| Metric | 11381633:btcusd:triple_med_gx:lsma95_65 | 11381633:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 14.07% | 172.77% |
| Max Drawdown | -12.29% | -67.18% |
| Sharpe | 0.22 | 0.42 |
| Sortino | 0.34 | 0.61 |
| Payoff Ratio | 1.19 | 1.05 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 104.29 | 2.79 |
| Outlier Loss Ratio | 3.75 | 2.76 |
| Volatility (ann.) | 5.22% | 26.26% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.33 | 0.53 |
| Skew | 2.63 | 0.19 |
| Kurtosis | 122.74 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.48% |
| Expected Yearly % | 3.35% | 28.51% |
| Kelly Criterion | 2.47% | 5.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.23% |
| Expected Shortfall (cVaR) | -0.45% | -2.23% |
| Year | 11381633:BTCUSD | 11381633:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 6.27 | -0.11 | + |
| 2023 | 155.54 | 19.71 | 0.13 | - |
| 2024 | 121.00 | -3.25 | -0.03 | - |
| 2025 | 17.02 | -7.32 | -0.43 | - |
| Metric | 11381633:btcusd:triple_med_gx:lsma95_65 | 11381633:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.18% | 31.76% |
| 6M | -7.32% | 12.25% |
| YTD | -7.32% | 17.02% |
| 1Y | -0.74% | 57.19% |
| 3Y (ann.) | 7.37% | 55.42% |
| 5Y (ann.) | 4.06% | 35.42% |
| Metric | 11381633:btcusd:triple_med_gx:lsma95_65 | 11381633:BTCUSD |
|---|---|---|
| Max Drawdown | -12.29% | -67.18% |
| Longest DD Days | 516.0 | 683.0 |
| Avg. Drawdown | -3.27% | -7.19% |
| Avg. Drawdown Days | 88.0 | 37.0 |
| Recovery Factor | 1.14 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-11 | 2025-06-11 | -12.29 | 516 |
| 2022-03-04 | 2022-08-10 | -9.80 | 159 |
| 2023-05-06 | 2023-06-20 | -6.45 | 45 |
| 2023-08-09 | 2023-12-05 | -2.27 | 118 |
| 2023-12-06 | 2024-01-11 | -1.82 | 36 |
| 2022-10-05 | 2022-11-30 | -1.71 | 56 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| 2022-12-01 | 2023-03-16 | -1.52 | 105 |
| 2022-09-12 | 2022-10-03 | -1.29 | 21 |
| 2023-08-09 | 2023-08-09 | -0.18 | 0 |
| Metric | 11381633:btcusd:triple_med_gx:lsma95_65 | 11381633:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 10.82% | 35.75% |
| Worst Week | -8.51% | -29.64% |
| Best Month | 11.4% | 43.77% |
| Worst Month | -8.27% | -37.12% |
| Best Year | 19.71% | 155.54% |
| Worst Year | -7.32% | -58.73% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.7% | -0.81% |
| Avg. Up Week | 2.99% | 8.66% |
| Avg. Down Week | -2.85% | -3.13% |
| Avg. Up Month | 3.26% | 13.21% |
| Avg. Down Month | -1.43% | -8.06% |
| Win Days % | 47.0% | 51.3% |
| Win Month % | 59.26% | 60.98% |
| Win Week % | 58.33% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |