.97% | 28.47% |
| YTD | 17.89% | 30.14% |
| 1Y | 31.82% | 105.13% |
| 3Y (ann.) | 12.8% | 81.7% |
| 5Y (ann.) | 16.14% | 42.14% |
| Metric | 11377291:btcusd:triple_med_gx:lsma85_50 | 11377291:BTCUSD |
|---|---|---|
| Max Drawdown | -15.64% | -67.18% |
| Longest DD Days | 309.0 | 683.0 |
| Avg. Drawdown | -3.2% | -6.05% |
| Avg. Drawdown Days | 40.0 | 29.0 |
| Recovery Factor | 4.36 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-02 | 2025-01-23 | -15.64 | 296 |
| 2022-06-06 | 2022-10-04 | -15.18 | 120 |
| 2023-05-06 | 2024-03-10 | -8.91 | 309 |
| 2022-04-26 | 2022-05-30 | -8.66 | 34 |
| 2025-02-22 | 2025-04-22 | -7.20 | 58 |
| 2022-02-12 | 2022-04-01 | -7.00 | 47 |
| 2023-02-23 | 2023-05-05 | -5.32 | 71 |
| 2025-01-24 | 2025-02-20 | -3.63 | 26 |
| 2022-10-25 | 2022-11-22 | -2.89 | 28 |
| 2022-11-24 | 2023-01-20 | -2.55 | 57 |
| Metric | 11377291:btcusd:triple_med_gx:lsma85_50 | 11377291:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.58% | 35.75% |
| Worst Week | -5.46% | -29.64% |
| Best Month | 11.55% | 43.77% |
| Worst Month | -12.16% | -37.12% |
| Best Year | 29.66% | 155.54% |
| Worst Year | 4.65% | -53.8% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.67% | -0.76% |
| Avg. Up Week | 3.83% | 4.93% |
| Avg. Down Week | -2.03% | -4.0% |
| Avg. Up Month | 3.97% | 11.52% |
| Avg. Down Month | -3.08% | -7.56% |
| Win Days % | 48.16% | 51.3% |
| Win Month % | 64.29% | 62.79% |
| Win Week % | 45.45% | 51.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |