| Metric | 11380614:btcusd:triple_med_gx:lsma85_65 | 11380614:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 17.0% | 239.56% |
| Max Drawdown | -9.78% | -67.18% |
| Sharpe | 0.21 | 0.47 |
| Sortino | 0.32 | 0.68 |
| Payoff Ratio | 1.2 | 1.04 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 75.99 | 2.99 |
| Outlier Loss Ratio | 4.37 | 2.9 |
| Volatility (ann.) | 6.34% | 26.24% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.47 | 0.63 |
| Skew | 1.37 | 0.2 |
| Kurtosis | 108.34 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.88% |
| Expected Yearly % | 4.0% | 35.75% |
| Kelly Criterion | -1.34% | 4.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.23% |
| Expected Shortfall (cVaR) | -0.54% | -2.23% |
| Year | 11380614:BTCUSD | 11380614:btcusd:triple_med_gx:lsma85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -2.57 | 0.05 | + |
| 2023 | 155.54 | 3.05 | 0.02 | - |
| 2024 | 121.00 | 5.92 | 0.05 | - |
| 2025 | 30.14 | 10.02 | 0.33 | - |
| Metric | 11380614:btcusd:triple_med_gx:lsma85_65 | 11380614:BTCUSD |
|---|---|---|
| MTD | 0.05% | 13.36% |
| 3M | 11.18% | 45.08% |
| 6M | 10.59% | 28.47% |
| YTD | 10.02% | 30.14% |
| 1Y | 14.41% | 105.13% |
| 3Y (ann.) | 5.76% | 81.7% |
| 5Y (ann.) | 4.62% | 42.14% |
| Metric | 11380614:btcusd:triple_med_gx:lsma85_65 | 11380614:BTCUSD |
|---|---|---|
| Max Drawdown | -9.78% | -67.18% |
| Longest DD Days | 683.0 | 683.0 |
| Avg. Drawdown | -2.19% | -6.05% |
| Avg. Drawdown Days | 59.0 | 29.0 |
| Recovery Factor | 1.74 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2024-03-10 | -9.78 | 683 |
| 2024-04-02 | 2024-12-13 | -9.68 | 255 |
| 2025-03-10 | 2025-04-22 | -8.04 | 43 |
| 2022-03-06 | 2022-04-01 | -2.51 | 25 |
| 2025-01-24 | 2025-02-20 | -2.40 | 26 |
| 2024-12-13 | 2025-01-23 | -2.33 | 40 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-07-04 | 2025-07-14 | -1.71 | 10 |
| 2025-06-15 | 2025-07-02 | -1.02 | 17 |
| 2025-04-23 | 2025-05-15 | -0.57 | 22 |
| Metric | 11380614:btcusd:triple_med_gx:lsma85_65 | 11380614:BTCUSD |
|---|---|---|
| Best Day | 5.96% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.38% | 35.75% |
| Worst Week | -6.85% | -29.64% |
| Best Month | 9.1% | 43.77% |
| Worst Month | -6.05% | -37.12% |
| Best Year | 10.02% | 155.54% |
| Worst Year | -2.57% | -53.8% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.67% | -0.79% |
| Avg. Up Week | 2.79% | 5.17% |
| Avg. Down Week | -1.69% | -4.01% |
| Avg. Up Month | 2.7% | 15.93% |
| Avg. Down Month | -2.08% | -10.54% |
| Win Days % | 44.8% | 51.3% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 44.3% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |