| Metric | 11388469:btcusd:triple_med_gx:lsma85_95 | 11388469:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -4.42% | 208.61% |
| Max Drawdown | -19.4% | -67.18% |
| Sharpe | -0.07 | 0.45 |
| Sortino | -0.1 | 0.65 |
| Payoff Ratio | 1.41 | 1.26 |
| Profit Factor | 0.94 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.46 | 0.7 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 198.91 | 2.47 |
| Outlier Loss Ratio | 4.78 | 2.49 |
| Volatility (ann.) | 3.67% | 26.38% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.07 | 0.59 |
| Skew | -0.62 | 0.2 |
| Kurtosis | 308.66 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.11% | 2.72% |
| Expected Yearly % | -1.12% | 32.54% |
| Kelly Criterion | -10.77% | 12.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.24% |
| Expected Shortfall (cVaR) | -0.32% | -2.24% |
| Year | 11388469:BTCUSD | 11388469:btcusd:triple_med_gx:lsma85_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 9.33 | -0.17 | + |
| 2023 | 155.54 | -1.18 | -0.01 | - |
| 2024 | 121.00 | -14.04 | -0.12 | - |
| 2025 | 17.02 | 2.92 | 0.17 | - |
| Metric | 11388469:btcusd:triple_med_gx:lsma85_95 | 11388469:BTCUSD |
|---|---|---|
| MTD | -1.02% | 4.4% |
| 3M | 0.12% | 31.76% |
| 6M | 0.9% | 12.25% |
| YTD | 2.92% | 17.02% |
| 1Y | -6.54% | 57.19% |
| 3Y (ann.) | -1.93% | 55.42% |
| 5Y (ann.) | -1.33% | 39.6% |
| Metric | 11388469:btcusd:triple_med_gx:lsma85_95 | 11388469:BTCUSD |
|---|---|---|
| Max Drawdown | -19.4% | -67.18% |
| Longest DD Days | 770.0 | 683.0 |
| Avg. Drawdown | -2.92% | -6.33% |
| Avg. Drawdown Days | 107.0 | 31.0 |
| Recovery Factor | -0.23 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-03 | 2025-06-11 | -19.40 | 770 |
| 2022-08-26 | 2022-08-31 | -2.54 | 4 |
| 2022-10-17 | 2023-04-10 | -2.19 | 175 |
| 2022-02-26 | 2022-04-18 | -1.87 | 50 |
| 2022-08-08 | 2022-08-10 | -1.18 | 2 |
| 2022-05-05 | 2022-06-21 | -0.67 | 46 |
| 2022-08-31 | 2022-09-26 | -0.57 | 26 |
| 2022-02-26 | 2022-02-26 | -0.37 | 0 |
| 2023-05-02 | 2023-05-02 | -0.18 | 0 |
| 2023-04-27 | 2023-04-27 | -0.18 | 0 |
| Metric | 11388469:btcusd:triple_med_gx:lsma85_95 | 11388469:BTCUSD |
|---|---|---|
| Best Day | 5.1% | 9.33% |
| Worst Day | -4.55% | -9.32% |
| Best Week | 5.57% | 35.75% |
| Worst Week | -3.53% | -29.64% |
| Best Month | 5.57% | 43.77% |
| Worst Month | -5.76% | -37.12% |
| Best Year | 9.33% | 155.54% |
| Worst Year | -14.04% | -53.3% |
| Avg. Up Day | 0.78% | 0.84% |
| Avg. Down Day | -0.56% | -0.67% |
| Avg. Up Week | 1.51% | 7.72% |
| Avg. Down Week | -1.25% | -2.46% |
| Avg. Up Month | 1.38% | 14.5% |
| Avg. Down Month | -1.54% | -11.22% |
| Win Days % | 35.23% | 51.28% |
| Win Month % | 34.29% | 61.9% |
| Win Week % | 38.0% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |