| Metric | 11385202:btcusd:triple_med_gx:lsma95_80 | 11385202:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 47.81% | 196.5% |
| Max Drawdown | -10.55% | -67.18% |
| Sharpe | 0.49 | 0.44 |
| Sortino | 0.85 | 0.64 |
| Payoff Ratio | 1.44 | 1.41 |
| Profit Factor | 1.38 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.94 | 0.78 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 81.23 | 2.91 |
| Outlier Loss Ratio | 3.83 | 2.72 |
| Volatility (ann.) | 6.37% | 26.35% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.17 | 0.57 |
| Skew | 5.07 | 0.2 |
| Kurtosis | 143.96 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.96% | 2.69% |
| Expected Yearly % | 10.26% | 31.22% |
| Kelly Criterion | 9.97% | 16.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.24% |
| Expected Shortfall (cVaR) | -0.54% | -2.24% |
| Year | 11385202:BTCUSD | 11385202:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 17.84 | -0.32 | + |
| 2023 | 155.54 | 8.04 | 0.05 | - |
| 2024 | 121.00 | 25.66 | 0.21 | - |
| 2025 | 17.02 | -7.61 | -0.45 | - |
| Metric | 11385202:btcusd:triple_med_gx:lsma95_80 | 11385202:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.25% | 31.76% |
| 6M | -5.8% | 12.25% |
| YTD | -7.61% | 17.02% |
| 1Y | 3.75% | 57.19% |
| 3Y (ann.) | 9.35% | 55.42% |
| 5Y (ann.) | 12.37% | 38.32% |
| Metric | 11385202:btcusd:triple_med_gx:lsma95_80 | 11385202:BTCUSD |
|---|---|---|
| Max Drawdown | -10.55% | -67.18% |
| Longest DD Days | 259.0 | 683.0 |
| Avg. Drawdown | -2.4% | -6.97% |
| Avg. Drawdown Days | 42.0 | 36.0 |
| Recovery Factor | 4.53 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -10.55 | 175 |
| 2022-10-05 | 2023-06-21 | -8.33 | 259 |
| 2022-03-25 | 2022-09-09 | -7.23 | 167 |
| 2023-08-08 | 2023-12-04 | -6.06 | 118 |
| 2024-02-03 | 2024-05-03 | -5.21 | 90 |
| 2024-08-20 | 2024-09-18 | -4.72 | 29 |
| 2024-05-16 | 2024-08-20 | -3.96 | 95 |
| 2023-12-05 | 2024-02-01 | -3.19 | 58 |
| 2023-06-22 | 2023-08-08 | -2.03 | 47 |
| 2022-03-22 | 2022-03-23 | -1.58 | 1 |
| Metric | 11385202:btcusd:triple_med_gx:lsma95_80 | 11385202:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 11.33% | 35.75% |
| Worst Week | -7.98% | -29.64% |
| Best Month | 14.61% | 43.77% |
| Worst Month | -7.98% | -37.12% |
| Best Year | 25.66% | 155.54% |
| Worst Year | -7.61% | -55.14% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.68% | -0.71% |
| Avg. Up Week | 3.58% | 8.89% |
| Avg. Down Week | -2.92% | -5.32% |
| Avg. Up Month | 4.94% | 19.74% |
| Avg. Down Month | -1.47% | -17.55% |
| Win Days % | 46.81% | 51.33% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 53.49% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |