| Metric | 11384510:btcusd:triple_med_gx:lsma65_80 | 11384510:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 9.39% | 168.36% |
| Max Drawdown | -13.33% | -67.18% |
| Sharpe | 0.14 | 0.41 |
| Sortino | 0.21 | 0.59 |
| Payoff Ratio | 1.21 | 1.13 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 0.58 | 0.62 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 91.32 | 2.84 |
| Outlier Loss Ratio | 4.17 | 2.76 |
| Volatility (ann.) | 5.85% | 26.51% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.2 | 0.5 |
| Skew | 0.96 | 0.19 |
| Kurtosis | 134.49 | 6.28 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.21% | 2.38% |
| Expected Yearly % | 2.27% | 27.99% |
| Kelly Criterion | -2.21% | 8.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.25% |
| Expected Shortfall (cVaR) | -0.5% | -2.25% |
| Year | 11384510:BTCUSD | 11384510:btcusd:triple_med_gx:lsma65_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -4.18 | 0.07 | + |
| 2023 | 155.54 | 4.22 | 0.03 | - |
| 2024 | 121.00 | 14.82 | 0.12 | - |
| 2025 | 17.02 | -4.60 | -0.27 | - |
| Metric | 11384510:btcusd:triple_med_gx:lsma65_80 | 11384510:BTCUSD |
|---|---|---|
| MTD | 0.91% | 4.4% |
| 3M | -7.49% | 31.76% |
| 6M | -7.89% | 12.25% |
| YTD | -4.6% | 17.02% |
| 1Y | -3.0% | 57.19% |
| 3Y (ann.) | 4.63% | 55.42% |
| 5Y (ann.) | 2.68% | 33.81% |
| Metric | 11384510:btcusd:triple_med_gx:lsma65_80 | 11384510:BTCUSD |
|---|---|---|
| Max Drawdown | -13.33% | -67.18% |
| Longest DD Days | 713.0 | 683.0 |
| Avg. Drawdown | -3.03% | -7.27% |
| Avg. Drawdown Days | 90.0 | 35.0 |
| Recovery Factor | 0.7 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-16 | 2024-02-28 | -13.33 | 713 |
| 2024-10-09 | 2025-06-11 | -12.31 | 245 |
| 2024-03-25 | 2024-08-23 | -5.62 | 151 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-01-28 | 2022-02-27 | -1.99 | 29 |
| 2024-03-25 | 2024-03-25 | -0.99 | 0 |
| 2022-03-14 | 2022-03-14 | -0.60 | 0 |
| 2024-09-10 | 2024-09-26 | -0.45 | 15 |
| 2024-08-24 | 2024-09-07 | -0.44 | 14 |
| 2024-09-07 | 2024-09-08 | -0.42 | 1 |
| Metric | 11384510:btcusd:triple_med_gx:lsma65_80 | 11384510:BTCUSD |
|---|---|---|
| Best Day | 5.64% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 7.25% | 35.75% |
| Worst Week | -7.79% | -29.64% |
| Best Month | 7.84% | 43.77% |
| Worst Month | -7.01% | -37.12% |
| Best Year | 14.82% | 155.54% |
| Worst Year | -4.6% | -59.39% |
| Avg. Up Day | 0.81% | 0.85% |
| Avg. Down Day | -0.67% | -0.75% |
| Avg. Up Week | 2.61% | 6.28% |
| Avg. Down Week | -1.59% | -3.71% |
| Avg. Up Month | 3.15% | 12.15% |
| Avg. Down Month | -2.52% | -12.75% |
| Win Days % | 44.05% | 51.22% |
| Win Month % | 50.0% | 59.52% |
| Win Week % | 42.25% | 50.83% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |