| Metric | 11382798:btcusd:triple_med_gx:lsma95_70 | 11382798:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 15.71% | 156.76% |
| Max Drawdown | -13.04% | -67.18% |
| Sharpe | 0.23 | 0.4 |
| Sortino | 0.36 | 0.58 |
| Payoff Ratio | 1.32 | 1.3 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.68 | 0.71 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 96.94 | 2.83 |
| Outlier Loss Ratio | 3.72 | 2.74 |
| Volatility (ann.) | 5.54% | 26.27% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.34 | 0.49 |
| Skew | 2.51 | 0.18 |
| Kurtosis | 110.26 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.36% | 2.33% |
| Expected Yearly % | 3.71% | 26.58% |
| Kelly Criterion | 2.9% | 13.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.23% |
| Expected Shortfall (cVaR) | -0.47% | -2.23% |
| Year | 11382798:BTCUSD | 11382798:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 13.68 | -0.22 | + |
| 2023 | 155.54 | 15.68 | 0.10 | - |
| 2024 | 121.00 | -4.32 | -0.04 | - |
| 2025 | 17.02 | -8.05 | -0.47 | - |
| Metric | 11382798:btcusd:triple_med_gx:lsma95_70 | 11382798:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.92% | 31.76% |
| 6M | -8.05% | 12.25% |
| YTD | -8.05% | 17.02% |
| 1Y | -2.78% | 57.19% |
| 3Y (ann.) | 5.16% | 55.42% |
| 5Y (ann.) | 4.49% | 32.84% |
| Metric | 11382798:btcusd:triple_med_gx:lsma95_70 | 11382798:BTCUSD |
|---|---|---|
| Max Drawdown | -13.04% | -67.18% |
| Longest DD Days | 516.0 | 683.0 |
| Avg. Drawdown | -2.35% | -7.23% |
| Avg. Drawdown Days | 48.0 | 38.0 |
| Recovery Factor | 1.2 | 2.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-11 | 2025-06-11 | -13.04 | 516 |
| 2023-05-07 | 2023-05-28 | -5.44 | 21 |
| 2022-05-25 | 2022-06-30 | -4.98 | 36 |
| 2022-07-01 | 2022-09-10 | -4.85 | 71 |
| 2022-12-01 | 2023-03-17 | -4.17 | 106 |
| 2023-08-09 | 2023-12-05 | -2.49 | 118 |
| 2022-09-11 | 2022-10-03 | -2.49 | 22 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| 2022-03-11 | 2022-03-11 | -1.65 | 0 |
| 2022-10-05 | 2022-11-29 | -1.54 | 55 |
| Metric | 11382798:btcusd:triple_med_gx:lsma95_70 | 11382798:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 6.71% | 35.75% |
| Worst Week | -8.51% | -29.64% |
| Best Month | 6.86% | 43.77% |
| Worst Month | -8.77% | -37.12% |
| Best Year | 15.68% | 155.54% |
| Worst Year | -8.05% | -61.15% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 3.24% | 9.47% |
| Avg. Down Week | -3.03% | -4.44% |
| Avg. Up Month | 3.83% | 15.01% |
| Avg. Down Month | -1.58% | -8.16% |
| Win Days % | 44.75% | 51.27% |
| Win Month % | 46.15% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 50.0% | 75.0% |