| Metric | 11389569:btcusd:triple_med_gx:lsma85_95 | 11389569:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 19.21% | 155.55% |
| Max Drawdown | -13.02% | -67.18% |
| Sharpe | 0.27 | 0.4 |
| Sortino | 0.45 | 0.58 |
| Payoff Ratio | 1.25 | 0.98 |
| Profit Factor | 1.29 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.72 | 0.54 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 125.59 | 2.59 |
| Outlier Loss Ratio | 3.14 | 2.47 |
| Volatility (ann.) | 5.29% | 26.3% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.41 | 0.48 |
| Skew | 4.74 | 0.18 |
| Kurtosis | 194.43 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.43% | 2.31% |
| Expected Yearly % | 4.49% | 26.44% |
| Kelly Criterion | 0.9% | 1.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.24% |
| Expected Shortfall (cVaR) | -0.45% | -2.24% |
| Year | 11389569:BTCUSD | 11389569:btcusd:triple_med_gx:lsma85_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | 13.31 | -0.22 | + |
| 2023 | 155.54 | 7.10 | 0.05 | - |
| 2024 | 121.00 | 2.18 | 0.02 | - |
| 2025 | 17.02 | -3.86 | -0.23 | - |
| Metric | 11389569:btcusd:triple_med_gx:lsma85_95 | 11389569:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -9.05% | 31.76% |
| 6M | 0.55% | 12.25% |
| YTD | -3.86% | 17.02% |
| 1Y | -2.2% | 57.19% |
| 3Y (ann.) | 4.29% | 55.42% |
| 5Y (ann.) | 5.4% | 32.41% |
| Metric | 11389569:btcusd:triple_med_gx:lsma85_95 | 11389569:BTCUSD |
|---|---|---|
| Max Drawdown | -13.02% | -67.18% |
| Longest DD Days | 449.0 | 683.0 |
| Avg. Drawdown | -2.41% | -7.64% |
| Avg. Drawdown Days | 93.0 | 40.0 |
| Recovery Factor | 1.48 | 2.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-19 | 2025-06-11 | -13.02 | 449 |
| 2022-05-10 | 2022-11-10 | -4.71 | 184 |
| 2023-02-02 | 2023-05-15 | -2.60 | 101 |
| 2023-05-15 | 2023-10-20 | -2.59 | 157 |
| 2022-02-23 | 2022-05-10 | -1.72 | 76 |
| 2023-10-20 | 2023-12-19 | -1.47 | 60 |
| 2023-12-20 | 2024-01-08 | -1.10 | 18 |
| 2024-01-09 | 2024-02-28 | -0.89 | 50 |
| 2024-02-29 | 2024-03-18 | -0.33 | 18 |
| 2022-02-22 | 2022-02-22 | -0.18 | 0 |
| Metric | 11389569:btcusd:triple_med_gx:lsma85_95 | 11389569:BTCUSD |
|---|---|---|
| Best Day | 5.91% | 9.33% |
| Worst Day | -4.82% | -9.32% |
| Best Week | 7.85% | 35.75% |
| Worst Week | -8.45% | -29.64% |
| Best Month | 7.85% | 43.77% |
| Worst Month | -8.45% | -37.12% |
| Best Year | 13.31% | 155.54% |
| Worst Year | -3.86% | -61.33% |
| Avg. Up Day | 1.08% | 1.11% |
| Avg. Down Day | -0.87% | -1.13% |
| Avg. Up Week | 2.57% | 7.09% |
| Avg. Down Week | -2.07% | -5.94% |
| Avg. Up Month | 2.28% | 16.34% |
| Avg. Down Month | -1.53% | -13.19% |
| Win Days % | 45.0% | 51.28% |
| Win Month % | 53.12% | 60.98% |
| Win Week % | 47.37% | 50.0% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |