| Metric | 11396082:btcusd:triple_med_gx:lsma85_115 | 11396082:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 21.39% | 152.36% |
| Max Drawdown | -20.09% | -67.18% |
| Sharpe | 0.22 | 0.4 |
| Sortino | 0.34 | 0.58 |
| Payoff Ratio | 1.25 | 1.14 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.67 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 72.42 | 3.03 |
| Outlier Loss Ratio | 3.04 | 2.91 |
| Volatility (ann.) | 7.94% | 26.27% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.3 | 0.48 |
| Skew | 1.6 | 0.18 |
| Kurtosis | 157.51 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.28% |
| Expected Yearly % | 4.96% | 26.04% |
| Kelly Criterion | 3.16% | 8.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.23% |
| Expected Shortfall (cVaR) | -0.68% | -2.23% |
| Year | 11396082:BTCUSD | 11396082:btcusd:triple_med_gx:lsma85_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 3.97 | -0.06 | + |
| 2023 | 155.54 | 9.46 | 0.06 | - |
| 2024 | 121.00 | 0.67 | 0.01 | - |
| 2025 | 16.76 | 5.96 | 0.36 | - |
| Metric | 11396082:btcusd:triple_med_gx:lsma85_115 | 11396082:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 10.8% | 31.46% |
| 6M | 5.96% | 12.77% |
| YTD | 5.96% | 16.76% |
| 1Y | 6.4% | 56.84% |
| 3Y (ann.) | 5.0% | 55.31% |
| 5Y (ann.) | 6.02% | 32.21% |
| Metric | 11396082:btcusd:triple_med_gx:lsma85_115 | 11396082:BTCUSD |
|---|---|---|
| Max Drawdown | -20.09% | -67.18% |
| Longest DD Days | 573.0 | 683.0 |
| Avg. Drawdown | -5.68% | -7.61% |
| Avg. Drawdown Days | 131.0 | 38.0 |
| Recovery Factor | 1.06 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-16 | 2025-06-11 | -20.09 | 573 |
| 2022-02-27 | 2023-06-20 | -17.35 | 478 |
| 2023-10-20 | 2023-11-15 | -5.35 | 26 |
| 2023-07-14 | 2023-10-20 | -4.06 | 98 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2023-07-11 | 2023-07-11 | -0.34 | 0 |
| 2022-02-24 | 2022-02-24 | -0.18 | 0 |
| Metric | 11396082:btcusd:triple_med_gx:lsma85_115 | 11396082:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.96% | 35.75% |
| Worst Week | -6.17% | -29.64% |
| Best Month | 13.01% | 43.77% |
| Worst Month | -8.87% | -37.12% |
| Best Year | 9.46% | 155.54% |
| Worst Year | 0.67% | -61.73% |
| Avg. Up Day | 1.13% | 1.14% |
| Avg. Down Day | -0.9% | -1.0% |
| Avg. Up Week | 2.35% | 6.22% |
| Avg. Down Week | -2.32% | -4.9% |
| Avg. Up Month | 4.71% | 10.31% |
| Avg. Down Month | -3.06% | -11.34% |
| Win Days % | 46.22% | 51.26% |
| Win Month % | 52.0% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |