| Metric | 11385158:btcusd:triple_med_gx:lsma95_80 | 11385158:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 18.94% | 183.93% |
| Max Drawdown | -14.62% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.37 | 0.62 |
| Payoff Ratio | 1.34 | 1.26 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.67 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 82.93 | 3.0 |
| Outlier Loss Ratio | 3.87 | 2.82 |
| Volatility (ann.) | 6.24% | 26.34% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.36 | 0.54 |
| Skew | 1.52 | 0.2 |
| Kurtosis | 90.09 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.42% | 2.58% |
| Expected Yearly % | 4.43% | 29.81% |
| Kelly Criterion | 0.75% | 12.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.24% |
| Expected Shortfall (cVaR) | -0.53% | -2.24% |
| Year | 11385158:BTCUSD | 11385158:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -1.58 | 0.03 | + |
| 2023 | 155.54 | 3.52 | 0.02 | - |
| 2024 | 121.00 | 26.94 | 0.22 | - |
| 2025 | 17.02 | -8.03 | -0.47 | - |
| Metric | 11385158:btcusd:triple_med_gx:lsma95_80 | 11385158:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.01% | 31.76% |
| 6M | -5.1% | 12.25% |
| YTD | -8.03% | 17.02% |
| 1Y | -3.68% | 57.19% |
| 3Y (ann.) | 3.69% | 55.42% |
| 5Y (ann.) | 5.3% | 36.44% |
| Metric | 11385158:btcusd:triple_med_gx:lsma95_80 | 11385158:BTCUSD |
|---|---|---|
| Max Drawdown | -14.62% | -67.18% |
| Longest DD Days | 738.0 | 683.0 |
| Avg. Drawdown | -3.51% | -6.73% |
| Avg. Drawdown Days | 93.0 | 34.0 |
| Recovery Factor | 1.3 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2024-05-03 | -14.62 | 738 |
| 2024-12-16 | 2025-06-11 | -12.53 | 176 |
| 2024-05-16 | 2024-11-10 | -9.53 | 178 |
| 2024-05-04 | 2024-05-15 | -2.54 | 11 |
| 2022-03-06 | 2022-03-24 | -2.51 | 17 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2022-03-25 | 2022-04-25 | -0.60 | 31 |
| 2022-02-05 | 2022-03-06 | -0.52 | 28 |
| 2024-11-10 | 2024-12-15 | -0.36 | 35 |
| Metric | 11385158:btcusd:triple_med_gx:lsma95_80 | 11385158:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 8.58% | 35.75% |
| Worst Week | -9.84% | -29.64% |
| Best Month | 15.06% | 43.77% |
| Worst Month | -9.84% | -37.12% |
| Best Year | 26.94% | 155.54% |
| Worst Year | -8.03% | -57.04% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.72% | -0.78% |
| Avg. Up Week | 2.76% | 8.77% |
| Avg. Down Week | -2.66% | -5.46% |
| Avg. Up Month | 3.42% | 16.22% |
| Avg. Down Month | -2.72% | -13.83% |
| Win Days % | 43.21% | 51.31% |
| Win Month % | 62.86% | 60.98% |
| Win Week % | 50.0% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |