| Metric | 11385551:btcusd:triple_med_gx:lsma70_80 | 11385551:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 21.33% | 172.77% |
| Max Drawdown | -12.83% | -67.18% |
| Sharpe | 0.3 | 0.42 |
| Sortino | 0.51 | 0.61 |
| Payoff Ratio | 1.43 | 1.11 |
| Profit Factor | 1.37 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.89 | 0.61 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 140.27 | 2.6 |
| Outlier Loss Ratio | 3.3 | 2.47 |
| Volatility (ann.) | 5.32% | 26.26% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.47 | 0.53 |
| Skew | 6.84 | 0.19 |
| Kurtosis | 361.14 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.48% |
| Expected Yearly % | 4.95% | 28.51% |
| Kelly Criterion | 7.15% | 7.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.23% |
| Expected Shortfall (cVaR) | -0.45% | -2.23% |
| Year | 11385551:BTCUSD | 11385551:btcusd:triple_med_gx:lsma70_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 15.42 | -0.26 | + |
| 2023 | 155.54 | -4.05 | -0.03 | - |
| 2024 | 121.00 | -8.05 | -0.07 | - |
| 2025 | 17.02 | 19.15 | 1.12 | + |
| Metric | 11385551:btcusd:triple_med_gx:lsma70_80 | 11385551:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 11.9% | 31.76% |
| 6M | 19.15% | 12.25% |
| YTD | 19.15% | 17.02% |
| 1Y | 14.73% | 57.19% |
| 3Y (ann.) | 5.3% | 55.42% |
| 5Y (ann.) | 6.02% | 35.42% |
| Metric | 11385551:btcusd:triple_med_gx:lsma70_80 | 11385551:BTCUSD |
|---|---|---|
| Max Drawdown | -12.83% | -67.18% |
| Longest DD Days | 925.0 | 683.0 |
| Avg. Drawdown | -3.0% | -7.19% |
| Avg. Drawdown Days | 159.0 | 37.0 |
| Recovery Factor | 1.66 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2025-04-09 | -12.83 | 925 |
| 2022-06-16 | 2022-09-27 | -3.23 | 103 |
| 2022-04-08 | 2022-06-15 | -1.93 | 68 |
| 2025-05-23 | 2025-06-11 | -1.92 | 18 |
| 2022-02-23 | 2022-02-23 | -0.69 | 0 |
| 2025-05-23 | 2025-05-23 | -0.18 | 0 |
| 2022-02-22 | 2022-02-22 | -0.18 | 0 |
| Metric | 11385551:btcusd:triple_med_gx:lsma70_80 | 11385551:BTCUSD |
|---|---|---|
| Best Day | 7.68% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 7.41% | 35.75% |
| Worst Week | -4.85% | -29.64% |
| Best Month | 7.41% | 43.77% |
| Worst Month | -3.61% | -37.12% |
| Best Year | 19.15% | 155.54% |
| Worst Year | -8.05% | -58.73% |
| Avg. Up Day | 1.08% | 1.12% |
| Avg. Down Day | -0.75% | -1.01% |
| Avg. Up Week | 1.61% | 6.73% |
| Avg. Down Week | -1.21% | -4.02% |
| Avg. Up Month | 2.18% | 11.58% |
| Avg. Down Month | -1.38% | -8.71% |
| Win Days % | 45.28% | 51.3% |
| Win Month % | 48.28% | 60.98% |
| Win Week % | 45.95% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |