| Metric | 11385484:btcusd:triple_med_gx:lsma70_80 | 11385484:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -0.75% | 147.72% |
| Max Drawdown | -14.37% | -67.18% |
| Sharpe | 0.01 | 0.39 |
| Sortino | 0.02 | 0.57 |
| Payoff Ratio | 1.18 | 0.92 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.52 | 0.5 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 171.26 | 2.58 |
| Outlier Loss Ratio | 3.1 | 2.46 |
| Volatility (ann.) | 4.81% | 26.27% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.02 | 0.47 |
| Skew | 1.37 | 0.18 |
| Kurtosis | 334.42 | 6.47 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.02% | 2.24% |
| Expected Yearly % | -0.19% | 25.46% |
| Kelly Criterion | -4.49% | -1.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.23% |
| Expected Shortfall (cVaR) | -0.41% | -2.23% |
| Year | 11385484:BTCUSD | 11385484:btcusd:triple_med_gx:lsma70_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 12.07 | -0.19 | + |
| 2023 | 155.54 | -5.64 | -0.04 | - |
| 2024 | 121.00 | 0.21 | 0.00 | - |
| 2025 | 17.02 | -6.34 | -0.37 | - |
| Metric | 11385484:btcusd:triple_med_gx:lsma70_80 | 11385484:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.5% | 31.76% |
| 6M | -6.34% | 12.25% |
| YTD | -6.34% | 17.02% |
| 1Y | -10.91% | 57.19% |
| 3Y (ann.) | -0.44% | 55.42% |
| 5Y (ann.) | -0.23% | 31.44% |
| Metric | 11385484:btcusd:triple_med_gx:lsma70_80 | 11385484:BTCUSD |
|---|---|---|
| Max Drawdown | -14.37% | -67.18% |
| Longest DD Days | 987.0 | 683.0 |
| Avg. Drawdown | -4.13% | -7.67% |
| Avg. Drawdown Days | 230.0 | 38.0 |
| Recovery Factor | -0.05 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2025-06-11 | -14.37 | 987 |
| 2022-02-23 | 2022-06-15 | -3.27 | 112 |
| 2022-08-06 | 2022-09-26 | -1.92 | 51 |
| 2022-02-21 | 2022-02-22 | -0.92 | 0 |
| 2022-08-05 | 2022-08-05 | -0.18 | 0 |
| Metric | 11385484:btcusd:triple_med_gx:lsma70_80 | 11385484:BTCUSD |
|---|---|---|
| Best Day | 6.9% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 6.06% | 35.75% |
| Worst Week | -5.54% | -29.64% |
| Best Month | 6.06% | 43.77% |
| Worst Month | -5.54% | -37.12% |
| Best Year | 12.07% | 155.54% |
| Worst Year | -6.34% | -62.52% |
| Avg. Up Day | 0.92% | 0.95% |
| Avg. Down Day | -0.77% | -1.03% |
| Avg. Up Week | 1.59% | 4.55% |
| Avg. Down Week | -1.96% | -3.74% |
| Avg. Up Month | 1.48% | 8.75% |
| Avg. Down Month | -1.91% | -11.95% |
| Win Days % | 43.4% | 51.26% |
| Win Month % | 42.86% | 58.54% |
| Win Week % | 47.22% | 50.28% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |