| Metric | 11384904:btcusd:triple_med_gx:lsma85_80 | 11384904:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 14.39% | 205.34% |
| Max Drawdown | -18.67% | -67.18% |
| Sharpe | 0.21 | 0.44 |
| Sortino | 0.43 | 0.65 |
| Payoff Ratio | 1.57 | 1.3 |
| Profit Factor | 1.18 | 1.08 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.7 | 0.72 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 111.91 | 2.69 |
| Outlier Loss Ratio | 4.79 | 2.65 |
| Volatility (ann.) | 5.45% | 26.45% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.22 | 0.58 |
| Skew | 13.06 | 0.2 |
| Kurtosis | 361.96 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.69% |
| Expected Yearly % | 3.42% | 32.19% |
| Kelly Criterion | -1.56% | 13.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.25% |
| Expected Shortfall (cVaR) | -0.47% | -2.25% |
| Year | 11384904:BTCUSD | 11384904:btcusd:triple_med_gx:lsma85_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -15.76 | 0.29 | + |
| 2023 | 155.54 | 6.73 | 0.04 | - |
| 2024 | 121.00 | 29.67 | 0.25 | - |
| 2025 | 17.02 | -1.88 | -0.11 | - |
| Metric | 11384904:btcusd:triple_med_gx:lsma85_80 | 11384904:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.4% |
| 3M | -4.0% | 31.76% |
| 6M | -1.19% | 12.25% |
| YTD | -1.88% | 17.02% |
| 1Y | 3.37% | 57.19% |
| 3Y (ann.) | 6.27% | 55.42% |
| 5Y (ann.) | 4.05% | 39.05% |
| Metric | 11384904:btcusd:triple_med_gx:lsma85_80 | 11384904:BTCUSD |
|---|---|---|
| Max Drawdown | -18.67% | -67.18% |
| Longest DD Days | 829.0 | 683.0 |
| Avg. Drawdown | -4.16% | -6.27% |
| Avg. Drawdown Days | 118.0 | 29.0 |
| Recovery Factor | 0.77 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-25 | 2024-05-03 | -18.67 | 829 |
| 2024-07-03 | 2024-11-06 | -8.20 | 125 |
| 2025-01-28 | 2025-06-11 | -4.61 | 133 |
| 2024-06-12 | 2024-07-01 | -3.53 | 18 |
| 2024-12-16 | 2025-01-17 | -3.29 | 32 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-11-22 | 2024-12-15 | -1.00 | 23 |
| 2024-05-21 | 2024-06-12 | -0.71 | 22 |
| 2024-05-20 | 2024-05-20 | -0.18 | 0 |
| 2022-01-25 | 2022-01-25 | -0.18 | 0 |
| Metric | 11384904:btcusd:triple_med_gx:lsma85_80 | 11384904:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -2.96% | -9.32% |
| Best Week | 8.89% | 35.75% |
| Worst Week | -3.55% | -29.64% |
| Best Month | 14.16% | 43.77% |
| Worst Month | -5.17% | -37.12% |
| Best Year | 29.67% | 155.54% |
| Worst Year | -15.76% | -53.8% |
| Avg. Up Day | 0.93% | 1.0% |
| Avg. Down Day | -0.59% | -0.76% |
| Avg. Up Week | 2.61% | 8.07% |
| Avg. Down Week | -1.18% | -5.08% |
| Avg. Up Month | 5.09% | 16.04% |
| Avg. Down Month | -1.1% | -12.5% |
| Win Days % | 37.93% | 51.28% |
| Win Month % | 36.59% | 61.9% |
| Win Week % | 42.86% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |