| Metric | 11389567:btcusd:triple_med_gx:lsma80_95 | 11389567:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 14.9% | 155.55% |
| Max Drawdown | -18.54% | -67.18% |
| Sharpe | 0.2 | 0.4 |
| Sortino | 0.3 | 0.58 |
| Payoff Ratio | 1.02 | 0.88 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.59 | 0.48 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 101.67 | 2.74 |
| Outlier Loss Ratio | 2.84 | 2.66 |
| Volatility (ann.) | 6.07% | 26.3% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.23 | 0.48 |
| Skew | 1.4 | 0.18 |
| Kurtosis | 138.24 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.31% |
| Expected Yearly % | 3.53% | 26.44% |
| Kelly Criterion | 0.56% | -4.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.24% |
| Expected Shortfall (cVaR) | -0.52% | -2.24% |
| Year | 11389567:BTCUSD | 11389567:btcusd:triple_med_gx:lsma80_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | 7.45 | -0.12 | + |
| 2023 | 155.54 | 9.25 | 0.06 | - |
| 2024 | 121.00 | 4.78 | 0.04 | - |
| 2025 | 17.02 | -6.59 | -0.39 | - |
| Metric | 11389567:btcusd:triple_med_gx:lsma80_95 | 11389567:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.26% | 31.76% |
| 6M | -6.59% | 12.25% |
| YTD | -6.59% | 17.02% |
| 1Y | -7.19% | 57.19% |
| 3Y (ann.) | 3.34% | 55.42% |
| 5Y (ann.) | 4.24% | 32.41% |
| Metric | 11389567:btcusd:triple_med_gx:lsma80_95 | 11389567:BTCUSD |
|---|---|---|
| Max Drawdown | -18.54% | -67.18% |
| Longest DD Days | 467.0 | 683.0 |
| Avg. Drawdown | -2.9% | -7.64% |
| Avg. Drawdown Days | 67.0 | 40.0 |
| Recovery Factor | 0.8 | 2.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-29 | 2025-06-11 | -18.54 | 467 |
| 2022-06-14 | 2022-11-10 | -6.14 | 149 |
| 2022-02-23 | 2022-05-10 | -4.69 | 76 |
| 2023-11-11 | 2023-12-20 | -3.40 | 39 |
| 2023-05-15 | 2023-10-20 | -2.56 | 157 |
| 2022-12-19 | 2022-12-20 | -1.96 | 0 |
| 2023-02-02 | 2023-04-03 | -1.91 | 59 |
| 2023-04-03 | 2023-04-04 | -1.60 | 0 |
| 2023-10-20 | 2023-11-10 | -1.49 | 21 |
| 2023-12-20 | 2024-01-08 | -1.10 | 18 |
| Metric | 11389567:btcusd:triple_med_gx:lsma80_95 | 11389567:BTCUSD |
|---|---|---|
| Best Day | 5.91% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 11.77% | 35.75% |
| Worst Week | -10.16% | -29.64% |
| Best Month | 11.77% | 43.77% |
| Worst Month | -10.16% | -37.12% |
| Best Year | 9.25% | 155.54% |
| Worst Year | -6.59% | -61.33% |
| Avg. Up Day | 0.96% | 0.99% |
| Avg. Down Day | -0.95% | -1.12% |
| Avg. Up Week | 2.69% | 5.76% |
| Avg. Down Week | -1.82% | -6.73% |
| Avg. Up Month | 2.81% | 15.47% |
| Avg. Down Month | -1.65% | -14.93% |
| Win Days % | 49.79% | 51.28% |
| Win Month % | 61.29% | 60.98% |
| Win Week % | 51.28% | 50.0% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |