| Metric | 11383268:btcusd:triple_med_gx:lsma95_75 | 11383268:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 29.84% | 208.61% |
| Max Drawdown | -12.45% | -67.18% |
| Sharpe | 0.32 | 0.45 |
| Sortino | 0.52 | 0.65 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.21 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.69 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 73.23 | 2.95 |
| Outlier Loss Ratio | 4.0 | 2.89 |
| Volatility (ann.) | 6.64% | 26.38% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.65 | 0.59 |
| Skew | 3.16 | 0.2 |
| Kurtosis | 130.19 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.62% | 2.72% |
| Expected Yearly % | 6.75% | 32.54% |
| Kelly Criterion | 2.51% | 10.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.24% |
| Expected Shortfall (cVaR) | -0.57% | -2.24% |
| Year | 11383268:BTCUSD | 11383268:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 12.75 | -0.24 | + |
| 2023 | 155.54 | -2.94 | -0.02 | - |
| 2024 | 121.00 | 31.47 | 0.26 | - |
| 2025 | 17.02 | -9.75 | -0.57 | - |
| Metric | 11383268:btcusd:triple_med_gx:lsma95_75 | 11383268:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.68% | 31.76% |
| 6M | -5.03% | 12.25% |
| YTD | -9.75% | 17.02% |
| 1Y | 11.29% | 57.19% |
| 3Y (ann.) | 6.73% | 55.42% |
| 5Y (ann.) | 8.04% | 39.6% |
| Metric | 11383268:btcusd:triple_med_gx:lsma95_75 | 11383268:BTCUSD |
|---|---|---|
| Max Drawdown | -12.45% | -67.18% |
| Longest DD Days | 509.0 | 683.0 |
| Avg. Drawdown | -2.99% | -6.33% |
| Avg. Drawdown Days | 42.0 | 31.0 |
| Recovery Factor | 2.4 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-17 | 2025-06-11 | -12.45 | 144 |
| 2022-03-09 | 2022-07-04 | -11.55 | 117 |
| 2022-09-17 | 2024-02-09 | -8.95 | 509 |
| 2024-04-04 | 2024-05-27 | -7.93 | 52 |
| 2024-05-27 | 2024-08-23 | -5.94 | 87 |
| 2022-07-17 | 2022-07-19 | -5.37 | 2 |
| 2024-02-09 | 2024-04-04 | -3.94 | 54 |
| 2022-07-05 | 2022-07-16 | -3.83 | 11 |
| 2022-08-11 | 2022-08-13 | -3.77 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| Metric | 11383268:btcusd:triple_med_gx:lsma95_75 | 11383268:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.03% | 35.75% |
| Worst Week | -6.33% | -29.64% |
| Best Month | 9.25% | 43.77% |
| Worst Month | -5.07% | -37.12% |
| Best Year | 31.47% | 155.54% |
| Worst Year | -9.75% | -53.3% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 3.77% | 6.26% |
| Avg. Down Week | -1.91% | -4.1% |
| Avg. Up Month | 2.87% | 18.06% |
| Avg. Down Month | -1.8% | -11.51% |
| Win Days % | 46.12% | 51.28% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 44.78% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |