| Metric | 11391324:btcusd:triple_med_gx:lsma85_100 | 11391324:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 13.74% | 152.93% |
| Max Drawdown | -19.48% | -67.18% |
| Sharpe | 0.18 | 0.4 |
| Sortino | 0.28 | 0.58 |
| Payoff Ratio | 1.31 | 1.12 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.69 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 106.9 | 2.7 |
| Outlier Loss Ratio | 2.96 | 2.65 |
| Volatility (ann.) | 6.56% | 26.28% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.2 | 0.48 |
| Skew | 2.46 | 0.18 |
| Kurtosis | 288.48 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.31% | 2.29% |
| Expected Yearly % | 3.27% | 26.11% |
| Kelly Criterion | 2.45% | 7.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.23% |
| Expected Shortfall (cVaR) | -0.56% | -2.23% |
| Year | 11391324:BTCUSD | 11391324:btcusd:triple_med_gx:lsma85_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 16.86 | -0.27 | + |
| 2023 | 155.54 | 5.31 | 0.03 | - |
| 2024 | 121.00 | -8.70 | -0.07 | - |
| 2025 | 17.02 | 1.22 | 0.07 | - |
| Metric | 11391324:btcusd:triple_med_gx:lsma85_100 | 11391324:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.61% | 31.76% |
| 6M | 1.22% | 12.25% |
| YTD | 1.22% | 17.02% |
| 1Y | -4.37% | 57.19% |
| 3Y (ann.) | -0.15% | 55.42% |
| 5Y (ann.) | 3.96% | 32.3% |
| Metric | 11391324:btcusd:triple_med_gx:lsma85_100 | 11391324:BTCUSD |
|---|---|---|
| Max Drawdown | -19.48% | -67.18% |
| Longest DD Days | 599.0 | 683.0 |
| Avg. Drawdown | -3.22% | -7.61% |
| Avg. Drawdown Days | 83.0 | 38.0 |
| Recovery Factor | 0.71 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-10-20 | 2025-06-11 | -19.48 | 599 |
| 2022-08-08 | 2023-06-16 | -8.95 | 312 |
| 2022-04-10 | 2022-08-08 | -5.54 | 119 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2023-06-17 | 2023-07-13 | -1.47 | 26 |
| 2023-10-18 | 2023-10-19 | -1.35 | 1 |
| 2022-03-20 | 2022-04-10 | -1.06 | 21 |
| 2023-10-17 | 2023-10-18 | -1.00 | 1 |
| 2023-10-16 | 2023-10-16 | -0.75 | 0 |
| 2022-03-16 | 2022-03-16 | -0.18 | 0 |
| Metric | 11391324:btcusd:triple_med_gx:lsma85_100 | 11391324:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.06% | 35.75% |
| Worst Week | -4.86% | -29.64% |
| Best Month | 12.06% | 43.77% |
| Worst Month | -4.86% | -37.12% |
| Best Year | 16.86% | 155.54% |
| Worst Year | -8.7% | -61.73% |
| Avg. Up Day | 1.14% | 1.16% |
| Avg. Down Day | -0.87% | -1.03% |
| Avg. Up Week | 2.05% | 8.43% |
| Avg. Down Week | -2.08% | -6.39% |
| Avg. Up Month | 6.19% | 11.23% |
| Avg. Down Month | -1.68% | -12.45% |
| Win Days % | 44.71% | 51.27% |
| Win Month % | 36.0% | 60.98% |
| Win Week % | 43.33% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |