| Metric | 11391077:btcusd:triple_med_gx:lsma85_100 | 11391077:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 17.5% | 155.55% |
| Max Drawdown | -13.11% | -67.18% |
| Sharpe | 0.22 | 0.4 |
| Sortino | 0.33 | 0.58 |
| Payoff Ratio | 1.12 | 0.96 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.63 | 0.53 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 93.43 | 2.79 |
| Outlier Loss Ratio | 3.01 | 2.68 |
| Volatility (ann.) | 6.44% | 26.3% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.38 | 0.48 |
| Skew | 1.44 | 0.18 |
| Kurtosis | 141.58 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.31% |
| Expected Yearly % | 4.11% | 26.44% |
| Kelly Criterion | 1.1% | 0.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.24% |
| Expected Shortfall (cVaR) | -0.55% | -2.24% |
| Year | 11391077:BTCUSD | 11391077:btcusd:triple_med_gx:lsma85_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | 10.46 | -0.17 | + |
| 2023 | 155.54 | 4.71 | 0.03 | - |
| 2024 | 121.00 | 2.76 | 0.02 | - |
| 2025 | 17.02 | -1.14 | -0.07 | - |
| Metric | 11391077:btcusd:triple_med_gx:lsma85_100 | 11391077:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.99% | 31.76% |
| 6M | 4.97% | 12.25% |
| YTD | -1.14% | 17.02% |
| 1Y | -2.09% | 57.19% |
| 3Y (ann.) | 3.71% | 55.42% |
| 5Y (ann.) | 4.94% | 32.41% |
| Metric | 11391077:btcusd:triple_med_gx:lsma85_100 | 11391077:BTCUSD |
|---|---|---|
| Max Drawdown | -13.11% | -67.18% |
| Longest DD Days | 346.0 | 683.0 |
| Avg. Drawdown | -3.66% | -7.64% |
| Avg. Drawdown Days | 89.0 | 40.0 |
| Recovery Factor | 1.33 | 2.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-19 | 2025-02-28 | -13.11 | 346 |
| 2022-09-27 | 2023-02-02 | -8.58 | 128 |
| 2025-04-08 | 2025-06-11 | -8.03 | 63 |
| 2022-05-10 | 2022-09-27 | -5.05 | 139 |
| 2023-02-02 | 2023-10-20 | -4.81 | 259 |
| 2022-02-23 | 2022-05-10 | -2.59 | 75 |
| 2023-12-20 | 2024-01-08 | -1.61 | 19 |
| 2023-10-20 | 2023-12-19 | -1.47 | 60 |
| 2024-01-09 | 2024-02-28 | -0.89 | 50 |
| 2022-02-23 | 2022-02-23 | -0.69 | 0 |
| Metric | 11391077:btcusd:triple_med_gx:lsma85_100 | 11391077:BTCUSD |
|---|---|---|
| Best Day | 5.91% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 6.34% | 35.75% |
| Worst Week | -6.39% | -29.64% |
| Best Month | 6.34% | 43.77% |
| Worst Month | -6.39% | -37.12% |
| Best Year | 10.46% | 155.54% |
| Worst Year | -1.14% | -61.33% |
| Avg. Up Day | 1.01% | 1.03% |
| Avg. Down Day | -0.9% | -1.07% |
| Avg. Up Week | 2.68% | 7.48% |
| Avg. Down Week | -2.3% | -6.14% |
| Avg. Up Month | 2.27% | 16.89% |
| Avg. Down Month | -2.31% | -14.19% |
| Win Days % | 47.71% | 51.28% |
| Win Month % | 56.25% | 60.98% |
| Win Week % | 52.5% | 50.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |