| Metric | 11382404:btcusd:triple_med_gx:lsma85_70 | 11382404:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 17.17% | 195.42% |
| Max Drawdown | -16.25% | -67.18% |
| Sharpe | 0.21 | 0.44 |
| Sortino | 0.33 | 0.63 |
| Payoff Ratio | 1.2 | 1.18 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.6 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 77.49 | 3.04 |
| Outlier Loss Ratio | 3.96 | 2.89 |
| Volatility (ann.) | 6.51% | 26.36% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.3 | 0.56 |
| Skew | 2.21 | 0.2 |
| Kurtosis | 93.27 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.61% |
| Expected Yearly % | 4.04% | 31.1% |
| Kelly Criterion | -1.6% | 10.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.24% |
| Expected Shortfall (cVaR) | -0.56% | -2.24% |
| Year | 11382404:BTCUSD | 11382404:btcusd:triple_med_gx:lsma85_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 20.87 | -0.38 | + |
| 2023 | 155.54 | -5.04 | -0.03 | - |
| 2024 | 121.00 | -7.70 | -0.06 | - |
| 2025 | 17.02 | 10.60 | 0.62 | - |
| Metric | 11382404:btcusd:triple_med_gx:lsma85_70 | 11382404:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.3% | 31.76% |
| 6M | 6.58% | 12.25% |
| YTD | 10.6% | 17.02% |
| 1Y | 2.85% | 57.19% |
| 3Y (ann.) | 3.18% | 55.42% |
| 5Y (ann.) | 4.81% | 37.84% |
| Metric | 11382404:btcusd:triple_med_gx:lsma85_70 | 11382404:BTCUSD |
|---|---|---|
| Max Drawdown | -16.25% | -67.18% |
| Longest DD Days | 909.0 | 683.0 |
| Avg. Drawdown | -3.64% | -6.6% |
| Avg. Drawdown Days | 108.0 | 32.0 |
| Recovery Factor | 1.06 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-14 | 2025-06-11 | -16.25 | 909 |
| 2022-06-11 | 2022-07-27 | -6.95 | 46 |
| 2022-03-22 | 2022-06-06 | -5.11 | 75 |
| 2022-03-02 | 2022-03-22 | -3.05 | 19 |
| 2022-08-11 | 2022-10-25 | -2.66 | 75 |
| 2022-07-28 | 2022-08-10 | -2.55 | 12 |
| 2022-10-26 | 2022-12-14 | -1.94 | 48 |
| 2022-02-03 | 2022-02-03 | -0.59 | 0 |
| 2022-07-28 | 2022-07-28 | -0.54 | 0 |
| 2022-10-25 | 2022-10-26 | -0.18 | 0 |
| Metric | 11382404:btcusd:triple_med_gx:lsma85_70 | 11382404:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 8.17% | 35.75% |
| Worst Week | -5.31% | -29.64% |
| Best Month | 12.63% | 43.77% |
| Worst Month | -7.02% | -37.12% |
| Best Year | 20.87% | 155.54% |
| Worst Year | -7.7% | -55.3% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 1.79% | 7.61% |
| Avg. Down Week | -2.22% | -4.69% |
| Avg. Up Month | 2.68% | 15.55% |
| Avg. Down Month | -2.78% | -11.8% |
| Win Days % | 44.66% | 51.27% |
| Win Month % | 48.65% | 61.9% |
| Win Week % | 57.14% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |