| Metric | 11380949:btcusd:triple_med_gx:lsma85_65 | 11380949:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 25.63% | 239.56% |
| Max Drawdown | -19.88% | -67.18% |
| Sharpe | 0.24 | 0.47 |
| Sortino | 0.37 | 0.68 |
| Payoff Ratio | 1.22 | 1.13 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 0.45 | 1.07 |
| CPC Index | 0.62 | 0.63 |
| Tail Ratio | 0.4 | 0.99 |
| Outlier Win Ratio | 53.57 | 3.15 |
| Outlier Loss Ratio | 4.13 | 3.1 |
| Volatility (ann.) | 8.05% | 26.24% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.34 | 0.63 |
| Skew | 0.95 | 0.2 |
| Kurtosis | 78.58 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.88% |
| Expected Yearly % | 5.87% | 35.75% |
| Kelly Criterion | -0.22% | 8.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.23% |
| Expected Shortfall (cVaR) | -0.69% | -2.23% |
| Year | 11380949:BTCUSD | 11380949:btcusd:triple_med_gx:lsma85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 21.97 | -0.41 | + |
| 2023 | 155.54 | -3.63 | -0.02 | - |
| 2024 | 121.00 | 17.99 | 0.15 | - |
| 2025 | 30.14 | -9.41 | -0.31 | - |
| Metric | 11380949:btcusd:triple_med_gx:lsma85_65 | 11380949:BTCUSD |
|---|---|---|
| MTD | -0.76% | 13.36% |
| 3M | -2.59% | 45.08% |
| 6M | -9.04% | 28.47% |
| YTD | -9.41% | 30.14% |
| 1Y | -4.85% | 105.13% |
| 3Y (ann.) | 2.84% | 81.7% |
| 5Y (ann.) | 6.78% | 42.14% |
| Metric | 11380949:btcusd:triple_med_gx:lsma85_65 | 11380949:BTCUSD |
|---|---|---|
| Max Drawdown | -19.88% | -67.18% |
| Longest DD Days | 767.0 | 683.0 |
| Avg. Drawdown | -3.5% | -6.05% |
| Avg. Drawdown Days | 56.0 | 29.0 |
| Recovery Factor | 1.29 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-19 | 2024-09-24 | -19.88 | 767 |
| 2024-12-13 | 2025-07-14 | -17.58 | 212 |
| 2022-03-09 | 2022-06-06 | -12.61 | 88 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-02-16 | 2022-03-09 | -2.88 | 21 |
| 2024-09-25 | 2024-11-20 | -2.88 | 56 |
| 2022-01-22 | 2022-01-23 | -2.46 | 1 |
| 2022-07-19 | 2022-07-27 | -2.27 | 8 |
| 2022-07-28 | 2022-08-10 | -1.93 | 12 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| Metric | 11380949:btcusd:triple_med_gx:lsma85_65 | 11380949:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 11.78% | 35.75% |
| Worst Week | -9.0% | -29.64% |
| Best Month | 23.67% | 43.77% |
| Worst Month | -7.82% | -37.12% |
| Best Year | 21.97% | 155.54% |
| Worst Year | -9.41% | -53.8% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.74% | -0.82% |
| Avg. Up Week | 2.85% | 6.62% |
| Avg. Down Week | -2.16% | -4.53% |
| Avg. Up Month | 4.92% | 16.83% |
| Avg. Down Month | -4.56% | -9.42% |
| Win Days % | 44.86% | 51.3% |
| Win Month % | 48.84% | 62.79% |
| Win Week % | 49.46% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |