| Metric | 11381140:btcusd:triple_med_gx:lsma85_65 | 11381140:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 24.41% | 195.42% |
| Max Drawdown | -12.79% | -67.18% |
| Sharpe | 0.26 | 0.44 |
| Sortino | 0.4 | 0.63 |
| Payoff Ratio | 1.18 | 1.12 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.62 | 0.62 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 61.6 | 3.11 |
| Outlier Loss Ratio | 4.07 | 3.02 |
| Volatility (ann.) | 7.17% | 26.36% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.52 | 0.56 |
| Skew | 1.29 | 0.2 |
| Kurtosis | 76.12 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.61% |
| Expected Yearly % | 5.61% | 31.1% |
| Kelly Criterion | 1.16% | 7.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.24% |
| Expected Shortfall (cVaR) | -0.61% | -2.24% |
| Year | 11381140:BTCUSD | 11381140:btcusd:triple_med_gx:lsma85_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 17.40 | -0.31 | + |
| 2023 | 155.54 | 0.18 | 0.00 | - |
| 2024 | 121.00 | 1.95 | 0.02 | - |
| 2025 | 17.02 | 3.75 | 0.22 | - |
| Metric | 11381140:btcusd:triple_med_gx:lsma85_65 | 11381140:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.47% | 31.76% |
| 6M | 5.3% | 12.25% |
| YTD | 3.75% | 17.02% |
| 1Y | 4.77% | 57.19% |
| 3Y (ann.) | 6.16% | 55.42% |
| 5Y (ann.) | 6.68% | 37.84% |
| Metric | 11381140:btcusd:triple_med_gx:lsma85_65 | 11381140:BTCUSD |
|---|---|---|
| Max Drawdown | -12.79% | -67.18% |
| Longest DD Days | 297.0 | 683.0 |
| Avg. Drawdown | -3.65% | -6.6% |
| Avg. Drawdown Days | 59.0 | 32.0 |
| Recovery Factor | 1.91 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-01-23 | -12.79 | 297 |
| 2022-06-26 | 2022-07-27 | -10.70 | 31 |
| 2023-05-05 | 2024-01-30 | -10.26 | 269 |
| 2022-08-17 | 2022-11-23 | -7.85 | 97 |
| 2025-01-23 | 2025-03-24 | -7.50 | 59 |
| 2022-02-02 | 2022-06-06 | -6.45 | 123 |
| 2025-03-24 | 2025-06-11 | -4.16 | 78 |
| 2022-07-28 | 2022-08-10 | -2.14 | 12 |
| 2024-01-30 | 2024-03-30 | -2.02 | 59 |
| 2022-12-14 | 2023-02-18 | -2.02 | 65 |
| Metric | 11381140:btcusd:triple_med_gx:lsma85_65 | 11381140:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 7.9% | 35.75% |
| Worst Week | -5.63% | -29.64% |
| Best Month | 7.12% | 43.77% |
| Worst Month | -6.87% | -37.12% |
| Best Year | 17.4% | 155.54% |
| Worst Year | 0.18% | -55.3% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.72% | -0.77% |
| Avg. Up Week | 2.38% | 6.92% |
| Avg. Down Week | -1.62% | -3.77% |
| Avg. Up Month | 2.7% | 13.55% |
| Avg. Down Month | -2.74% | -9.2% |
| Win Days % | 46.5% | 51.27% |
| Win Month % | 59.46% | 61.9% |
| Win Week % | 49.28% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |