| Metric | 11385048:btcusd:triple_med_gx:lsma85_80 | 11385048:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 13.13% | 208.61% |
| Max Drawdown | -15.13% | -67.18% |
| Sharpe | 0.25 | 0.45 |
| Sortino | 0.42 | 0.65 |
| Payoff Ratio | 1.77 | 1.47 |
| Profit Factor | 1.23 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.77 | 0.81 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 153.74 | 2.61 |
| Outlier Loss Ratio | 5.08 | 2.48 |
| Volatility (ann.) | 4.04% | 26.38% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.25 | 0.59 |
| Skew | 5.34 | 0.2 |
| Kurtosis | 210.53 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.29% | 2.72% |
| Expected Yearly % | 3.13% | 32.54% |
| Kelly Criterion | -0.72% | 18.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.34% | -2.24% |
| Expected Shortfall (cVaR) | -0.34% | -2.24% |
| Year | 11385048:BTCUSD | 11385048:btcusd:triple_med_gx:lsma85_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 15.27 | -0.29 | + |
| 2023 | 155.54 | -8.30 | -0.05 | - |
| 2024 | 121.00 | 1.98 | 0.02 | - |
| 2025 | 17.02 | 4.95 | 0.29 | - |
| Metric | 11385048:btcusd:triple_med_gx:lsma85_80 | 11385048:BTCUSD |
|---|---|---|
| MTD | 0.56% | 4.4% |
| 3M | -1.72% | 31.76% |
| 6M | 7.22% | 12.25% |
| YTD | 4.95% | 17.02% |
| 1Y | 8.01% | 57.19% |
| 3Y (ann.) | 3.97% | 55.42% |
| 5Y (ann.) | 3.72% | 39.6% |
| Metric | 11385048:btcusd:triple_med_gx:lsma85_80 | 11385048:BTCUSD |
|---|---|---|
| Max Drawdown | -15.13% | -67.18% |
| Longest DD Days | 769.0 | 683.0 |
| Avg. Drawdown | -2.23% | -6.33% |
| Avg. Drawdown Days | 92.0 | 31.0 |
| Recovery Factor | 0.87 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-04 | 2025-06-11 | -15.13 | 769 |
| 2022-03-02 | 2022-07-14 | -4.16 | 134 |
| 2022-11-24 | 2023-03-14 | -1.55 | 109 |
| 2022-07-28 | 2022-08-10 | -1.49 | 12 |
| 2022-10-02 | 2022-10-26 | -1.25 | 24 |
| 2022-08-20 | 2022-09-19 | -0.77 | 30 |
| 2022-07-14 | 2022-07-15 | -0.70 | 0 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2022-02-03 | 2022-02-15 | -0.42 | 11 |
| 2022-07-15 | 2022-07-28 | -0.28 | 13 |
| Metric | 11385048:btcusd:triple_med_gx:lsma85_80 | 11385048:BTCUSD |
|---|---|---|
| Best Day | 5.07% | 9.33% |
| Worst Day | -3.78% | -9.32% |
| Best Week | 4.97% | 35.75% |
| Worst Week | -5.45% | -29.64% |
| Best Month | 7.37% | 43.77% |
| Worst Month | -5.24% | -37.12% |
| Best Year | 15.27% | 155.54% |
| Worst Year | -8.3% | -53.3% |
| Avg. Up Day | 0.95% | 1.01% |
| Avg. Down Day | -0.53% | -0.68% |
| Avg. Up Week | 1.35% | 7.62% |
| Avg. Down Week | -1.31% | -3.58% |
| Avg. Up Month | 2.01% | 12.58% |
| Avg. Down Month | -0.73% | -10.17% |
| Win Days % | 35.65% | 51.28% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 47.69% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |