| Metric | 11383665:btcusd:triple_med_gx:lsma70_75 | 11383665:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 6.37% | 205.34% |
| Max Drawdown | -17.02% | -67.18% |
| Sharpe | 0.13 | 0.44 |
| Sortino | 0.21 | 0.65 |
| Payoff Ratio | 1.43 | 1.15 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.62 | 0.63 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 158.03 | 2.58 |
| Outlier Loss Ratio | 4.27 | 2.46 |
| Volatility (ann.) | 4.14% | 26.45% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.11 | 0.58 |
| Skew | 4.36 | 0.2 |
| Kurtosis | 235.81 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.15% | 2.69% |
| Expected Yearly % | 1.55% | 32.19% |
| Kelly Criterion | -4.26% | 8.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -2.25% |
| Expected Shortfall (cVaR) | -0.35% | -2.25% |
| Year | 11383665:BTCUSD | 11383665:btcusd:triple_med_gx:lsma70_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -13.97 | 0.26 | + |
| 2023 | 155.54 | 6.47 | 0.04 | - |
| 2024 | 121.00 | 17.00 | 0.14 | - |
| 2025 | 17.02 | -0.75 | -0.04 | - |
| Metric | 11383665:btcusd:triple_med_gx:lsma70_75 | 11383665:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.4% |
| 3M | -5.88% | 31.76% |
| 6M | 0.39% | 12.25% |
| YTD | -0.75% | 17.02% |
| 1Y | 1.06% | 57.19% |
| 3Y (ann.) | 4.14% | 55.42% |
| 5Y (ann.) | 1.84% | 39.05% |
| Metric | 11383665:btcusd:triple_med_gx:lsma70_75 | 11383665:BTCUSD |
|---|---|---|
| Max Drawdown | -17.02% | -67.18% |
| Longest DD Days | 846.0 | 683.0 |
| Avg. Drawdown | -2.93% | -6.27% |
| Avg. Drawdown Days | 115.0 | 29.0 |
| Recovery Factor | 0.37 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-25 | 2024-05-20 | -17.02 | 846 |
| 2025-02-14 | 2025-06-11 | -7.16 | 116 |
| 2024-07-07 | 2024-07-14 | -1.33 | 7 |
| 2024-05-21 | 2024-07-06 | -1.10 | 46 |
| 2024-07-14 | 2024-10-28 | -1.04 | 106 |
| 2024-11-22 | 2024-12-21 | -0.93 | 28 |
| 2025-01-16 | 2025-01-16 | -0.18 | 0 |
| 2022-01-25 | 2022-01-25 | -0.18 | 0 |
| 2025-01-28 | 2025-01-29 | -0.18 | 0 |
| 2025-02-14 | 2025-02-14 | -0.18 | 0 |
| Metric | 11383665:btcusd:triple_med_gx:lsma70_75 | 11383665:BTCUSD |
|---|---|---|
| Best Day | 5.49% | 9.33% |
| Worst Day | -4.72% | -9.32% |
| Best Week | 6.58% | 35.75% |
| Worst Week | -5.11% | -29.64% |
| Best Month | 10.56% | 43.77% |
| Worst Month | -5.13% | -37.12% |
| Best Year | 17.0% | 155.54% |
| Worst Year | -13.97% | -53.8% |
| Avg. Up Day | 0.89% | 0.95% |
| Avg. Down Day | -0.63% | -0.83% |
| Avg. Up Week | 1.94% | 7.98% |
| Avg. Down Week | -1.0% | -4.41% |
| Avg. Up Month | 3.22% | 12.86% |
| Avg. Down Month | -2.06% | -12.9% |
| Win Days % | 38.73% | 51.28% |
| Win Month % | 45.95% | 61.9% |
| Win Week % | 51.56% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |