| Metric | 11383212:btcusd:triple_med_gx:lsma95_75 | 11383212:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 14.1% | 208.61% |
| Max Drawdown | -22.16% | -67.18% |
| Sharpe | 0.19 | 0.45 |
| Sortino | 0.31 | 0.65 |
| Payoff Ratio | 1.23 | 1.24 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.61 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 83.27 | 2.89 |
| Outlier Loss Ratio | 4.16 | 2.85 |
| Volatility (ann.) | 5.94% | 26.38% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.18 | 0.59 |
| Skew | 3.97 | 0.2 |
| Kurtosis | 105.83 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.31% | 2.72% |
| Expected Yearly % | 3.35% | 32.54% |
| Kelly Criterion | -0.92% | 11.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.24% |
| Expected Shortfall (cVaR) | -0.51% | -2.24% |
| Year | 11383212:BTCUSD | 11383212:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 11.40 | -0.21 | + |
| 2023 | 155.54 | -14.23 | -0.09 | - |
| 2024 | 121.00 | 33.63 | 0.28 | - |
| 2025 | 17.02 | -10.63 | -0.62 | - |
| Metric | 11383212:btcusd:triple_med_gx:lsma95_75 | 11383212:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.94% | 31.76% |
| 6M | -6.91% | 12.25% |
| YTD | -10.63% | 17.02% |
| 1Y | 4.35% | 57.19% |
| 3Y (ann.) | 2.43% | 55.42% |
| 5Y (ann.) | 3.98% | 39.6% |
| Metric | 11383212:btcusd:triple_med_gx:lsma95_75 | 11383212:BTCUSD |
|---|---|---|
| Max Drawdown | -22.16% | -67.18% |
| Longest DD Days | 842.0 | 683.0 |
| Avg. Drawdown | -4.78% | -6.33% |
| Avg. Drawdown Days | 103.0 | 31.0 |
| Recovery Factor | 0.64 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-31 | 2024-11-20 | -22.16 | 842 |
| 2025-01-10 | 2025-06-11 | -12.87 | 151 |
| 2022-02-13 | 2022-05-30 | -4.74 | 105 |
| 2022-07-05 | 2022-07-07 | -3.83 | 2 |
| 2022-06-08 | 2022-07-04 | -3.42 | 26 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-15 | 2022-07-18 | -1.46 | 3 |
| 2022-07-14 | 2022-07-15 | -0.88 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-12-13 | 2024-12-13 | -0.18 | 0 |
| Metric | 11383212:btcusd:triple_med_gx:lsma95_75 | 11383212:BTCUSD |
|---|---|---|
| Best Day | 6.59% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 10.16% | 35.75% |
| Worst Week | -5.62% | -29.64% |
| Best Month | 12.59% | 43.77% |
| Worst Month | -5.85% | -37.12% |
| Best Year | 33.63% | 155.54% |
| Worst Year | -14.23% | -53.3% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.68% | -0.71% |
| Avg. Up Week | 3.6% | 5.67% |
| Avg. Down Week | -1.92% | -4.58% |
| Avg. Up Month | 4.81% | 21.39% |
| Avg. Down Month | -3.35% | -12.57% |
| Win Days % | 44.25% | 51.28% |
| Win Month % | 41.03% | 61.9% |
| Win Week % | 42.65% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |