| Metric | 11383430:btcusd:triple_med_gx:lsma80_75 | 11383430:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 11.75% | 168.36% |
| Max Drawdown | -9.17% | -67.18% |
| Sharpe | 0.22 | 0.41 |
| Sortino | 0.38 | 0.59 |
| Payoff Ratio | 1.67 | 1.15 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 0.71 | 0.63 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 151.83 | 2.53 |
| Outlier Loss Ratio | 4.89 | 2.49 |
| Volatility (ann.) | 4.08% | 26.51% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.36 | 0.5 |
| Skew | 5.82 | 0.19 |
| Kurtosis | 208.88 | 6.28 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.38% |
| Expected Yearly % | 2.82% | 27.99% |
| Kelly Criterion | -3.11% | 8.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -2.25% |
| Expected Shortfall (cVaR) | -0.35% | -2.25% |
| Year | 11383430:BTCUSD | 11383430:btcusd:triple_med_gx:lsma80_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 8.90 | -0.15 | + |
| 2023 | 155.54 | 1.25 | 0.01 | - |
| 2024 | 121.00 | 4.67 | 0.04 | - |
| 2025 | 17.02 | -3.17 | -0.19 | - |
| Metric | 11383430:btcusd:triple_med_gx:lsma80_75 | 11383430:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.83% | 31.76% |
| 6M | -6.44% | 12.25% |
| YTD | -3.17% | 17.02% |
| 1Y | -2.25% | 57.19% |
| 3Y (ann.) | 4.27% | 55.42% |
| 5Y (ann.) | 3.33% | 33.81% |
| Metric | 11383430:btcusd:triple_med_gx:lsma80_75 | 11383430:BTCUSD |
|---|---|---|
| Max Drawdown | -9.17% | -67.18% |
| Longest DD Days | 432.0 | 683.0 |
| Avg. Drawdown | -2.12% | -7.27% |
| Avg. Drawdown Days | 89.0 | 35.0 |
| Recovery Factor | 1.28 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-04 | 2025-06-11 | -9.17 | 432 |
| 2023-05-29 | 2024-02-09 | -5.45 | 256 |
| 2022-01-23 | 2022-07-18 | -2.98 | 175 |
| 2022-08-19 | 2022-11-30 | -2.41 | 102 |
| 2022-12-09 | 2023-04-10 | -1.86 | 122 |
| 2023-04-21 | 2023-05-28 | -1.58 | 37 |
| 2024-02-09 | 2024-02-21 | -1.51 | 12 |
| 2022-11-30 | 2022-12-08 | -0.90 | 8 |
| 2022-07-28 | 2022-08-10 | -0.64 | 12 |
| 2023-04-12 | 2023-04-13 | -0.62 | 0 |
| Metric | 11383430:btcusd:triple_med_gx:lsma80_75 | 11383430:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -3.79% | -9.32% |
| Best Week | 5.52% | 35.75% |
| Worst Week | -4.16% | -29.64% |
| Best Month | 7.64% | 43.77% |
| Worst Month | -5.06% | -37.12% |
| Best Year | 8.9% | 155.54% |
| Worst Year | -3.17% | -59.39% |
| Avg. Up Day | 0.99% | 1.05% |
| Avg. Down Day | -0.59% | -0.91% |
| Avg. Up Week | 1.87% | 5.07% |
| Avg. Down Week | -1.24% | -4.67% |
| Avg. Up Month | 2.67% | 18.6% |
| Avg. Down Month | -1.71% | -8.34% |
| Win Days % | 35.44% | 51.22% |
| Win Month % | 50.0% | 59.52% |
| Win Week % | 48.48% | 50.83% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |