| Metric | 11385395:btcusd:triple_med_gx:lsma115_80 | 11385395:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 28.8% | 157.49% |
| Max Drawdown | -13.63% | -67.18% |
| Sharpe | 0.33 | 0.4 |
| Sortino | 0.51 | 0.58 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.68 | 0.65 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 67.26 | 3.05 |
| Outlier Loss Ratio | 4.18 | 2.99 |
| Volatility (ann.) | 6.29% | 26.25% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.58 | 0.49 |
| Skew | 0.9 | 0.18 |
| Kurtosis | 51.17 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.62% | 2.33% |
| Expected Yearly % | 6.53% | 26.67% |
| Kelly Criterion | 4.39% | 10.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.23% |
| Expected Shortfall (cVaR) | -0.54% | -2.23% |
| Year | 11385395:BTCUSD | 11385395:btcusd:triple_med_gx:lsma115_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | 12.76 | -0.21 | + |
| 2023 | 155.54 | 2.86 | 0.02 | - |
| 2024 | 121.00 | 11.77 | 0.10 | - |
| 2025 | 17.02 | -0.65 | -0.04 | - |
| Metric | 11385395:btcusd:triple_med_gx:lsma115_80 | 11385395:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 8.54% | 31.76% |
| 6M | -0.65% | 12.25% |
| YTD | -0.65% | 17.02% |
| 1Y | 10.66% | 57.19% |
| 3Y (ann.) | 7.57% | 55.42% |
| 5Y (ann.) | 7.9% | 32.86% |
| Metric | 11385395:btcusd:triple_med_gx:lsma115_80 | 11385395:BTCUSD |
|---|---|---|
| Max Drawdown | -13.63% | -67.18% |
| Longest DD Days | 452.0 | 683.0 |
| Avg. Drawdown | -3.01% | -7.07% |
| Avg. Drawdown Days | 57.0 | 37.0 |
| Recovery Factor | 2.11 | 2.34 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-24 | 2025-06-11 | -13.63 | 107 |
| 2022-10-05 | 2023-05-28 | -8.99 | 235 |
| 2023-05-29 | 2024-08-23 | -5.84 | 452 |
| 2024-09-20 | 2025-01-14 | -5.74 | 116 |
| 2022-03-11 | 2022-03-16 | -5.32 | 4 |
| 2022-05-05 | 2022-07-04 | -4.53 | 60 |
| 2022-07-05 | 2022-09-10 | -3.83 | 67 |
| 2022-05-02 | 2022-05-05 | -3.50 | 3 |
| 2022-03-11 | 2022-03-11 | -1.65 | 0 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| Metric | 11385395:btcusd:triple_med_gx:lsma115_80 | 11385395:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -12.46% | -29.64% |
| Best Month | 10.83% | 43.77% |
| Worst Month | -12.46% | -37.12% |
| Best Year | 12.76% | 155.54% |
| Worst Year | -0.65% | -61.04% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.67% | -0.69% |
| Avg. Up Week | 2.98% | 9.36% |
| Avg. Down Week | -2.53% | -4.68% |
| Avg. Up Month | 3.56% | 18.5% |
| Avg. Down Month | -5.08% | -10.89% |
| Win Days % | 47.72% | 51.27% |
| Win Month % | 60.71% | 60.98% |
| Win Week % | 56.52% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |