| Metric | 11385137:btcusd:triple_med_gx:lsma95_80 | 11385137:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 26.68% | 188.04% |
| Max Drawdown | -14.28% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.5 | 0.63 |
| Payoff Ratio | 1.3 | 1.26 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.72 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 80.35 | 2.95 |
| Outlier Loss Ratio | 3.88 | 2.83 |
| Volatility (ann.) | 6.13% | 26.35% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.51 | 0.55 |
| Skew | 2.15 | 0.2 |
| Kurtosis | 85.77 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.56% | 2.55% |
| Expected Yearly % | 6.09% | 30.28% |
| Kelly Criterion | 4.21% | 12.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.24% |
| Expected Shortfall (cVaR) | -0.52% | -2.24% |
| Year | 11385137:BTCUSD | 11385137:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -2.35 | 0.04 | + |
| 2023 | 155.54 | 3.67 | 0.02 | - |
| 2024 | 121.00 | 38.45 | 0.32 | - |
| 2025 | 17.02 | -9.62 | -0.56 | - |
| Metric | 11385137:btcusd:triple_med_gx:lsma95_80 | 11385137:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.08% | 31.76% |
| 6M | -5.8% | 12.25% |
| YTD | -9.62% | 17.02% |
| 1Y | 0.8% | 57.19% |
| 3Y (ann.) | 5.81% | 55.42% |
| 5Y (ann.) | 7.29% | 36.99% |
| Metric | 11385137:btcusd:triple_med_gx:lsma95_80 | 11385137:BTCUSD |
|---|---|---|
| Max Drawdown | -14.28% | -67.18% |
| Longest DD Days | 615.0 | 683.0 |
| Avg. Drawdown | -2.8% | -6.61% |
| Avg. Drawdown Days | 60.0 | 33.0 |
| Recovery Factor | 1.87 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-28 | 2024-03-04 | -14.28 | 615 |
| 2024-12-16 | 2025-06-11 | -11.27 | 176 |
| 2024-05-16 | 2024-10-18 | -6.05 | 155 |
| 2024-03-05 | 2024-04-04 | -4.22 | 30 |
| 2024-04-04 | 2024-05-02 | -3.50 | 27 |
| 2022-03-06 | 2022-03-24 | -3.24 | 18 |
| 2022-03-25 | 2022-04-25 | -2.47 | 31 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-05-14 | 2024-05-15 | -0.99 | 0 |
| 2022-02-04 | 2022-03-05 | -0.67 | 28 |
| Metric | 11385137:btcusd:triple_med_gx:lsma95_80 | 11385137:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -4.65% | -9.32% |
| Best Week | 8.99% | 35.75% |
| Worst Week | -8.63% | -29.64% |
| Best Month | 16.28% | 43.77% |
| Worst Month | -8.63% | -37.12% |
| Best Year | 38.45% | 155.54% |
| Worst Year | -9.62% | -56.42% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 2.61% | 9.26% |
| Avg. Down Week | -2.77% | -5.83% |
| Avg. Up Month | 3.58% | 19.11% |
| Avg. Down Month | -2.57% | -12.97% |
| Win Days % | 45.8% | 51.3% |
| Win Month % | 51.43% | 61.9% |
| Win Week % | 50.88% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |