| Metric | 11387039:btcusd:triple_med_gx:lsma105_90 | 11387039:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -8.79% | 203.48% |
| Max Drawdown | -17.46% | -67.18% |
| Sharpe | -0.16 | 0.44 |
| Sortino | -0.24 | 0.65 |
| Payoff Ratio | 1.28 | 1.14 |
| Profit Factor | 0.89 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.43 | 0.63 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 166.62 | 2.57 |
| Outlier Loss Ratio | 4.62 | 2.56 |
| Volatility (ann.) | 3.89% | 26.35% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.15 | 0.58 |
| Skew | 5.88 | 0.2 |
| Kurtosis | 271.29 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.22% | 2.68% |
| Expected Yearly % | -2.27% | 31.99% |
| Kelly Criterion | -10.41% | 8.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.34% | -2.24% |
| Expected Shortfall (cVaR) | -0.34% | -2.24% |
| Year | 11387039:BTCUSD | 11387039:btcusd:triple_med_gx:lsma105_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -1.77 | 0.03 | + |
| 2023 | 155.54 | 0.10 | 0.00 | - |
| 2024 | 121.00 | 2.22 | 0.02 | - |
| 2025 | 17.02 | -9.25 | -0.54 | - |
| Metric | 11387039:btcusd:triple_med_gx:lsma105_90 | 11387039:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.52% | 31.76% |
| 6M | -10.77% | 12.25% |
| YTD | -9.25% | 17.02% |
| 1Y | -14.32% | 57.19% |
| 3Y (ann.) | -3.52% | 55.42% |
| 5Y (ann.) | -2.69% | 38.98% |
| Metric | 11387039:btcusd:triple_med_gx:lsma105_90 | 11387039:BTCUSD |
|---|---|---|
| Max Drawdown | -17.46% | -67.18% |
| Longest DD Days | 454.0 | 683.0 |
| Avg. Drawdown | -4.05% | -6.06% |
| Avg. Drawdown Days | 134.0 | 30.0 |
| Recovery Factor | -0.5 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-13 | 2025-06-11 | -17.46 | 454 |
| 2023-01-25 | 2024-03-11 | -8.21 | 411 |
| 2022-05-02 | 2023-01-20 | -5.34 | 263 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| 2022-03-12 | 2022-05-01 | -1.28 | 49 |
| 2022-02-12 | 2022-03-12 | -1.20 | 27 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-05-01 | 2022-05-01 | -0.30 | 0 |
| 2022-02-12 | 2022-02-12 | -0.18 | 0 |
| Metric | 11387039:btcusd:triple_med_gx:lsma105_90 | 11387039:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 7.94% | 35.75% |
| Worst Week | -4.27% | -29.64% |
| Best Month | 8.11% | 43.77% |
| Worst Month | -4.27% | -37.12% |
| Best Year | 2.22% | 155.54% |
| Worst Year | -9.25% | -54.08% |
| Avg. Up Day | 0.7% | 0.75% |
| Avg. Down Day | -0.55% | -0.66% |
| Avg. Up Week | 1.93% | 4.97% |
| Avg. Down Week | -1.36% | -5.41% |
| Avg. Up Month | 1.95% | 19.67% |
| Avg. Down Month | -1.77% | -11.81% |
| Win Days % | 37.96% | 51.28% |
| Win Month % | 43.24% | 61.9% |
| Win Week % | 40.35% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |