| Metric | 11389598:btcusd:triple_med_gx:lsma80_95 | 11389598:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 7.29% | 154.14% |
| Max Drawdown | -21.46% | -67.18% |
| Sharpe | 0.12 | 0.4 |
| Sortino | 0.17 | 0.58 |
| Payoff Ratio | 1.01 | 0.86 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.55 | 0.47 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 108.61 | 2.69 |
| Outlier Loss Ratio | 2.72 | 2.56 |
| Volatility (ann.) | 6.03% | 26.27% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.1 | 0.48 |
| Skew | 0.39 | 0.18 |
| Kurtosis | 154.47 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.17% | 2.3% |
| Expected Yearly % | 1.78% | 26.26% |
| Kelly Criterion | -0.87% | -5.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.23% |
| Expected Shortfall (cVaR) | -0.52% | -2.23% |
| Year | 11389598:BTCUSD | 11389598:btcusd:triple_med_gx:lsma80_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.55 | 13.87 | -0.23 | + |
| 2023 | 155.54 | 8.63 | 0.06 | - |
| 2024 | 121.00 | -11.72 | -0.10 | - |
| 2025 | 17.02 | -1.74 | -0.10 | - |
| Metric | 11389598:btcusd:triple_med_gx:lsma80_95 | 11389598:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.02% | 31.76% |
| 6M | -1.74% | 12.25% |
| YTD | -1.74% | 17.02% |
| 1Y | -11.24% | 57.19% |
| 3Y (ann.) | 1.62% | 55.42% |
| 5Y (ann.) | 2.13% | 32.25% |
| Metric | 11389598:btcusd:triple_med_gx:lsma80_95 | 11389598:BTCUSD |
|---|---|---|
| Max Drawdown | -21.46% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -3.53% | -7.53% |
| Avg. Drawdown Days | 84.0 | 40.0 |
| Recovery Factor | 0.34 | 2.29 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -21.46 | 450 |
| 2022-02-23 | 2022-06-14 | -5.84 | 111 |
| 2023-11-11 | 2023-12-20 | -3.44 | 39 |
| 2023-02-02 | 2023-10-20 | -3.24 | 259 |
| 2022-10-22 | 2022-11-10 | -3.20 | 19 |
| 2022-08-05 | 2022-10-21 | -2.64 | 77 |
| 2023-12-20 | 2024-02-28 | -2.02 | 69 |
| 2023-10-20 | 2023-11-10 | -1.27 | 21 |
| 2022-12-19 | 2022-12-20 | -1.15 | 0 |
| 2022-02-23 | 2022-02-23 | -0.69 | 0 |
| Metric | 11389598:btcusd:triple_med_gx:lsma80_95 | 11389598:BTCUSD |
|---|---|---|
| Best Day | 5.91% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 10.42% | 35.75% |
| Worst Week | -10.16% | -29.64% |
| Best Month | 10.42% | 43.77% |
| Worst Month | -10.16% | -37.12% |
| Best Year | 13.87% | 155.54% |
| Worst Year | -11.72% | -61.55% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.92% | -1.11% |
| Avg. Up Week | 2.64% | 6.21% |
| Avg. Down Week | -2.91% | -4.27% |
| Avg. Up Month | 2.34% | 16.24% |
| Avg. Down Month | -4.43% | -11.86% |
| Win Days % | 49.34% | 51.29% |
| Win Month % | 70.0% | 60.98% |
| Win Week % | 56.41% | 50.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |