| Metric | 11388344:btcusd:triple_med_gx:lsma85_90 | 11388344:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -0.11% | 174.71% |
| Max Drawdown | -19.25% | -67.18% |
| Sharpe | 0.02 | 0.41 |
| Sortino | 0.03 | 0.6 |
| Payoff Ratio | 1.6 | 1.12 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 261.54 | 2.41 |
| Outlier Loss Ratio | 3.56 | 2.48 |
| Volatility (ann.) | 4.4% | 26.04% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.0 | 0.51 |
| Skew | -1.8 | 0.18 |
| Kurtosis | 921.23 | 6.56 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.0% | 2.44% |
| Expected Yearly % | -0.03% | 28.74% |
| Kelly Criterion | -7.19% | 7.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.21% |
| Expected Shortfall (cVaR) | -0.38% | -2.21% |
| Year | 11388344:BTCUSD | 11388344:btcusd:triple_med_gx:lsma85_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 12.60 | -0.20 | + |
| 2023 | 155.54 | -0.96 | -0.01 | - |
| 2024 | 121.00 | -14.43 | -0.12 | - |
| 2025 | 27.10 | 4.67 | 0.17 | - |
| Metric | 11388344:btcusd:triple_med_gx:lsma85_90 | 11388344:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 0.0% | 41.88% |
| 6M | 4.67% | 22.91% |
| YTD | 4.67% | 27.1% |
| 1Y | -9.19% | 82.29% |
| 3Y (ann.) | -1.41% | 77.48% |
| 5Y (ann.) | -0.03% | 34.48% |
| Metric | 11388344:btcusd:triple_med_gx:lsma85_90 | 11388344:BTCUSD |
|---|---|---|
| Max Drawdown | -19.25% | -67.18% |
| Longest DD Days | 639.0 | 683.0 |
| Avg. Drawdown | -2.62% | -7.35% |
| Avg. Drawdown Days | 94.0 | 37.0 |
| Recovery Factor | -0.01 | 2.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-10-17 | 2025-07-17 | -19.25 | 639 |
| 2023-02-04 | 2023-06-15 | -1.99 | 131 |
| 2022-09-30 | 2022-11-10 | -1.66 | 40 |
| 2022-03-20 | 2022-08-08 | -1.54 | 141 |
| 2022-03-18 | 2022-03-18 | -1.30 | 0 |
| 2023-08-19 | 2023-10-16 | -1.04 | 58 |
| 2022-09-29 | 2022-09-30 | -0.97 | 0 |
| 2023-06-16 | 2023-07-11 | -0.69 | 25 |
| 2022-03-17 | 2022-03-17 | -0.18 | 0 |
| 2022-02-24 | 2022-02-24 | -0.18 | 0 |
| Metric | 11388344:btcusd:triple_med_gx:lsma85_90 | 11388344:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 7.42% | 35.75% |
| Worst Week | -11.99% | -29.64% |
| Best Month | 7.42% | 43.77% |
| Worst Month | -11.99% | -37.12% |
| Best Year | 12.6% | 155.54% |
| Worst Year | -14.43% | -61.73% |
| Avg. Up Day | 1.2% | 1.25% |
| Avg. Down Day | -0.75% | -1.12% |
| Avg. Up Week | 1.31% | 7.72% |
| Avg. Down Week | -2.0% | -7.37% |
| Avg. Up Month | 2.13% | 11.33% |
| Avg. Down Month | -2.51% | -12.61% |
| Win Days % | 34.02% | 51.29% |
| Win Month % | 44.0% | 61.9% |
| Win Week % | 44.44% | 51.1% |
| Win Quarter % | 42.86% | 60.0% |
| Win Year % | 50.0% | 75.0% |