| Metric | 11383100:btcusd:triple_med_gx:lsma95_75 | 11383100:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 15.71% | 208.61% |
| Max Drawdown | -14.54% | -67.18% |
| Sharpe | 0.22 | 0.45 |
| Sortino | 0.34 | 0.65 |
| Payoff Ratio | 1.3 | 1.16 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.65 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 89.1 | 2.87 |
| Outlier Loss Ratio | 4.39 | 2.76 |
| Volatility (ann.) | 5.71% | 26.38% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.3 | 0.59 |
| Skew | 2.61 | 0.2 |
| Kurtosis | 123.21 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 2.72% |
| Expected Yearly % | 3.72% | 32.54% |
| Kelly Criterion | 0.1% | 9.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.24% |
| Expected Shortfall (cVaR) | -0.49% | -2.24% |
| Year | 11383100:BTCUSD | 11383100:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 12.70 | -0.24 | + |
| 2023 | 155.54 | -4.73 | -0.03 | - |
| 2024 | 121.00 | 12.27 | 0.10 | - |
| 2025 | 17.02 | -4.00 | -0.24 | - |
| Metric | 11383100:btcusd:triple_med_gx:lsma95_75 | 11383100:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.56% | 31.76% |
| 6M | -2.23% | 12.25% |
| YTD | -4.0% | 17.02% |
| 1Y | -1.37% | 57.19% |
| 3Y (ann.) | 4.0% | 55.42% |
| 5Y (ann.) | 4.41% | 39.6% |
| Metric | 11383100:btcusd:triple_med_gx:lsma95_75 | 11383100:BTCUSD |
|---|---|---|
| Max Drawdown | -14.54% | -67.18% |
| Longest DD Days | 725.0 | 683.0 |
| Avg. Drawdown | -3.71% | -6.33% |
| Avg. Drawdown Days | 80.0 | 31.0 |
| Recovery Factor | 1.08 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-01-15 | -14.54 | 725 |
| 2025-01-24 | 2025-06-11 | -8.80 | 137 |
| 2022-04-26 | 2022-05-30 | -7.43 | 34 |
| 2022-10-09 | 2023-01-20 | -4.57 | 103 |
| 2022-07-30 | 2022-09-16 | -3.85 | 47 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-06-08 | 2022-07-04 | -2.52 | 25 |
| 2022-02-12 | 2022-04-01 | -2.02 | 47 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| Metric | 11383100:btcusd:triple_med_gx:lsma95_75 | 11383100:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 9.52% | 35.75% |
| Worst Week | -4.98% | -29.64% |
| Best Month | 10.55% | 43.77% |
| Worst Month | -5.99% | -37.12% |
| Best Year | 12.7% | 155.54% |
| Worst Year | -4.73% | -53.3% |
| Avg. Up Day | 0.81% | 0.85% |
| Avg. Down Day | -0.62% | -0.73% |
| Avg. Up Week | 2.86% | 5.65% |
| Avg. Down Week | -1.75% | -4.35% |
| Avg. Up Month | 3.21% | 19.21% |
| Avg. Down Month | -2.14% | -15.15% |
| Win Days % | 43.49% | 51.28% |
| Win Month % | 47.37% | 61.9% |
| Win Week % | 47.22% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |