| Metric | 11385489:btcusd:triple_med_gx:lsma105_80 | 11385489:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 23.04% | 147.72% |
| Max Drawdown | -11.03% | -67.18% |
| Sharpe | 0.33 | 0.39 |
| Sortino | 0.52 | 0.57 |
| Payoff Ratio | 1.28 | 1.27 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.75 | 0.7 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 103.4 | 2.8 |
| Outlier Loss Ratio | 3.88 | 2.65 |
| Volatility (ann.) | 5.06% | 26.27% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.58 | 0.47 |
| Skew | 1.19 | 0.18 |
| Kurtosis | 109.02 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.51% | 2.24% |
| Expected Yearly % | 5.32% | 25.46% |
| Kelly Criterion | 5.47% | 12.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.23% |
| Expected Shortfall (cVaR) | -0.43% | -2.23% |
| Year | 11385489:BTCUSD | 11385489:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 10.40 | -0.17 | + |
| 2023 | 155.54 | 10.40 | 0.07 | - |
| 2024 | 121.00 | 3.15 | 0.03 | - |
| 2025 | 17.02 | -2.12 | -0.12 | - |
| Metric | 11385489:btcusd:triple_med_gx:lsma105_80 | 11385489:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.82% | 31.76% |
| 6M | -2.12% | 12.25% |
| YTD | -2.12% | 17.02% |
| 1Y | 9.62% | 57.19% |
| 3Y (ann.) | 7.56% | 55.42% |
| 5Y (ann.) | 6.45% | 31.44% |
| Metric | 11385489:btcusd:triple_med_gx:lsma105_80 | 11385489:BTCUSD |
|---|---|---|
| Max Drawdown | -11.03% | -67.18% |
| Longest DD Days | 376.0 | 683.0 |
| Avg. Drawdown | -2.65% | -7.67% |
| Avg. Drawdown Days | 58.0 | 38.0 |
| Recovery Factor | 2.09 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-09-08 | 2024-09-18 | -11.03 | 376 |
| 2024-09-20 | 2025-06-11 | -6.86 | 264 |
| 2022-10-05 | 2023-01-10 | -5.00 | 97 |
| 2022-05-26 | 2022-07-04 | -4.66 | 39 |
| 2022-07-05 | 2022-09-12 | -3.83 | 69 |
| 2023-03-01 | 2023-03-18 | -3.36 | 16 |
| 2023-03-18 | 2023-05-28 | -2.89 | 71 |
| 2023-08-10 | 2023-09-07 | -1.72 | 28 |
| 2023-02-28 | 2023-03-01 | -1.67 | 0 |
| 2023-05-29 | 2023-06-21 | -1.32 | 23 |
| Metric | 11385489:btcusd:triple_med_gx:lsma105_80 | 11385489:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 5.81% | 35.75% |
| Worst Week | -7.57% | -29.64% |
| Best Month | 5.81% | 43.77% |
| Worst Month | -7.54% | -37.12% |
| Best Year | 10.4% | 155.54% |
| Worst Year | -2.12% | -62.52% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.66% | -0.67% |
| Avg. Up Week | 2.72% | 9.89% |
| Avg. Down Week | -1.93% | -3.08% |
| Avg. Up Month | 2.56% | 14.83% |
| Avg. Down Month | -0.87% | -8.16% |
| Win Days % | 47.02% | 51.26% |
| Win Month % | 52.0% | 58.54% |
| Win Week % | 51.43% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |