| Metric | 11388099:btcusd:triple_med_gx:lsma85_90 | 11388099:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 9.37% | 155.55% |
| Max Drawdown | -13.7% | -67.18% |
| Sharpe | 0.2 | 0.4 |
| Sortino | 0.36 | 0.58 |
| Payoff Ratio | 1.45 | 1.0 |
| Profit Factor | 1.29 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.73 | 0.55 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 232.77 | 2.39 |
| Outlier Loss Ratio | 4.05 | 2.45 |
| Volatility (ann.) | 3.7% | 26.3% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.2 | 0.48 |
| Skew | 10.62 | 0.18 |
| Kurtosis | 445.54 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.22% | 2.31% |
| Expected Yearly % | 2.26% | 26.44% |
| Kelly Criterion | -3.03% | 2.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.24% |
| Expected Shortfall (cVaR) | -0.32% | -2.24% |
| Year | 11388099:BTCUSD | 11388099:btcusd:triple_med_gx:lsma85_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | 13.61 | -0.22 | + |
| 2023 | 155.54 | 3.48 | 0.02 | - |
| 2024 | 121.00 | -2.32 | -0.02 | - |
| 2025 | 17.02 | -4.76 | -0.28 | - |
| Metric | 11388099:btcusd:triple_med_gx:lsma85_90 | 11388099:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.25% | 31.76% |
| 6M | -4.76% | 12.25% |
| YTD | -4.76% | 17.02% |
| 1Y | -9.36% | 57.19% |
| 3Y (ann.) | 0.94% | 55.42% |
| 5Y (ann.) | 2.71% | 32.41% |
| Metric | 11388099:btcusd:triple_med_gx:lsma85_90 | 11388099:BTCUSD |
|---|---|---|
| Max Drawdown | -13.7% | -67.18% |
| Longest DD Days | 449.0 | 683.0 |
| Avg. Drawdown | -1.6% | -7.64% |
| Avg. Drawdown Days | 55.0 | 40.0 |
| Recovery Factor | 0.68 | 2.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-19 | 2025-06-11 | -13.70 | 449 |
| 2022-09-25 | 2022-11-10 | -2.88 | 46 |
| 2023-10-20 | 2023-12-19 | -1.47 | 60 |
| 2023-03-06 | 2023-04-04 | -1.28 | 29 |
| 2023-07-09 | 2023-10-20 | -1.18 | 103 |
| 2024-01-09 | 2024-02-28 | -0.89 | 50 |
| 2022-04-09 | 2022-05-10 | -0.86 | 31 |
| 2024-02-29 | 2024-03-18 | -0.33 | 18 |
| 2022-08-04 | 2022-08-05 | -0.24 | 0 |
| 2022-12-20 | 2023-02-02 | -0.22 | 43 |
| Metric | 11388099:btcusd:triple_med_gx:lsma85_90 | 11388099:BTCUSD |
|---|---|---|
| Best Day | 5.72% | 9.33% |
| Worst Day | -3.59% | -9.32% |
| Best Week | 5.62% | 35.75% |
| Worst Week | -6.77% | -29.64% |
| Best Month | 5.62% | 43.77% |
| Worst Month | -6.77% | -37.12% |
| Best Year | 13.61% | 155.54% |
| Worst Year | -4.76% | -61.33% |
| Avg. Up Day | 1.07% | 1.13% |
| Avg. Down Day | -0.74% | -1.14% |
| Avg. Up Week | 1.67% | 6.9% |
| Avg. Down Week | -1.74% | -4.6% |
| Avg. Up Month | 1.44% | 12.38% |
| Avg. Down Month | -1.51% | -9.67% |
| Win Days % | 39.05% | 51.28% |
| Win Month % | 55.17% | 60.98% |
| Win Week % | 54.55% | 50.0% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |