| Metric | 11383900:btcusd:triple_med_gx:lsma85_75 | 11383900:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 10.46% | 162.54% |
| Max Drawdown | -12.75% | -67.18% |
| Sharpe | 0.18 | 0.41 |
| Sortino | 0.29 | 0.59 |
| Payoff Ratio | 1.25 | 1.27 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.64 | 0.7 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 143.22 | 2.59 |
| Outlier Loss Ratio | 3.28 | 2.47 |
| Volatility (ann.) | 4.9% | 26.29% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.24 | 0.5 |
| Skew | 6.71 | 0.18 |
| Kurtosis | 262.65 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.24% | 2.38% |
| Expected Yearly % | 2.52% | 27.29% |
| Kelly Criterion | -1.88% | 13.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.23% |
| Expected Shortfall (cVaR) | -0.42% | -2.23% |
| Year | 11383900:BTCUSD | 11383900:btcusd:triple_med_gx:lsma85_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 11.81 | -0.20 | + |
| 2023 | 155.54 | 1.27 | 0.01 | - |
| 2024 | 121.00 | 7.60 | 0.06 | - |
| 2025 | 17.02 | -9.33 | -0.55 | - |
| Metric | 11383900:btcusd:triple_med_gx:lsma85_75 | 11383900:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.22% | 31.76% |
| 6M | -9.11% | 12.25% |
| YTD | -9.33% | 17.02% |
| 1Y | -4.38% | 57.19% |
| 3Y (ann.) | -1.44% | 55.42% |
| 5Y (ann.) | 3.02% | 33.45% |
| Metric | 11383900:btcusd:triple_med_gx:lsma85_75 | 11383900:BTCUSD |
|---|---|---|
| Max Drawdown | -12.75% | -67.18% |
| Longest DD Days | 817.0 | 683.0 |
| Avg. Drawdown | -3.25% | -7.17% |
| Avg. Drawdown Days | 120.0 | 37.0 |
| Recovery Factor | 0.82 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-25 | 2024-08-20 | -12.75 | 817 |
| 2024-10-18 | 2025-06-11 | -10.25 | 235 |
| 2024-08-20 | 2024-09-17 | -2.16 | 28 |
| 2022-03-07 | 2022-03-08 | -1.73 | 0 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2024-10-18 | 2024-10-18 | -0.63 | 0 |
| 2022-05-24 | 2022-05-24 | -0.38 | 0 |
| 2022-03-21 | 2022-03-22 | -0.31 | 0 |
| 2022-04-27 | 2022-04-27 | -0.18 | 0 |
| Metric | 11383900:btcusd:triple_med_gx:lsma85_75 | 11383900:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 9.32% | 35.75% |
| Worst Week | -7.36% | -29.64% |
| Best Month | 14.08% | 43.77% |
| Worst Month | -7.36% | -37.12% |
| Best Year | 11.81% | 155.54% |
| Worst Year | -9.33% | -60.27% |
| Avg. Up Day | 1.01% | 1.04% |
| Avg. Down Day | -0.81% | -0.81% |
| Avg. Up Week | 2.55% | 6.16% |
| Avg. Down Week | -2.59% | -4.61% |
| Avg. Up Month | 3.72% | 12.5% |
| Avg. Down Month | -1.7% | -15.49% |
| Win Days % | 43.43% | 51.29% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 50.0% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |