| Metric | 11388002:btcusd:triple_med_gx:lsma85_90 | 11388002:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 12.92% | 183.63% |
| Max Drawdown | -8.57% | -67.18% |
| Sharpe | 0.25 | 0.43 |
| Sortino | 0.43 | 0.62 |
| Payoff Ratio | 1.67 | 1.29 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.79 | 0.71 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 167.7 | 2.48 |
| Outlier Loss Ratio | 4.21 | 2.45 |
| Volatility (ann.) | 3.97% | 26.35% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.43 | 0.54 |
| Skew | 6.08 | 0.2 |
| Kurtosis | 218.74 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.3% | 2.58% |
| Expected Yearly % | 3.08% | 29.77% |
| Kelly Criterion | 0.09% | 13.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.34% | -2.24% |
| Expected Shortfall (cVaR) | -0.34% | -2.24% |
| Year | 11388002:BTCUSD | 11388002:btcusd:triple_med_gx:lsma85_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 0.89 | -0.02 | + |
| 2023 | 155.54 | 7.36 | 0.05 | - |
| 2024 | 121.00 | 2.04 | 0.02 | - |
| 2025 | 17.02 | 2.16 | 0.13 | - |
| Metric | 11388002:btcusd:triple_med_gx:lsma85_90 | 11388002:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.43% | 31.76% |
| 6M | 2.1% | 12.25% |
| YTD | 2.16% | 17.02% |
| 1Y | -0.18% | 57.19% |
| 3Y (ann.) | 4.57% | 55.42% |
| 5Y (ann.) | 3.69% | 36.43% |
| Metric | 11388002:btcusd:triple_med_gx:lsma85_90 | 11388002:BTCUSD |
|---|---|---|
| Max Drawdown | -8.57% | -67.18% |
| Longest DD Days | 599.0 | 683.0 |
| Avg. Drawdown | -3.85% | -6.9% |
| Avg. Drawdown Days | 156.0 | 35.0 |
| Recovery Factor | 1.51 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-06-11 | -8.57 | 312 |
| 2022-03-20 | 2023-11-09 | -7.83 | 599 |
| 2024-01-03 | 2024-02-28 | -5.83 | 56 |
| 2024-02-29 | 2024-07-06 | -4.17 | 128 |
| 2022-03-19 | 2022-03-19 | -0.18 | 0 |
| 2022-02-20 | 2022-02-21 | -0.18 | 0 |
| 2023-12-18 | 2023-12-18 | -0.18 | 0 |
| Metric | 11388002:btcusd:triple_med_gx:lsma85_90 | 11388002:BTCUSD |
|---|---|---|
| Best Day | 4.73% | 9.33% |
| Worst Day | -3.47% | -9.32% |
| Best Week | 11.13% | 35.75% |
| Worst Week | -4.69% | -29.64% |
| Best Month | 8.86% | 43.77% |
| Worst Month | -5.1% | -37.12% |
| Best Year | 7.36% | 155.54% |
| Worst Year | 0.89% | -57.08% |
| Avg. Up Day | 1.07% | 1.13% |
| Avg. Down Day | -0.64% | -0.87% |
| Avg. Up Week | 5.04% | 9.06% |
| Avg. Down Week | -1.17% | -7.11% |
| Avg. Up Month | 3.21% | 15.21% |
| Avg. Down Month | -1.08% | -8.65% |
| Win Days % | 37.58% | 51.32% |
| Win Month % | 37.5% | 60.98% |
| Win Week % | 35.0% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |