| Metric | 11385454:btcusd:triple_med_gx:lsma95_80 | 11385454:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 15.47% | 156.76% |
| Max Drawdown | -10.52% | -67.18% |
| Sharpe | 0.26 | 0.4 |
| Sortino | 0.4 | 0.58 |
| Payoff Ratio | 1.44 | 1.4 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.78 | 0.77 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 131.8 | 2.7 |
| Outlier Loss Ratio | 3.68 | 2.57 |
| Volatility (ann.) | 4.54% | 26.27% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.42 | 0.49 |
| Skew | 1.63 | 0.18 |
| Kurtosis | 154.19 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 2.33% |
| Expected Yearly % | 3.66% | 26.58% |
| Kelly Criterion | 5.04% | 16.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.23% |
| Expected Shortfall (cVaR) | -0.39% | -2.23% |
| Year | 11385454:BTCUSD | 11385454:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 6.14 | -0.10 | + |
| 2023 | 155.54 | 16.08 | 0.10 | - |
| 2024 | 121.00 | 0.04 | 0.00 | - |
| 2025 | 17.02 | -6.31 | -0.37 | - |
| Metric | 11385454:btcusd:triple_med_gx:lsma95_80 | 11385454:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.51% | 31.76% |
| 6M | -6.31% | 12.25% |
| YTD | -6.31% | 17.02% |
| 1Y | 2.81% | 57.19% |
| 3Y (ann.) | 6.42% | 55.42% |
| 5Y (ann.) | 4.43% | 32.84% |
| Metric | 11385454:btcusd:triple_med_gx:lsma95_80 | 11385454:BTCUSD |
|---|---|---|
| Max Drawdown | -10.52% | -67.18% |
| Longest DD Days | 264.0 | 683.0 |
| Avg. Drawdown | -2.46% | -7.23% |
| Avg. Drawdown Days | 68.0 | 38.0 |
| Recovery Factor | 1.47 | 2.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-19 | 2025-06-11 | -10.52 | 264 |
| 2024-01-11 | 2024-09-18 | -10.45 | 251 |
| 2022-03-12 | 2022-10-04 | -6.55 | 206 |
| 2023-08-09 | 2023-12-05 | -2.36 | 118 |
| 2023-02-27 | 2023-03-17 | -2.29 | 18 |
| 2022-10-05 | 2022-11-30 | -1.54 | 56 |
| 2023-05-29 | 2023-06-21 | -1.00 | 23 |
| 2022-12-01 | 2023-02-25 | -0.69 | 86 |
| 2022-11-30 | 2022-11-30 | -0.55 | 0 |
| 2023-05-26 | 2023-05-27 | -0.30 | 1 |
| Metric | 11385454:btcusd:triple_med_gx:lsma95_80 | 11385454:BTCUSD |
|---|---|---|
| Best Day | 3.94% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 6.32% | 35.75% |
| Worst Week | -8.14% | -29.64% |
| Best Month | 5.88% | 43.77% |
| Worst Month | -8.4% | -37.12% |
| Best Year | 16.08% | 155.54% |
| Worst Year | -6.31% | -61.15% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.66% | -0.69% |
| Avg. Up Week | 2.56% | 8.13% |
| Avg. Down Week | -2.14% | -2.85% |
| Avg. Up Month | 2.52% | 9.76% |
| Avg. Down Month | -1.78% | -8.16% |
| Win Days % | 43.9% | 51.27% |
| Win Month % | 58.33% | 60.98% |
| Win Week % | 56.25% | 50.28% |
| Win Quarter % | 46.15% | 57.14% |
| Win Year % | 75.0% | 75.0% |