| Metric | 11384852:btcusd:triple_med_gx:lsma95_80 | 11384852:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 35.08% | 208.61% |
| Max Drawdown | -15.16% | -67.18% |
| Sharpe | 0.38 | 0.45 |
| Sortino | 0.6 | 0.65 |
| Payoff Ratio | 1.24 | 1.15 |
| Profit Factor | 1.23 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.72 | 0.63 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 72.78 | 3.04 |
| Outlier Loss Ratio | 4.26 | 2.89 |
| Volatility (ann.) | 6.42% | 26.38% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.61 | 0.59 |
| Skew | 2.05 | 0.2 |
| Kurtosis | 94.52 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.72% | 2.72% |
| Expected Yearly % | 7.81% | 32.54% |
| Kelly Criterion | 4.17% | 8.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.24% |
| Expected Shortfall (cVaR) | -0.55% | -2.24% |
| Year | 11384852:BTCUSD | 11384852:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -3.84 | 0.07 | + |
| 2023 | 155.54 | -5.45 | -0.04 | - |
| 2024 | 121.00 | 53.46 | 0.44 | - |
| 2025 | 17.02 | -3.18 | -0.19 | - |
| Metric | 11384852:btcusd:triple_med_gx:lsma95_80 | 11384852:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.37% | 31.76% |
| 6M | 1.62% | 12.25% |
| YTD | -3.18% | 17.02% |
| 1Y | 17.6% | 57.19% |
| 3Y (ann.) | 11.69% | 55.42% |
| 5Y (ann.) | 9.31% | 39.6% |
| Metric | 11384852:btcusd:triple_med_gx:lsma95_80 | 11384852:BTCUSD |
|---|---|---|
| Max Drawdown | -15.16% | -67.18% |
| Longest DD Days | 571.0 | 683.0 |
| Avg. Drawdown | -2.85% | -6.33% |
| Avg. Drawdown Days | 55.0 | 31.0 |
| Recovery Factor | 2.31 | 3.11 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-10 | 2024-05-03 | -15.16 | 571 |
| 2022-02-15 | 2022-09-19 | -14.90 | 216 |
| 2025-01-20 | 2025-06-11 | -9.30 | 142 |
| 2024-05-21 | 2024-07-01 | -3.88 | 41 |
| 2024-09-28 | 2024-12-15 | -2.12 | 78 |
| 2022-01-25 | 2022-01-25 | -1.68 | 0 |
| 2024-07-15 | 2024-08-23 | -1.68 | 39 |
| 2024-07-01 | 2024-07-13 | -1.57 | 12 |
| 2024-12-16 | 2025-01-15 | -1.49 | 29 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| Metric | 11384852:btcusd:triple_med_gx:lsma95_80 | 11384852:BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -5.05% | -9.32% |
| Best Week | 12.05% | 35.75% |
| Worst Week | -7.0% | -29.64% |
| Best Month | 15.01% | 43.77% |
| Worst Month | -7.09% | -37.12% |
| Best Year | 53.46% | 155.54% |
| Worst Year | -5.45% | -53.3% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.67% | -0.74% |
| Avg. Up Week | 3.63% | 6.02% |
| Avg. Down Week | -1.53% | -5.3% |
| Avg. Up Month | 4.26% | 16.27% |
| Avg. Down Month | -3.31% | -13.91% |
| Win Days % | 47.01% | 51.28% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 42.11% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 25.0% | 75.0% |