| Metric | 11384460:btcusd:triple_med_gx:lsma95_80 | 11384460:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 7.61% | 208.61% |
| Max Drawdown | -11.1% | -67.18% |
| Sharpe | 0.13 | 0.45 |
| Sortino | 0.19 | 0.65 |
| Payoff Ratio | 1.22 | 1.09 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.58 | 0.6 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 119.28 | 2.76 |
| Outlier Loss Ratio | 3.89 | 2.61 |
| Volatility (ann.) | 5.04% | 26.38% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.2 | 0.59 |
| Skew | 0.28 | 0.2 |
| Kurtosis | 173.72 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.17% | 2.72% |
| Expected Yearly % | 1.85% | 32.54% |
| Kelly Criterion | -3.04% | 6.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.24% |
| Expected Shortfall (cVaR) | -0.43% | -2.24% |
| Year | 11384460:BTCUSD | 11384460:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 16.14 | -0.30 | + |
| 2023 | 155.54 | -9.62 | -0.06 | - |
| 2024 | 121.00 | 9.04 | 0.07 | - |
| 2025 | 17.02 | -5.98 | -0.35 | - |
| Metric | 11384460:btcusd:triple_med_gx:lsma95_80 | 11384460:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.51% | 31.76% |
| 6M | -3.53% | 12.25% |
| YTD | -5.98% | 17.02% |
| 1Y | -5.52% | 57.19% |
| 3Y (ann.) | 2.38% | 55.42% |
| 5Y (ann.) | 2.2% | 39.6% |
| Metric | 11384460:btcusd:triple_med_gx:lsma95_80 | 11384460:BTCUSD |
|---|---|---|
| Max Drawdown | -11.1% | -67.18% |
| Longest DD Days | 434.0 | 683.0 |
| Avg. Drawdown | -3.9% | -6.33% |
| Avg. Drawdown Days | 107.0 | 31.0 |
| Recovery Factor | 0.69 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-24 | 2024-04-03 | -11.10 | 434 |
| 2024-04-03 | 2025-06-11 | -10.28 | 434 |
| 2022-06-06 | 2022-07-06 | -7.30 | 30 |
| 2022-04-28 | 2022-05-30 | -4.26 | 31 |
| 2022-07-18 | 2022-09-16 | -3.32 | 60 |
| 2022-02-13 | 2022-04-28 | -2.39 | 73 |
| 2022-07-07 | 2022-07-18 | -1.25 | 11 |
| 2022-10-09 | 2022-12-08 | -1.15 | 59 |
| 2022-12-09 | 2023-01-23 | -0.98 | 45 |
| 2023-01-23 | 2023-01-24 | -0.64 | 0 |
| Metric | 11384460:btcusd:triple_med_gx:lsma95_80 | 11384460:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 9.33% |
| Worst Day | -6.11% | -9.32% |
| Best Week | 8.26% | 35.75% |
| Worst Week | -6.38% | -29.64% |
| Best Month | 8.99% | 43.77% |
| Worst Month | -6.38% | -37.12% |
| Best Year | 16.14% | 155.54% |
| Worst Year | -9.62% | -53.3% |
| Avg. Up Day | 0.85% | 0.88% |
| Avg. Down Day | -0.69% | -0.8% |
| Avg. Up Week | 3.15% | 5.27% |
| Avg. Down Week | -1.99% | -4.16% |
| Avg. Up Month | 3.87% | 20.71% |
| Avg. Down Month | -2.72% | -14.13% |
| Win Days % | 43.33% | 51.28% |
| Win Month % | 40.0% | 61.9% |
| Win Week % | 43.33% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |