| Metric | 11385249:btcusd:triple_med_gx:lsma85_80 | 11385249:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 26.88% | 162.54% |
| Max Drawdown | -9.02% | -67.18% |
| Sharpe | 0.43 | 0.41 |
| Sortino | 1.1 | 0.59 |
| Payoff Ratio | 2.45 | 2.05 |
| Profit Factor | 1.78 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.51 | 1.12 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 178.77 | 2.39 |
| Outlier Loss Ratio | 4.7 | 2.45 |
| Volatility (ann.) | 4.32% | 26.29% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.82 | 0.5 |
| Skew | 17.08 | 0.18 |
| Kurtosis | 462.75 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.38% |
| Expected Yearly % | 6.13% | 27.29% |
| Kelly Criterion | 7.86% | 27.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.23% |
| Expected Shortfall (cVaR) | -0.37% | -2.23% |
| Year | 11385249:BTCUSD | 11385249:btcusd:triple_med_gx:lsma85_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 17.93 | -0.30 | + |
| 2023 | 155.54 | 1.87 | 0.01 | - |
| 2024 | 121.00 | 14.18 | 0.12 | - |
| 2025 | 17.02 | -7.51 | -0.44 | - |
| Metric | 11385249:btcusd:triple_med_gx:lsma85_80 | 11385249:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.11% | 31.76% |
| 6M | -7.51% | 12.25% |
| YTD | -7.51% | 17.02% |
| 1Y | -3.65% | 57.19% |
| 3Y (ann.) | 4.28% | 55.42% |
| 5Y (ann.) | 7.38% | 33.45% |
| Metric | 11385249:btcusd:triple_med_gx:lsma85_80 | 11385249:BTCUSD |
|---|---|---|
| Max Drawdown | -9.02% | -67.18% |
| Longest DD Days | 575.0 | 683.0 |
| Avg. Drawdown | -2.11% | -7.17% |
| Avg. Drawdown Days | 73.0 | 37.0 |
| Recovery Factor | 2.98 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-18 | 2025-06-11 | -9.02 | 235 |
| 2022-10-05 | 2024-05-02 | -8.71 | 575 |
| 2022-07-01 | 2022-09-09 | -3.68 | 70 |
| 2022-05-25 | 2022-06-30 | -1.93 | 36 |
| 2024-08-20 | 2024-09-17 | -1.35 | 28 |
| 2022-03-08 | 2022-03-09 | -1.06 | 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 |
| 2022-04-28 | 2022-04-28 | -0.18 | 0 |
| Metric | 11385249:btcusd:triple_med_gx:lsma85_80 | 11385249:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -2.97% | -9.32% |
| Best Week | 8.79% | 35.75% |
| Worst Week | -2.75% | -29.64% |
| Best Month | 12.66% | 43.77% |
| Worst Month | -2.97% | -37.12% |
| Best Year | 17.93% | 155.54% |
| Worst Year | -7.51% | -60.27% |
| Avg. Up Day | 1.54% | 1.59% |
| Avg. Down Day | -0.63% | -0.78% |
| Avg. Up Week | 2.27% | 5.94% |
| Avg. Down Week | -1.41% | -4.61% |
| Avg. Up Month | 4.77% | 15.12% |
| Avg. Down Month | -1.28% | -10.22% |
| Win Days % | 34.58% | 51.29% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 54.84% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |