| Metric | 11383098:btcusd:triple_med_gx:lsma85_75 | 11383098:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 7.31% | 205.34% |
| Max Drawdown | -9.34% | -67.18% |
| Sharpe | 0.13 | 0.44 |
| Sortino | 0.21 | 0.65 |
| Payoff Ratio | 1.46 | 1.21 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.61 | 0.67 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 124.44 | 2.71 |
| Outlier Loss Ratio | 4.53 | 2.59 |
| Volatility (ann.) | 4.87% | 26.45% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.23 | 0.58 |
| Skew | 4.01 | 0.2 |
| Kurtosis | 189.6 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.17% | 2.69% |
| Expected Yearly % | 1.78% | 32.19% |
| Kelly Criterion | -4.97% | 10.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.25% |
| Expected Shortfall (cVaR) | -0.42% | -2.25% |
| Year | 11383098:BTCUSD | 11383098:btcusd:triple_med_gx:lsma85_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 2.92 | -0.05 | + |
| 2023 | 155.54 | 0.25 | 0.00 | - |
| 2024 | 121.00 | 6.32 | 0.05 | - |
| 2025 | 17.02 | -2.18 | -0.13 | - |
| Metric | 11383098:btcusd:triple_med_gx:lsma85_75 | 11383098:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.36% | 31.76% |
| 6M | -0.97% | 12.25% |
| YTD | -2.18% | 17.02% |
| 1Y | 0.01% | 57.19% |
| 3Y (ann.) | 2.3% | 55.42% |
| 5Y (ann.) | 2.1% | 39.05% |
| Metric | 11383098:btcusd:triple_med_gx:lsma85_75 | 11383098:BTCUSD |
|---|---|---|
| Max Drawdown | -9.34% | -67.18% |
| Longest DD Days | 609.0 | 683.0 |
| Avg. Drawdown | -3.24% | -6.27% |
| Avg. Drawdown Days | 115.0 | 29.0 |
| Recovery Factor | 0.78 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-24 | 2024-09-24 | -9.34 | 609 |
| 2022-07-30 | 2023-01-20 | -7.52 | 174 |
| 2022-04-26 | 2022-07-18 | -6.26 | 83 |
| 2024-09-25 | 2025-06-11 | -5.41 | 259 |
| 2022-03-06 | 2022-04-01 | -1.24 | 25 |
| 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 |
| 2022-07-30 | 2022-07-30 | -0.18 | 0 |
| 2022-02-12 | 2022-02-12 | -0.18 | 0 |
| Metric | 11383098:btcusd:triple_med_gx:lsma85_75 | 11383098:BTCUSD |
|---|---|---|
| Best Day | 5.96% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 8.14% | 35.75% |
| Worst Week | -5.71% | -29.64% |
| Best Month | 8.14% | 43.77% |
| Worst Month | -3.18% | -37.12% |
| Best Year | 6.32% | 155.54% |
| Worst Year | -2.18% | -53.8% |
| Avg. Up Day | 0.91% | 0.96% |
| Avg. Down Day | -0.63% | -0.8% |
| Avg. Up Week | 2.6% | 6.35% |
| Avg. Down Week | -1.44% | -3.55% |
| Avg. Up Month | 1.79% | 15.74% |
| Avg. Down Month | -1.73% | -13.2% |
| Win Days % | 37.78% | 51.28% |
| Win Month % | 47.22% | 61.9% |
| Win Week % | 41.79% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |