| Metric | 11384351:btcusd:triple_med_gx:lsma95_80 | 11384351:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 5.81% | 208.61% |
| Max Drawdown | -17.63% | -67.18% |
| Sharpe | 0.1 | 0.45 |
| Sortino | 0.17 | 0.65 |
| Payoff Ratio | 1.46 | 1.17 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.61 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 109.7 | 2.68 |
| Outlier Loss Ratio | 4.49 | 2.62 |
| Volatility (ann.) | 5.35% | 26.38% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.1 | 0.59 |
| Skew | 3.68 | 0.2 |
| Kurtosis | 184.72 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.13% | 2.72% |
| Expected Yearly % | 1.42% | 32.54% |
| Kelly Criterion | -2.64% | 9.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.24% |
| Expected Shortfall (cVaR) | -0.46% | -2.24% |
| Year | 11384351:BTCUSD | 11384351:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 15.92 | -0.30 | + |
| 2023 | 155.54 | -1.16 | -0.01 | - |
| 2024 | 121.00 | -2.48 | -0.02 | - |
| 2025 | 17.02 | -5.30 | -0.31 | - |
| Metric | 11384351:btcusd:triple_med_gx:lsma95_80 | 11384351:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.74% | 31.76% |
| 6M | -4.69% | 12.25% |
| YTD | -5.3% | 17.02% |
| 1Y | -11.74% | 57.19% |
| 3Y (ann.) | -1.58% | 55.42% |
| 5Y (ann.) | 1.69% | 39.6% |
| Metric | 11384351:btcusd:triple_med_gx:lsma95_80 | 11384351:BTCUSD |
|---|---|---|
| Max Drawdown | -17.63% | -67.18% |
| Longest DD Days | 871.0 | 683.0 |
| Avg. Drawdown | -3.62% | -6.33% |
| Avg. Drawdown Days | 89.0 | 31.0 |
| Recovery Factor | 0.33 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-06-11 | -17.63 | 871 |
| 2022-09-15 | 2023-01-21 | -9.49 | 128 |
| 2022-04-26 | 2022-05-30 | -6.09 | 33 |
| 2022-07-05 | 2022-08-10 | -3.83 | 36 |
| 2022-03-11 | 2022-04-01 | -2.96 | 21 |
| 2022-06-10 | 2022-07-04 | -2.04 | 24 |
| 2022-03-11 | 2022-03-11 | -1.65 | 0 |
| 2022-02-12 | 2022-03-10 | -1.55 | 26 |
| 2022-04-01 | 2022-04-25 | -0.70 | 24 |
| 2022-09-08 | 2022-09-08 | -0.55 | 0 |
| Metric | 11384351:btcusd:triple_med_gx:lsma95_80 | 11384351:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 7.68% | 35.75% |
| Worst Week | -5.21% | -29.64% |
| Best Month | 6.95% | 43.77% |
| Worst Month | -5.53% | -37.12% |
| Best Year | 15.92% | 155.54% |
| Worst Year | -5.3% | -53.3% |
| Avg. Up Day | 0.86% | 0.89% |
| Avg. Down Day | -0.59% | -0.76% |
| Avg. Up Week | 2.9% | 5.43% |
| Avg. Down Week | -1.37% | -4.68% |
| Avg. Up Month | 1.8% | 16.59% |
| Avg. Down Month | -2.0% | -10.94% |
| Win Days % | 39.16% | 51.28% |
| Win Month % | 47.22% | 61.9% |
| Win Week % | 35.94% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |