| Metric | 11383324:btcusd:triple_med_gx:lsma95_75 | 11383324:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 31.63% | 208.61% |
| Max Drawdown | -20.6% | -67.18% |
| Sharpe | 0.32 | 0.45 |
| Sortino | 0.49 | 0.65 |
| Payoff Ratio | 1.2 | 1.15 |
| Profit Factor | 1.2 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.68 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 68.25 | 3.04 |
| Outlier Loss Ratio | 3.61 | 2.96 |
| Volatility (ann.) | 7.28% | 26.38% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.41 | 0.59 |
| Skew | 2.35 | 0.2 |
| Kurtosis | 109.29 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.72% |
| Expected Yearly % | 7.11% | 32.54% |
| Kelly Criterion | 3.17% | 9.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.24% |
| Expected Shortfall (cVaR) | -0.62% | -2.24% |
| Year | 11383324:BTCUSD | 11383324:btcusd:triple_med_gx:lsma95_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 12.16 | -0.23 | + |
| 2023 | 155.54 | -7.24 | -0.05 | - |
| 2024 | 121.00 | 50.14 | 0.41 | - |
| 2025 | 17.02 | -15.74 | -0.92 | - |
| Metric | 11383324:btcusd:triple_med_gx:lsma95_75 | 11383324:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.67% | 31.76% |
| 6M | -13.84% | 12.25% |
| YTD | -15.74% | 17.02% |
| 1Y | 5.61% | 57.19% |
| 3Y (ann.) | 7.46% | 55.42% |
| 5Y (ann.) | 8.48% | 39.6% |
| Metric | 11383324:btcusd:triple_med_gx:lsma95_75 | 11383324:BTCUSD |
|---|---|---|
| Max Drawdown | -20.6% | -67.18% |
| Longest DD Days | 653.0 | 683.0 |
| Avg. Drawdown | -3.92% | -6.33% |
| Avg. Drawdown Days | 59.0 | 31.0 |
| Recovery Factor | 1.54 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-13 | 2024-05-27 | -20.60 | 653 |
| 2025-01-17 | 2025-06-11 | -15.74 | 144 |
| 2022-03-09 | 2022-07-16 | -14.05 | 128 |
| 2024-05-27 | 2024-08-21 | -5.64 | 85 |
| 2022-07-20 | 2022-08-13 | -3.60 | 23 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-10-25 | 2024-11-20 | -1.59 | 26 |
| Metric | 11383324:btcusd:triple_med_gx:lsma95_75 | 11383324:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.42% | 35.75% |
| Worst Week | -7.67% | -29.64% |
| Best Month | 17.0% | 43.77% |
| Worst Month | -7.67% | -37.12% |
| Best Year | 50.14% | 155.54% |
| Worst Year | -15.74% | -53.3% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.8% | -0.85% |
| Avg. Up Week | 4.32% | 5.79% |
| Avg. Down Week | -2.23% | -4.14% |
| Avg. Up Month | 4.61% | 16.93% |
| Avg. Down Month | -4.05% | -11.9% |
| Win Days % | 47.22% | 51.28% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 43.28% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |