| Metric | 11388280:btcusd:triple_med_gx:lsma95_90 | 11388280:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 4.8% | 178.86% |
| Max Drawdown | -9.03% | -67.18% |
| Sharpe | 0.14 | 0.42 |
| Sortino | 0.23 | 0.61 |
| Payoff Ratio | 2.09 | 1.53 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.82 | 0.84 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 311.2 | 2.41 |
| Outlier Loss Ratio | 4.7 | 2.48 |
| Volatility (ann.) | 2.64% | 26.04% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.15 | 0.52 |
| Skew | 3.2 | 0.18 |
| Kurtosis | 329.32 | 6.55 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.11% | 2.47% |
| Expected Yearly % | 1.18% | 29.23% |
| Kelly Criterion | 1.47% | 19.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.23% | -2.21% |
| Expected Shortfall (cVaR) | -0.23% | -2.21% |
| Year | 11388280:BTCUSD | 11388280:btcusd:triple_med_gx:lsma95_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 9.08 | -0.15 | + |
| 2023 | 155.54 | 3.00 | 0.02 | - |
| 2024 | 121.00 | -5.10 | -0.04 | - |
| 2025 | 27.10 | -1.70 | -0.06 | - |
| Metric | 11388280:btcusd:triple_med_gx:lsma95_90 | 11388280:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | -1.65% | 41.88% |
| 6M | -1.73% | 22.91% |
| YTD | -1.7% | 27.1% |
| 1Y | -2.85% | 82.29% |
| 3Y (ann.) | -0.96% | 77.48% |
| 5Y (ann.) | 1.38% | 34.98% |
| Metric | 11388280:btcusd:triple_med_gx:lsma95_90 | 11388280:BTCUSD |
|---|---|---|
| Max Drawdown | -9.03% | -67.18% |
| Longest DD Days | 551.0 | 683.0 |
| Avg. Drawdown | -1.6% | -6.99% |
| Avg. Drawdown Days | 106.0 | 37.0 |
| Recovery Factor | 0.53 | 2.66 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-12 | 2025-07-17 | -9.03 | 551 |
| 2023-05-29 | 2023-12-05 | -1.77 | 190 |
| 2022-10-06 | 2022-11-30 | -1.18 | 55 |
| 2022-07-04 | 2022-07-04 | -0.92 | 0 |
| 2022-12-01 | 2023-05-28 | -0.92 | 178 |
| 2022-09-10 | 2022-10-06 | -0.80 | 25 |
| 2022-05-05 | 2022-05-27 | -0.63 | 22 |
| 2022-05-28 | 2022-07-03 | -0.41 | 36 |
| 2022-03-13 | 2022-03-14 | -0.18 | 0 |
| 2022-05-04 | 2022-05-05 | -0.18 | 0 |
| Metric | 11388280:btcusd:triple_med_gx:lsma95_90 | 11388280:BTCUSD |
|---|---|---|
| Best Day | 3.41% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 2.81% | 35.75% |
| Worst Week | -2.24% | -29.64% |
| Best Month | 2.81% | 43.77% |
| Worst Month | -2.52% | -37.12% |
| Best Year | 9.08% | 155.54% |
| Worst Year | -5.1% | -61.15% |
| Avg. Up Day | 1.08% | 1.14% |
| Avg. Down Day | -0.52% | -0.74% |
| Avg. Up Week | 1.07% | 6.82% |
| Avg. Down Week | -0.77% | -4.51% |
| Avg. Up Month | 0.92% | 10.17% |
| Avg. Down Month | -0.49% | -5.79% |
| Win Days % | 33.33% | 51.28% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 48.28% | 51.1% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |