| Metric | 11385556:btcusd:triple_med_gx:lsma105_80 | 11385556:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 31.4% | 172.77% |
| Max Drawdown | -6.25% | -67.18% |
| Sharpe | 0.48 | 0.42 |
| Sortino | 0.81 | 0.61 |
| Payoff Ratio | 1.34 | 1.26 |
| Profit Factor | 1.37 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.88 | 0.69 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 109.71 | 2.8 |
| Outlier Loss Ratio | 4.07 | 2.68 |
| Volatility (ann.) | 4.53% | 26.26% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.38 | 0.53 |
| Skew | 3.64 | 0.19 |
| Kurtosis | 101.61 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.67% | 2.48% |
| Expected Yearly % | 7.07% | 28.51% |
| Kelly Criterion | 9.3% | 12.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.23% |
| Expected Shortfall (cVaR) | -0.38% | -2.23% |
| Year | 11385556:BTCUSD | 11385556:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 9.06 | -0.15 | + |
| 2023 | 155.54 | 1.59 | 0.01 | - |
| 2024 | 121.00 | 10.14 | 0.08 | - |
| 2025 | 17.02 | 7.69 | 0.45 | - |
| Metric | 11385556:btcusd:triple_med_gx:lsma105_80 | 11385556:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.5% | 31.76% |
| 6M | 7.69% | 12.25% |
| YTD | 7.69% | 17.02% |
| 1Y | 21.9% | 57.19% |
| 3Y (ann.) | 8.68% | 55.42% |
| 5Y (ann.) | 8.6% | 35.42% |
| Metric | 11385556:btcusd:triple_med_gx:lsma105_80 | 11385556:BTCUSD |
|---|---|---|
| Max Drawdown | -6.25% | -67.18% |
| Longest DD Days | 688.0 | 683.0 |
| Avg. Drawdown | -2.39% | -7.19% |
| Avg. Drawdown Days | 61.0 | 37.0 |
| Recovery Factor | 5.03 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-05 | 2024-08-23 | -6.25 | 688 |
| 2024-09-20 | 2025-01-15 | -5.09 | 117 |
| 2022-05-26 | 2022-05-30 | -4.66 | 4 |
| 2025-05-21 | 2025-06-11 | -4.44 | 21 |
| 2022-07-05 | 2022-09-12 | -3.83 | 69 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2025-03-20 | 2025-05-19 | -2.76 | 60 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2025-03-16 | 2025-03-17 | -1.60 | 0 |
| 2022-07-02 | 2022-07-04 | -1.51 | 1 |
| Metric | 11385556:btcusd:triple_med_gx:lsma105_80 | 11385556:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 8.4% | 35.75% |
| Worst Week | -3.82% | -29.64% |
| Best Month | 8.01% | 43.77% |
| Worst Month | -2.79% | -37.12% |
| Best Year | 10.14% | 155.54% |
| Worst Year | 1.59% | -58.73% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.63% | -0.68% |
| Avg. Up Week | 2.47% | 9.4% |
| Avg. Down Week | -1.4% | -3.39% |
| Avg. Up Month | 2.31% | 16.16% |
| Avg. Down Month | -0.97% | -7.5% |
| Win Days % | 48.08% | 51.3% |
| Win Month % | 72.73% | 60.98% |
| Win Week % | 56.25% | 50.28% |
| Win Quarter % | 58.33% | 57.14% |
| Win Year % | 100.0% | 75.0% |