| Metric | 11381466:btcusd:triple_med_gx:lsma70_65 | 11381466:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -1.96% | 157.49% |
| Max Drawdown | -11.22% | -67.18% |
| Sharpe | -0.04 | 0.4 |
| Sortino | -0.06 | 0.58 |
| Payoff Ratio | 1.37 | 1.01 |
| Profit Factor | 0.94 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.46 | 0.55 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 404.52 | 2.39 |
| Outlier Loss Ratio | 3.7 | 2.36 |
| Volatility (ann.) | 2.6% | 26.25% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.05 | 0.49 |
| Skew | -4.22 | 0.18 |
| Kurtosis | 383.37 | 6.47 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.05% | 2.33% |
| Expected Yearly % | -0.49% | 26.67% |
| Kelly Criterion | -10.87% | 2.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.22% | -2.23% |
| Expected Shortfall (cVaR) | -0.22% | -2.23% |
| Year | 11381466:BTCUSD | 11381466:btcusd:triple_med_gx:lsma70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | 4.18 | -0.07 | + |
| 2023 | 155.54 | 1.36 | 0.01 | - |
| 2024 | 121.00 | -3.80 | -0.03 | - |
| 2025 | 17.02 | -3.48 | -0.20 | - |
| Metric | 11381466:btcusd:triple_med_gx:lsma70_65 | 11381466:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.44% | 31.76% |
| 6M | -3.48% | 12.25% |
| YTD | -3.48% | 17.02% |
| 1Y | -5.07% | 57.19% |
| 3Y (ann.) | -2.16% | 55.42% |
| 5Y (ann.) | -0.59% | 32.86% |
| Metric | 11381466:btcusd:triple_med_gx:lsma70_65 | 11381466:BTCUSD |
|---|---|---|
| Max Drawdown | -11.22% | -67.18% |
| Longest DD Days | 648.0 | 683.0 |
| Avg. Drawdown | -2.91% | -7.07% |
| Avg. Drawdown Days | 146.0 | 37.0 |
| Recovery Factor | -0.17 | 2.34 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-09-02 | 2025-06-11 | -11.22 | 648 |
| 2023-05-06 | 2023-09-02 | -4.20 | 119 |
| 2023-02-21 | 2023-03-17 | -3.41 | 23 |
| 2022-05-24 | 2023-01-08 | -1.01 | 229 |
| 2022-05-23 | 2022-05-24 | -0.18 | 0 |
| 2022-03-09 | 2022-03-09 | -0.18 | 0 |
| 2022-03-18 | 2022-03-18 | -0.18 | 0 |
| Metric | 11381466:btcusd:triple_med_gx:lsma70_65 | 11381466:BTCUSD |
|---|---|---|
| Best Day | 3.16% | 9.33% |
| Worst Day | -3.74% | -9.32% |
| Best Week | 3.88% | 35.75% |
| Worst Week | -3.91% | -29.64% |
| Best Month | 4.24% | 43.77% |
| Worst Month | -4.02% | -37.12% |
| Best Year | 4.18% | 155.54% |
| Worst Year | -3.8% | -61.04% |
| Avg. Up Day | 0.93% | 1.03% |
| Avg. Down Day | -0.68% | -1.03% |
| Avg. Up Week | 1.62% | 12.91% |
| Avg. Down Week | -2.09% | -5.24% |
| Avg. Up Month | 1.79% | 16.38% |
| Avg. Down Month | -2.82% | -17.61% |
| Win Days % | 36.0% | 51.27% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 46.15% | 57.14% |
| Win Year % | 50.0% | 75.0% |