| Metric | 11385491:btcusd:triple_med_gx:lsma115_80 | 11385491:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 40.78% | 147.72% |
| Max Drawdown | -13.76% | -67.18% |
| Sharpe | 0.48 | 0.39 |
| Sortino | 0.75 | 0.57 |
| Payoff Ratio | 1.31 | 1.25 |
| Profit Factor | 1.31 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.84 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 78.32 | 2.91 |
| Outlier Loss Ratio | 4.17 | 2.78 |
| Volatility (ann.) | 5.75% | 26.27% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.79 | 0.47 |
| Skew | 1.15 | 0.18 |
| Kurtosis | 85.78 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.84% | 2.24% |
| Expected Yearly % | 8.93% | 25.46% |
| Kelly Criterion | 9.62% | 12.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.23% |
| Expected Shortfall (cVaR) | -0.49% | -2.23% |
| Year | 11385491:BTCUSD | 11385491:btcusd:triple_med_gx:lsma115_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 17.06 | -0.27 | + |
| 2023 | 155.54 | 4.45 | 0.03 | - |
| 2024 | 121.00 | 5.87 | 0.05 | - |
| 2025 | 17.02 | 8.75 | 0.51 | - |
| Metric | 11385491:btcusd:triple_med_gx:lsma115_80 | 11385491:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.22% | 31.76% |
| 6M | 8.75% | 12.25% |
| YTD | 8.75% | 17.02% |
| 1Y | 19.0% | 57.19% |
| 3Y (ann.) | 9.75% | 55.42% |
| 5Y (ann.) | 10.86% | 31.44% |
| Metric | 11385491:btcusd:triple_med_gx:lsma115_80 | 11385491:BTCUSD |
|---|---|---|
| Max Drawdown | -13.76% | -67.18% |
| Longest DD Days | 452.0 | 683.0 |
| Avg. Drawdown | -2.65% | -7.67% |
| Avg. Drawdown Days | 42.0 | 38.0 |
| Recovery Factor | 2.96 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-29 | 2024-08-23 | -13.76 | 452 |
| 2023-03-01 | 2023-05-28 | -7.47 | 88 |
| 2022-10-05 | 2023-01-11 | -7.00 | 98 |
| 2024-09-20 | 2025-03-19 | -5.82 | 180 |
| 2022-05-26 | 2022-05-30 | -4.66 | 4 |
| 2025-03-20 | 2025-04-21 | -3.91 | 32 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-05-19 | 2025-06-11 | -2.52 | 23 |
| 2024-08-26 | 2024-09-18 | -2.35 | 23 |
| 2023-02-28 | 2023-03-01 | -1.67 | 0 |
| Metric | 11385491:btcusd:triple_med_gx:lsma115_80 | 11385491:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 10.69% | 35.75% |
| Worst Week | -7.57% | -29.64% |
| Best Month | 9.01% | 43.77% |
| Worst Month | -7.54% | -37.12% |
| Best Year | 17.06% | 155.54% |
| Worst Year | 4.45% | -62.52% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.61% | -0.65% |
| Avg. Up Week | 3.58% | 9.11% |
| Avg. Down Week | -2.9% | -4.12% |
| Avg. Up Month | 4.09% | 17.54% |
| Avg. Down Month | -0.94% | -5.7% |
| Win Days % | 48.72% | 51.26% |
| Win Month % | 53.85% | 58.54% |
| Win Week % | 55.26% | 50.28% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 100.0% | 75.0% |