| Metric | 11385224:btcusd:triple_med_gx:lsma85_80 | 11385224:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 23.92% | 162.58% |
| Max Drawdown | -6.27% | -67.18% |
| Sharpe | 0.42 | 0.41 |
| Sortino | 0.88 | 0.59 |
| Payoff Ratio | 2.09 | 1.72 |
| Profit Factor | 1.68 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.38 | 0.94 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 183.38 | 2.4 |
| Outlier Loss Ratio | 4.96 | 2.45 |
| Volatility (ann.) | 4.01% | 26.28% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.05 | 0.5 |
| Skew | 13.04 | 0.18 |
| Kurtosis | 476.44 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.38% |
| Expected Yearly % | 5.51% | 27.3% |
| Kelly Criterion | 10.35% | 22.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.34% | -2.23% |
| Expected Shortfall (cVaR) | -0.34% | -2.23% |
| Year | 11385224:BTCUSD | 11385224:btcusd:triple_med_gx:lsma85_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 8.64 | -0.14 | + |
| 2023 | 155.54 | 2.73 | 0.02 | - |
| 2024 | 121.00 | 15.73 | 0.13 | - |
| 2025 | 17.02 | -4.06 | -0.24 | - |
| Metric | 11385224:btcusd:triple_med_gx:lsma85_80 | 11385224:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.11% | 31.76% |
| 6M | -4.06% | 12.25% |
| YTD | -4.06% | 17.02% |
| 1Y | -1.0% | 57.19% |
| 3Y (ann.) | 3.79% | 55.42% |
| 5Y (ann.) | 6.62% | 33.42% |
| Metric | 11385224:btcusd:triple_med_gx:lsma85_80 | 11385224:BTCUSD |
|---|---|---|
| Max Drawdown | -6.27% | -67.18% |
| Longest DD Days | 425.0 | 683.0 |
| Avg. Drawdown | -1.48% | -6.97% |
| Avg. Drawdown Days | 61.0 | 36.0 |
| Recovery Factor | 3.81 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-05 | 2023-12-04 | -6.27 | 425 |
| 2024-10-18 | 2025-06-11 | -5.66 | 235 |
| 2022-03-22 | 2022-10-04 | -4.74 | 196 |
| 2024-05-02 | 2024-05-02 | -1.12 | 0 |
| 2024-02-02 | 2024-04-05 | -0.95 | 63 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2024-05-01 | 2024-05-01 | -0.73 | 0 |
| 2024-05-03 | 2024-05-03 | -0.44 | 0 |
| 2022-03-21 | 2022-03-22 | -0.31 | 0 |
| 2024-05-02 | 2024-05-03 | -0.23 | 0 |
| Metric | 11385224:btcusd:triple_med_gx:lsma85_80 | 11385224:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 8.39% | 35.75% |
| Worst Week | -4.66% | -29.64% |
| Best Month | 8.39% | 43.77% |
| Worst Month | -4.66% | -37.12% |
| Best Year | 15.73% | 155.54% |
| Worst Year | -4.06% | -60.27% |
| Avg. Up Day | 1.12% | 1.17% |
| Avg. Down Day | -0.53% | -0.68% |
| Avg. Up Week | 1.68% | 6.38% |
| Avg. Down Week | -0.98% | -6.41% |
| Avg. Up Month | 3.71% | 14.59% |
| Avg. Down Month | -0.38% | -13.4% |
| Win Days % | 39.37% | 51.28% |
| Win Month % | 51.72% | 60.98% |
| Win Week % | 51.43% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |