| Metric | 11392581:btcusd:triple_med_gx:lsma85_105 | 11392581:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 16.73% | 161.99% |
| Max Drawdown | -11.86% | -67.18% |
| Sharpe | 0.2 | 0.41 |
| Sortino | 0.29 | 0.59 |
| Payoff Ratio | 1.08 | 0.98 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.6 | 0.54 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 75.12 | 2.95 |
| Outlier Loss Ratio | 3.2 | 2.85 |
| Volatility (ann.) | 7.22% | 26.28% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.4 | 0.5 |
| Skew | 1.29 | 0.18 |
| Kurtosis | 104.67 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.38% |
| Expected Yearly % | 3.94% | 27.22% |
| Kelly Criterion | 1.37% | 1.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.23% |
| Expected Shortfall (cVaR) | -0.62% | -2.23% |
| Year | 11392581:BTCUSD | 11392581:btcusd:triple_med_gx:lsma85_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 4.90 | -0.08 | + |
| 2023 | 155.54 | 5.71 | 0.04 | - |
| 2024 | 121.00 | 6.37 | 0.05 | - |
| 2025 | 16.76 | -1.04 | -0.06 | - |
| Metric | 11392581:btcusd:triple_med_gx:lsma85_105 | 11392581:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -6.25% | 31.46% |
| 6M | -4.51% | 12.77% |
| YTD | -1.04% | 16.76% |
| 1Y | -3.97% | 56.84% |
| 3Y (ann.) | 5.94% | 55.31% |
| 5Y (ann.) | 4.73% | 33.33% |
| Metric | 11392581:btcusd:triple_med_gx:lsma85_105 | 11392581:BTCUSD |
|---|---|---|
| Max Drawdown | -11.86% | -67.18% |
| Longest DD Days | 266.0 | 683.0 |
| Avg. Drawdown | -5.24% | -6.97% |
| Avg. Drawdown Days | 92.0 | 36.0 |
| Recovery Factor | 1.41 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-29 | 2024-06-04 | -11.86 | 96 |
| 2025-04-08 | 2025-06-11 | -9.96 | 64 |
| 2022-09-27 | 2023-02-02 | -9.67 | 128 |
| 2022-03-22 | 2022-09-27 | -9.18 | 188 |
| 2024-06-07 | 2025-03-01 | -8.80 | 266 |
| 2023-02-02 | 2023-10-20 | -5.87 | 259 |
| 2022-02-21 | 2022-03-22 | -4.83 | 28 |
| 2023-10-20 | 2023-12-20 | -3.60 | 61 |
| 2023-12-20 | 2024-02-28 | -1.91 | 69 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| Metric | 11392581:btcusd:triple_med_gx:lsma85_105 | 11392581:BTCUSD |
|---|---|---|
| Best Day | 5.8% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 8.31% | 35.75% |
| Worst Week | -6.03% | -29.64% |
| Best Month | 8.31% | 43.77% |
| Worst Month | -6.03% | -37.12% |
| Best Year | 6.37% | 155.54% |
| Worst Year | -1.04% | -60.27% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.85% | -0.96% |
| Avg. Up Week | 2.06% | 5.46% |
| Avg. Down Week | -1.85% | -5.17% |
| Avg. Up Month | 2.32% | 14.73% |
| Avg. Down Month | -2.72% | -14.73% |
| Win Days % | 48.76% | 51.27% |
| Win Month % | 62.86% | 60.98% |
| Win Week % | 57.45% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |