| Metric | 11385253:btcusd:triple_med_gx:lsma105_80 | 11385253:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 23.27% | 162.54% |
| Max Drawdown | -18.81% | -67.18% |
| Sharpe | 0.25 | 0.41 |
| Sortino | 0.4 | 0.59 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.63 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 65.95 | 3.0 |
| Outlier Loss Ratio | 3.72 | 2.98 |
| Volatility (ann.) | 7.3% | 26.29% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.34 | 0.5 |
| Skew | 2.83 | 0.18 |
| Kurtosis | 103.72 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.51% | 2.38% |
| Expected Yearly % | 5.37% | 27.29% |
| Kelly Criterion | 1.9% | 8.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.23% |
| Expected Shortfall (cVaR) | -0.62% | -2.23% |
| Year | 11385253:BTCUSD | 11385253:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 8.21 | -0.14 | + |
| 2023 | 155.54 | 2.14 | 0.01 | - |
| 2024 | 121.00 | 23.67 | 0.20 | - |
| 2025 | 17.02 | -9.83 | -0.58 | - |
| Metric | 11385253:btcusd:triple_med_gx:lsma105_80 | 11385253:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.36% | 31.76% |
| 6M | -18.81% | 12.25% |
| YTD | -9.83% | 17.02% |
| 1Y | -3.76% | 57.19% |
| 3Y (ann.) | 7.69% | 55.42% |
| 5Y (ann.) | 6.45% | 33.45% |
| Metric | 11385253:btcusd:triple_med_gx:lsma105_80 | 11385253:BTCUSD |
|---|---|---|
| Max Drawdown | -18.81% | -67.18% |
| Longest DD Days | 549.0 | 683.0 |
| Avg. Drawdown | -2.94% | -7.17% |
| Avg. Drawdown Days | 53.0 | 37.0 |
| Recovery Factor | 1.24 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -18.81 | 175 |
| 2022-10-05 | 2024-04-06 | -12.69 | 549 |
| 2022-03-09 | 2022-09-09 | -9.27 | 183 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-09-20 | 2024-11-10 | -3.48 | 50 |
| 2024-08-22 | 2024-09-17 | -1.93 | 26 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-05-05 | 2024-08-20 | -1.66 | 106 |
| 2024-04-08 | 2024-05-02 | -1.38 | 23 |
| 2022-09-10 | 2022-09-10 | -1.26 | 0 |
| Metric | 11385253:btcusd:triple_med_gx:lsma105_80 | 11385253:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -9.97% | -29.64% |
| Best Month | 11.74% | 43.77% |
| Worst Month | -9.97% | -37.12% |
| Best Year | 23.67% | 155.54% |
| Worst Year | -9.83% | -60.27% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.41% | 9.5% |
| Avg. Down Week | -2.67% | -4.05% |
| Avg. Up Month | 5.05% | 20.62% |
| Avg. Down Month | -4.02% | -10.48% |
| Win Days % | 47.05% | 51.29% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 47.92% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |