| Metric | 11388419:btcusd:triple_med_gx:lsma105_95 | 11388419:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -10.98% | 203.48% |
| Max Drawdown | -15.63% | -67.18% |
| Sharpe | -0.2 | 0.44 |
| Sortino | -0.29 | 0.65 |
| Payoff Ratio | 1.35 | 1.24 |
| Profit Factor | 0.83 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.36 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 198.32 | 2.45 |
| Outlier Loss Ratio | 4.03 | 2.48 |
| Volatility (ann.) | 3.95% | 26.35% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.22 | 0.58 |
| Skew | 3.52 | 0.2 |
| Kurtosis | 290.74 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.28% | 2.68% |
| Expected Yearly % | -2.87% | 31.99% |
| Kelly Criterion | -17.88% | 11.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.34% | -2.24% |
| Expected Shortfall (cVaR) | -0.34% | -2.24% |
| Year | 11388419:BTCUSD | 11388419:btcusd:triple_med_gx:lsma105_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -5.56 | 0.10 | + |
| 2023 | 155.54 | 2.35 | 0.02 | - |
| 2024 | 121.00 | 4.47 | 0.04 | - |
| 2025 | 17.02 | -11.84 | -0.70 | - |
| Metric | 11388419:btcusd:triple_med_gx:lsma105_95 | 11388419:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.25% | 31.76% |
| 6M | -11.17% | 12.25% |
| YTD | -11.84% | 17.02% |
| 1Y | -13.92% | 57.19% |
| 3Y (ann.) | -3.16% | 55.42% |
| 5Y (ann.) | -3.39% | 38.98% |
| Metric | 11388419:btcusd:triple_med_gx:lsma105_95 | 11388419:BTCUSD |
|---|---|---|
| Max Drawdown | -15.63% | -67.18% |
| Longest DD Days | 454.0 | 683.0 |
| Avg. Drawdown | -5.87% | -6.06% |
| Avg. Drawdown Days | 242.0 | 30.0 |
| Recovery Factor | -0.7 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-13 | 2025-06-11 | -15.63 | 454 |
| 2022-02-12 | 2023-01-20 | -6.69 | 342 |
| 2023-01-24 | 2024-03-11 | -5.85 | 411 |
| 2024-03-11 | 2024-03-13 | -0.99 | 1 |
| 2022-02-12 | 2022-02-12 | -0.18 | 0 |
| Metric | 11388419:btcusd:triple_med_gx:lsma105_95 | 11388419:BTCUSD |
|---|---|---|
| Best Day | 5.96% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.75% | 35.75% |
| Worst Week | -4.76% | -29.64% |
| Best Month | 6.05% | 43.77% |
| Worst Month | -4.76% | -37.12% |
| Best Year | 4.47% | 155.54% |
| Worst Year | -11.84% | -54.08% |
| Avg. Up Day | 0.95% | 1.01% |
| Avg. Down Day | -0.7% | -0.81% |
| Avg. Up Week | 2.95% | 6.01% |
| Avg. Down Week | -1.2% | -5.87% |
| Avg. Up Month | 1.88% | 19.13% |
| Avg. Down Month | -1.96% | -13.13% |
| Win Days % | 32.18% | 51.28% |
| Win Month % | 41.18% | 61.9% |
| Win Week % | 33.33% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |