| Metric | 11391078:btcusd:triple_med_gx:lsma80_100 | 11391078:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 12.7% | 155.55% |
| Max Drawdown | -15.85% | -67.18% |
| Sharpe | 0.16 | 0.4 |
| Sortino | 0.23 | 0.58 |
| Payoff Ratio | 0.99 | 0.9 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.56 | 0.49 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 80.9 | 2.93 |
| Outlier Loss Ratio | 2.84 | 2.8 |
| Volatility (ann.) | 7.08% | 26.3% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.23 | 0.48 |
| Skew | -0.07 | 0.18 |
| Kurtosis | 109.46 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.29% | 2.31% |
| Expected Yearly % | 3.04% | 26.44% |
| Kelly Criterion | 0.69% | -2.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.24% |
| Expected Shortfall (cVaR) | -0.61% | -2.24% |
| Year | 11391078:BTCUSD | 11391078:btcusd:triple_med_gx:lsma80_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | 4.76 | -0.08 | + |
| 2023 | 155.54 | 6.81 | 0.04 | - |
| 2024 | 121.00 | 5.00 | 0.04 | - |
| 2025 | 17.02 | -4.06 | -0.24 | - |
| Metric | 11391078:btcusd:triple_med_gx:lsma80_100 | 11391078:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.23% | 31.76% |
| 6M | -2.96% | 12.25% |
| YTD | -4.06% | 17.02% |
| 1Y | -7.52% | 57.19% |
| 3Y (ann.) | 2.6% | 55.42% |
| 5Y (ann.) | 3.64% | 32.41% |
| Metric | 11391078:btcusd:triple_med_gx:lsma80_100 | 11391078:BTCUSD |
|---|---|---|
| Max Drawdown | -15.85% | -67.18% |
| Longest DD Days | 467.0 | 683.0 |
| Avg. Drawdown | -4.52% | -7.64% |
| Avg. Drawdown Days | 120.0 | 40.0 |
| Recovery Factor | 0.8 | 2.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-29 | 2025-06-11 | -15.85 | 467 |
| 2022-09-27 | 2023-10-20 | -11.08 | 387 |
| 2022-02-23 | 2022-05-10 | -5.19 | 75 |
| 2022-05-10 | 2022-09-27 | -4.66 | 139 |
| 2023-11-11 | 2023-12-20 | -3.54 | 39 |
| 2023-12-20 | 2024-01-08 | -1.61 | 19 |
| 2023-10-20 | 2023-11-10 | -1.49 | 21 |
| 2024-01-09 | 2024-02-27 | -0.89 | 49 |
| 2022-02-23 | 2022-02-23 | -0.69 | 0 |
| 2022-02-22 | 2022-02-22 | -0.18 | 0 |
| Metric | 11391078:btcusd:triple_med_gx:lsma80_100 | 11391078:BTCUSD |
|---|---|---|
| Best Day | 5.91% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.77% | 35.75% |
| Worst Week | -8.05% | -29.64% |
| Best Month | 11.77% | 43.77% |
| Worst Month | -8.05% | -37.12% |
| Best Year | 6.81% | 155.54% |
| Worst Year | -4.06% | -61.33% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.95% | -1.07% |
| Avg. Up Week | 2.74% | 6.19% |
| Avg. Down Week | -1.61% | -6.88% |
| Avg. Up Month | 3.1% | 15.02% |
| Avg. Down Month | -1.51% | -14.66% |
| Win Days % | 50.47% | 51.28% |
| Win Month % | 53.12% | 60.98% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |