| Metric | 11381832:btcusd:triple_med_gx:lsma85_70 | 11381832:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 9.76% | 205.34% |
| Max Drawdown | -12.52% | -67.18% |
| Sharpe | 0.15 | 0.44 |
| Sortino | 0.24 | 0.65 |
| Payoff Ratio | 1.2 | 1.18 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.56 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 94.94 | 2.87 |
| Outlier Loss Ratio | 4.38 | 2.79 |
| Volatility (ann.) | 5.6% | 26.45% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.22 | 0.58 |
| Skew | 3.01 | 0.2 |
| Kurtosis | 132.06 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.22% | 2.69% |
| Expected Yearly % | 2.36% | 32.19% |
| Kelly Criterion | -4.93% | 10.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.25% |
| Expected Shortfall (cVaR) | -0.48% | -2.25% |
| Year | 11381832:BTCUSD | 11381832:btcusd:triple_med_gx:lsma85_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -0.07 | 0.00 | + |
| 2023 | 155.54 | -2.96 | -0.02 | - |
| 2024 | 121.00 | 3.50 | 0.03 | - |
| 2025 | 17.02 | 9.36 | 0.55 | - |
| Metric | 11381832:btcusd:triple_med_gx:lsma85_70 | 11381832:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.69% | 31.76% |
| 6M | 9.96% | 12.25% |
| YTD | 9.36% | 17.02% |
| 1Y | 5.26% | 57.19% |
| 3Y (ann.) | 4.82% | 55.42% |
| 5Y (ann.) | 2.79% | 39.05% |
| Metric | 11381832:btcusd:triple_med_gx:lsma85_70 | 11381832:BTCUSD |
|---|---|---|
| Max Drawdown | -12.52% | -67.18% |
| Longest DD Days | 842.0 | 683.0 |
| Avg. Drawdown | -2.99% | -6.27% |
| Avg. Drawdown Days | 114.0 | 29.0 |
| Recovery Factor | 0.78 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-24 | 2025-05-15 | -12.52 | 842 |
| 2022-04-26 | 2022-08-11 | -8.54 | 106 |
| 2022-08-11 | 2023-01-20 | -3.37 | 162 |
| 2022-03-06 | 2022-04-01 | -2.69 | 26 |
| 2023-01-22 | 2023-01-23 | -0.93 | 0 |
| 2023-01-22 | 2023-01-22 | -0.67 | 0 |
| 2023-01-23 | 2023-01-24 | -0.64 | 0 |
| 2025-05-22 | 2025-05-22 | -0.18 | 0 |
| 2022-02-12 | 2022-02-12 | -0.18 | 0 |
| 2022-04-25 | 2022-04-26 | -0.18 | 0 |
| Metric | 11381832:btcusd:triple_med_gx:lsma85_70 | 11381832:BTCUSD |
|---|---|---|
| Best Day | 5.96% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 7.64% | 35.75% |
| Worst Week | -6.85% | -29.64% |
| Best Month | 8.02% | 43.77% |
| Worst Month | -7.79% | -37.12% |
| Best Year | 9.36% | 155.54% |
| Worst Year | -2.96% | -53.8% |
| Avg. Up Day | 0.82% | 0.86% |
| Avg. Down Day | -0.68% | -0.73% |
| Avg. Up Week | 2.95% | 5.96% |
| Avg. Down Week | -1.85% | -3.98% |
| Avg. Up Month | 2.69% | 15.56% |
| Avg. Down Month | -2.04% | -8.94% |
| Win Days % | 42.74% | 51.28% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 43.84% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |