| Metric | 11385487:btcusd:triple_med_gx:lsma95_80 | 11385487:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 15.55% | 147.72% |
| Max Drawdown | -10.86% | -67.18% |
| Sharpe | 0.28 | 0.39 |
| Sortino | 0.43 | 0.57 |
| Payoff Ratio | 1.38 | 1.37 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.77 | 0.75 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 146.28 | 2.67 |
| Outlier Loss Ratio | 3.69 | 2.52 |
| Volatility (ann.) | 4.27% | 26.27% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.41 | 0.47 |
| Skew | 1.86 | 0.18 |
| Kurtosis | 168.74 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 2.24% |
| Expected Yearly % | 3.68% | 25.46% |
| Kelly Criterion | 3.99% | 15.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.23% |
| Expected Shortfall (cVaR) | -0.36% | -2.23% |
| Year | 11385487:BTCUSD | 11385487:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 7.93 | -0.13 | + |
| 2023 | 155.54 | 10.33 | 0.07 | - |
| 2024 | 121.00 | -0.05 | -0.00 | - |
| 2025 | 17.02 | -2.91 | -0.17 | - |
| Metric | 11385487:btcusd:triple_med_gx:lsma95_80 | 11385487:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.91% | 31.76% |
| 6M | -2.91% | 12.25% |
| YTD | -2.91% | 17.02% |
| 1Y | 6.07% | 57.19% |
| 3Y (ann.) | 6.04% | 55.42% |
| 5Y (ann.) | 4.45% | 31.44% |
| Metric | 11385487:btcusd:triple_med_gx:lsma95_80 | 11385487:BTCUSD |
|---|---|---|
| Max Drawdown | -10.86% | -67.18% |
| Longest DD Days | 288.0 | 683.0 |
| Avg. Drawdown | -2.64% | -7.67% |
| Avg. Drawdown Days | 92.0 | 38.0 |
| Recovery Factor | 1.43 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-06 | 2024-09-19 | -10.86 | 288 |
| 2024-10-21 | 2025-06-11 | -6.24 | 233 |
| 2022-05-26 | 2022-10-03 | -4.66 | 130 |
| 2022-12-01 | 2023-05-27 | -3.84 | 177 |
| 2023-06-21 | 2023-12-05 | -1.82 | 167 |
| 2022-10-05 | 2022-11-30 | -1.55 | 56 |
| 2024-09-19 | 2024-10-20 | -1.23 | 30 |
| 2023-05-29 | 2023-06-21 | -0.60 | 23 |
| 2022-11-30 | 2022-11-30 | -0.55 | 0 |
| 2023-06-21 | 2023-06-21 | -0.12 | 0 |
| Metric | 11385487:btcusd:triple_med_gx:lsma95_80 | 11385487:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 5.93% | 35.75% |
| Worst Week | -7.57% | -29.64% |
| Best Month | 5.93% | 43.77% |
| Worst Month | -7.54% | -37.12% |
| Best Year | 10.33% | 155.54% |
| Worst Year | -2.91% | -62.52% |
| Avg. Up Day | 0.94% | 0.97% |
| Avg. Down Day | -0.68% | -0.7% |
| Avg. Up Week | 2.65% | 8.48% |
| Avg. Down Week | -2.2% | -3.87% |
| Avg. Up Month | 2.59% | 10.84% |
| Avg. Down Month | -1.27% | -7.15% |
| Win Days % | 44.26% | 51.26% |
| Win Month % | 52.17% | 58.54% |
| Win Week % | 55.17% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |