| Metric | 11383696:btcusd:triple_med_gx:lsma85_75 | 11383696:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 17.92% | 208.61% |
| Max Drawdown | -18.49% | -67.18% |
| Sharpe | 0.24 | 0.45 |
| Sortino | 0.39 | 0.65 |
| Payoff Ratio | 1.36 | 1.23 |
| Profit Factor | 1.17 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.65 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 91.47 | 2.85 |
| Outlier Loss Ratio | 4.26 | 2.75 |
| Volatility (ann.) | 5.81% | 26.38% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.27 | 0.59 |
| Skew | 4.26 | 0.2 |
| Kurtosis | 129.63 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.72% |
| Expected Yearly % | 4.21% | 32.54% |
| Kelly Criterion | -2.22% | 11.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.24% |
| Expected Shortfall (cVaR) | -0.5% | -2.24% |
| Year | 11383696:BTCUSD | 11383696:btcusd:triple_med_gx:lsma85_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 23.36 | -0.44 | + |
| 2023 | 155.54 | -5.13 | -0.03 | - |
| 2024 | 121.00 | -6.48 | -0.05 | - |
| 2025 | 17.02 | 7.75 | 0.46 | - |
| Metric | 11383696:btcusd:triple_med_gx:lsma85_75 | 11383696:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.17% | 31.76% |
| 6M | 4.11% | 12.25% |
| YTD | 7.75% | 17.02% |
| 1Y | 0.1% | 57.19% |
| 3Y (ann.) | 3.58% | 55.42% |
| 5Y (ann.) | 5.0% | 39.6% |
| Metric | 11383696:btcusd:triple_med_gx:lsma85_75 | 11383696:BTCUSD |
|---|---|---|
| Max Drawdown | -18.49% | -67.18% |
| Longest DD Days | 769.0 | 683.0 |
| Avg. Drawdown | -2.68% | -6.33% |
| Avg. Drawdown Days | 72.0 | 31.0 |
| Recovery Factor | 0.97 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-04 | 2025-06-11 | -18.49 | 769 |
| 2022-06-27 | 2022-07-15 | -4.85 | 17 |
| 2022-11-24 | 2023-05-03 | -4.00 | 160 |
| 2022-08-19 | 2022-09-19 | -3.14 | 31 |
| 2022-03-22 | 2022-06-12 | -2.61 | 81 |
| 2022-09-20 | 2022-10-25 | -2.33 | 35 |
| 2022-03-02 | 2022-03-22 | -2.32 | 20 |
| 2022-07-28 | 2022-08-10 | -2.14 | 12 |
| 2022-02-03 | 2022-02-15 | -0.83 | 11 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| Metric | 11383696:btcusd:triple_med_gx:lsma85_75 | 11383696:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -4.22% | -9.32% |
| Best Week | 9.35% | 35.75% |
| Worst Week | -5.28% | -29.64% |
| Best Month | 12.63% | 43.77% |
| Worst Month | -4.75% | -37.12% |
| Best Year | 23.36% | 155.54% |
| Worst Year | -6.48% | -53.3% |
| Avg. Up Day | 0.94% | 0.97% |
| Avg. Down Day | -0.69% | -0.79% |
| Avg. Up Week | 1.95% | 7.08% |
| Avg. Down Week | -1.9% | -4.32% |
| Avg. Up Month | 2.64% | 13.81% |
| Avg. Down Month | -2.23% | -11.42% |
| Win Days % | 41.18% | 51.28% |
| Win Month % | 55.56% | 61.9% |
| Win Week % | 53.73% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |