| Metric | 11383543:btcusd:triple_med_gx:lsma85_75 | 11383543:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 14.92% | 205.34% |
| Max Drawdown | -21.24% | -67.18% |
| Sharpe | 0.19 | 0.44 |
| Sortino | 0.32 | 0.65 |
| Payoff Ratio | 1.45 | 1.2 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.65 | 0.66 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 77.36 | 2.91 |
| Outlier Loss Ratio | 4.65 | 2.85 |
| Volatility (ann.) | 6.7% | 26.45% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.2 | 0.58 |
| Skew | 6.33 | 0.2 |
| Kurtosis | 168.53 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.33% | 2.69% |
| Expected Yearly % | 3.54% | 32.19% |
| Kelly Criterion | -1.8% | 10.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.25% |
| Expected Shortfall (cVaR) | -0.57% | -2.25% |
| Year | 11383543:BTCUSD | 11383543:btcusd:triple_med_gx:lsma85_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 11.04 | -0.21 | + |
| 2023 | 155.54 | -9.62 | -0.06 | - |
| 2024 | 121.00 | 19.78 | 0.16 | - |
| 2025 | 17.02 | -4.40 | -0.26 | - |
| Metric | 11383543:btcusd:triple_med_gx:lsma85_75 | 11383543:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.53% | 31.76% |
| 6M | 2.83% | 12.25% |
| YTD | -4.4% | 17.02% |
| 1Y | 8.27% | 57.19% |
| 3Y (ann.) | -1.89% | 55.42% |
| 5Y (ann.) | 4.19% | 39.05% |
| Metric | 11383543:btcusd:triple_med_gx:lsma85_75 | 11383543:BTCUSD |
|---|---|---|
| Max Drawdown | -21.24% | -67.18% |
| Longest DD Days | 964.0 | 683.0 |
| Avg. Drawdown | -4.5% | -6.27% |
| Avg. Drawdown Days | 122.0 | 29.0 |
| Recovery Factor | 0.7 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-08 | 2025-01-27 | -21.24 | 964 |
| 2025-01-28 | 2025-06-11 | -9.75 | 134 |
| 2022-01-24 | 2022-01-24 | -4.42 | 0 |
| 2022-03-11 | 2022-04-01 | -2.96 | 21 |
| 2022-04-02 | 2022-05-30 | -2.44 | 57 |
| 2022-01-25 | 2022-02-15 | -2.04 | 21 |
| 2022-02-15 | 2022-03-11 | -1.00 | 23 |
| 2022-06-01 | 2022-06-06 | -0.60 | 5 |
| 2022-04-01 | 2022-04-02 | -0.35 | 0 |
| 2022-05-31 | 2022-05-31 | -0.26 | 0 |
| Metric | 11383543:btcusd:triple_med_gx:lsma85_75 | 11383543:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 8.2% | 35.75% |
| Worst Week | -7.21% | -29.64% |
| Best Month | 10.84% | 43.77% |
| Worst Month | -7.45% | -37.12% |
| Best Year | 19.78% | 155.54% |
| Worst Year | -9.62% | -53.8% |
| Avg. Up Day | 0.91% | 0.95% |
| Avg. Down Day | -0.63% | -0.8% |
| Avg. Up Week | 1.9% | 6.71% |
| Avg. Down Week | -1.52% | -6.38% |
| Avg. Up Month | 1.85% | 14.3% |
| Avg. Down Month | -3.03% | -11.81% |
| Win Days % | 39.77% | 51.28% |
| Win Month % | 48.78% | 61.9% |
| Win Week % | 42.86% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |