| Metric | 11396488:btcusd:triple_med_gx:lsma85_120 | 11396488:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 25.72% | 187.39% |
| Max Drawdown | -21.33% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.44 | 0.62 |
| Payoff Ratio | 1.23 | 1.13 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.65 | 0.62 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 64.81 | 3.13 |
| Outlier Loss Ratio | 4.33 | 3.02 |
| Volatility (ann.) | 6.92% | 26.35% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.33 | 0.55 |
| Skew | 2.9 | 0.2 |
| Kurtosis | 97.71 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.55% | 2.55% |
| Expected Yearly % | 5.89% | 30.2% |
| Kelly Criterion | 2.0% | 8.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.24% |
| Expected Shortfall (cVaR) | -0.59% | -2.24% |
| Year | 11396488:BTCUSD | 11396488:btcusd:triple_med_gx:lsma85_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 26.34 | -0.47 | + |
| 2023 | 155.54 | -4.85 | -0.03 | - |
| 2024 | 121.00 | 7.47 | 0.06 | - |
| 2025 | 16.76 | -2.69 | -0.16 | - |
| Metric | 11396488:btcusd:triple_med_gx:lsma85_120 | 11396488:BTCUSD |
|---|---|---|
| MTD | 2.77% | 4.16% |
| 3M | -3.05% | 31.46% |
| 6M | 2.62% | 12.77% |
| YTD | -2.69% | 16.76% |
| 1Y | 6.23% | 56.84% |
| 3Y (ann.) | 0.97% | 55.31% |
| 5Y (ann.) | 7.05% | 36.89% |
| Metric | 11396488:btcusd:triple_med_gx:lsma85_120 | 11396488:BTCUSD |
|---|---|---|
| Max Drawdown | -21.33% | -67.18% |
| Longest DD Days | 673.0 | 683.0 |
| Avg. Drawdown | -4.13% | -6.61% |
| Avg. Drawdown Days | 76.0 | 33.0 |
| Recovery Factor | 1.21 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-11 | 2025-02-12 | -21.33 | 673 |
| 2025-02-14 | 2025-06-11 | -11.93 | 116 |
| 2022-08-13 | 2023-03-14 | -8.42 | 213 |
| 2022-05-18 | 2022-06-23 | -4.62 | 36 |
| 2022-08-06 | 2022-08-12 | -2.24 | 6 |
| 2025-02-13 | 2025-02-14 | -2.21 | 1 |
| 2022-04-17 | 2022-04-18 | -2.06 | 0 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-06-24 | 2022-07-16 | -1.35 | 22 |
| 2022-06-24 | 2022-06-24 | -1.03 | 0 |
| Metric | 11396488:btcusd:triple_med_gx:lsma85_120 | 11396488:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 17.0% | 35.75% |
| Worst Week | -5.21% | -29.64% |
| Best Month | 13.93% | 43.77% |
| Worst Month | -8.48% | -37.12% |
| Best Year | 26.34% | 155.54% |
| Worst Year | -4.85% | -56.42% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.67% | -0.74% |
| Avg. Up Week | 2.56% | 6.95% |
| Avg. Down Week | -1.54% | -2.62% |
| Avg. Up Month | 4.19% | 14.58% |
| Avg. Down Month | -3.25% | -9.0% |
| Win Days % | 46.01% | 51.28% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 40.62% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |