| Metric | 11385424:btcusd:triple_med_gx:lsma105_80 | 11385424:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 20.2% | 158.34% |
| Max Drawdown | -11.25% | -67.18% |
| Sharpe | 0.28 | 0.4 |
| Sortino | 0.44 | 0.58 |
| Payoff Ratio | 1.24 | 1.21 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.69 | 0.67 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 91.93 | 2.87 |
| Outlier Loss Ratio | 3.94 | 2.78 |
| Volatility (ann.) | 5.4% | 26.26% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.51 | 0.49 |
| Skew | 2.04 | 0.18 |
| Kurtosis | 83.65 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.45% | 2.34% |
| Expected Yearly % | 4.71% | 26.78% |
| Kelly Criterion | 4.03% | 11.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.23% |
| Expected Shortfall (cVaR) | -0.46% | -2.23% |
| Year | 11385424:BTCUSD | 11385424:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 6.80 | -0.11 | + |
| 2023 | 155.54 | 5.49 | 0.04 | - |
| 2024 | 121.00 | 2.50 | 0.02 | - |
| 2025 | 17.02 | 4.09 | 0.24 | - |
| Metric | 11385424:btcusd:triple_med_gx:lsma105_80 | 11385424:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.65% | 31.76% |
| 6M | 4.09% | 12.25% |
| YTD | 4.09% | 17.02% |
| 1Y | 10.69% | 57.19% |
| 3Y (ann.) | 6.66% | 55.42% |
| 5Y (ann.) | 5.69% | 33.06% |
| Metric | 11385424:btcusd:triple_med_gx:lsma105_80 | 11385424:BTCUSD |
|---|---|---|
| Max Drawdown | -11.25% | -67.18% |
| Longest DD Days | 225.0 | 683.0 |
| Avg. Drawdown | -3.94% | -6.83% |
| Avg. Drawdown Days | 88.0 | 36.0 |
| Recovery Factor | 1.8 | 2.36 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-20 | 2025-04-21 | -11.25 | 212 |
| 2022-03-11 | 2022-07-04 | -6.20 | 115 |
| 2022-12-01 | 2023-03-18 | -4.93 | 107 |
| 2022-10-05 | 2022-11-30 | -4.62 | 56 |
| 2023-06-22 | 2023-12-05 | -4.42 | 166 |
| 2025-04-21 | 2025-06-11 | -4.12 | 51 |
| 2023-05-29 | 2023-06-22 | -3.94 | 24 |
| 2024-01-11 | 2024-08-23 | -3.92 | 225 |
| 2022-07-05 | 2022-10-04 | -3.83 | 91 |
| 2023-03-18 | 2023-05-28 | -2.41 | 71 |
| Metric | 11385424:btcusd:triple_med_gx:lsma105_80 | 11385424:BTCUSD |
|---|---|---|
| Best Day | 3.94% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 4.59% | 35.75% |
| Worst Week | -4.36% | -29.64% |
| Best Month | 5.79% | 43.77% |
| Worst Month | -4.36% | -37.12% |
| Best Year | 6.8% | 155.54% |
| Worst Year | 2.5% | -60.91% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.67% | -0.7% |
| Avg. Up Week | 2.57% | 10.49% |
| Avg. Down Week | -1.5% | -3.72% |
| Avg. Up Month | 2.56% | 15.3% |
| Avg. Down Month | -1.11% | -10.19% |
| Win Days % | 46.85% | 51.26% |
| Win Month % | 51.85% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |