| Metric | 11385422:btcusd:triple_med_gx:lsma95_80 | 11385422:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 10.0% | 158.34% |
| Max Drawdown | -7.43% | -67.18% |
| Sharpe | 0.2 | 0.4 |
| Sortino | 0.33 | 0.58 |
| Payoff Ratio | 1.45 | 1.39 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.7 | 0.76 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 150.6 | 2.68 |
| Outlier Loss Ratio | 4.26 | 2.58 |
| Volatility (ann.) | 3.93% | 26.26% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.39 | 0.49 |
| Skew | 4.34 | 0.18 |
| Kurtosis | 145.53 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.23% | 2.34% |
| Expected Yearly % | 2.41% | 26.78% |
| Kelly Criterion | 1.59% | 16.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.34% | -2.23% |
| Expected Shortfall (cVaR) | -0.34% | -2.23% |
| Year | 11385422:BTCUSD | 11385422:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 3.77 | -0.06 | + |
| 2023 | 155.54 | 3.12 | 0.02 | - |
| 2024 | 121.00 | 7.86 | 0.06 | - |
| 2025 | 17.02 | -4.69 | -0.28 | - |
| Metric | 11385422:btcusd:triple_med_gx:lsma95_80 | 11385422:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.78% | 31.76% |
| 6M | -4.69% | 12.25% |
| YTD | -4.69% | 17.02% |
| 1Y | 6.49% | 57.19% |
| 3Y (ann.) | 4.09% | 55.42% |
| 5Y (ann.) | 2.91% | 33.06% |
| Metric | 11385422:btcusd:triple_med_gx:lsma95_80 | 11385422:BTCUSD |
|---|---|---|
| Max Drawdown | -7.43% | -67.18% |
| Longest DD Days | 406.0 | 683.0 |
| Avg. Drawdown | -3.18% | -6.83% |
| Avg. Drawdown Days | 123.0 | 36.0 |
| Recovery Factor | 1.35 | 2.36 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -7.43 | 233 |
| 2023-08-09 | 2024-09-18 | -7.33 | 406 |
| 2022-03-11 | 2022-11-30 | -6.56 | 264 |
| 2022-12-01 | 2023-05-28 | -4.71 | 178 |
| 2023-05-29 | 2023-06-21 | -1.68 | 23 |
| 2024-10-19 | 2024-10-20 | -0.42 | 0 |
| 2023-06-21 | 2023-06-22 | -0.26 | 0 |
| 2022-03-11 | 2022-03-11 | -0.18 | 0 |
| 2023-05-28 | 2023-05-28 | -0.04 | 0 |
| Metric | 11385422:btcusd:triple_med_gx:lsma95_80 | 11385422:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -3.44% | -9.32% |
| Best Week | 6.12% | 35.75% |
| Worst Week | -3.86% | -29.64% |
| Best Month | 6.12% | 43.77% |
| Worst Month | -3.75% | -37.12% |
| Best Year | 7.86% | 155.54% |
| Worst Year | -4.69% | -60.91% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.59% | -0.63% |
| Avg. Up Week | 2.53% | 8.62% |
| Avg. Down Week | -1.17% | -3.9% |
| Avg. Up Month | 2.5% | 10.06% |
| Avg. Down Month | -1.12% | -8.16% |
| Win Days % | 41.83% | 51.26% |
| Win Month % | 42.31% | 60.98% |
| Win Week % | 41.03% | 50.28% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |