| Metric | 11392476:btcusd:triple_med_gx:lsma110_105 | 11392476:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -8.23% | 189.3% |
| Max Drawdown | -20.57% | -67.18% |
| Sharpe | -0.1 | 0.43 |
| Sortino | -0.15 | 0.63 |
| Payoff Ratio | 1.19 | 1.06 |
| Profit Factor | 0.92 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.42 | 0.59 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 133.03 | 2.65 |
| Outlier Loss Ratio | 3.6 | 2.64 |
| Volatility (ann.) | 5.01% | 26.34% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.12 | 0.55 |
| Skew | 1.11 | 0.2 |
| Kurtosis | 153.43 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.2% | 2.56% |
| Expected Yearly % | -2.12% | 30.42% |
| Kelly Criterion | -14.06% | 5.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.24% |
| Expected Shortfall (cVaR) | -0.43% | -2.24% |
| Year | 11392476:BTCUSD | 11392476:btcusd:triple_med_gx:lsma110_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 0.03 | -0.00 | + |
| 2023 | 155.54 | 5.09 | 0.03 | - |
| 2024 | 121.00 | -6.73 | -0.06 | - |
| 2025 | 16.76 | -6.40 | -0.38 | - |
| Metric | 11392476:btcusd:triple_med_gx:lsma110_105 | 11392476:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -4.39% | 31.46% |
| 6M | -9.81% | 12.77% |
| YTD | -6.4% | 16.76% |
| 1Y | -10.03% | 56.84% |
| 3Y (ann.) | -6.54% | 55.31% |
| 5Y (ann.) | -2.52% | 37.09% |
| Metric | 11392476:btcusd:triple_med_gx:lsma110_105 | 11392476:BTCUSD |
|---|---|---|
| Max Drawdown | -20.57% | -67.18% |
| Longest DD Days | 1112.0 | 683.0 |
| Avg. Drawdown | -3.19% | -6.63% |
| Avg. Drawdown Days | 159.0 | 33.0 |
| Recovery Factor | -0.4 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-26 | 2025-06-11 | -20.57 | 1112 |
| 2022-02-07 | 2022-02-08 | -0.87 | 0 |
| 2022-03-07 | 2022-03-07 | -0.18 | 0 |
| 2022-04-25 | 2022-04-25 | -0.18 | 0 |
| 2022-05-25 | 2022-05-26 | -0.18 | 0 |
| 2022-03-27 | 2022-03-27 | -0.18 | 0 |
| 2022-02-07 | 2022-02-07 | -0.18 | 0 |
| Metric | 11392476:btcusd:triple_med_gx:lsma110_105 | 11392476:BTCUSD |
|---|---|---|
| Best Day | 4.73% | 9.33% |
| Worst Day | -4.64% | -9.32% |
| Best Week | 5.56% | 35.75% |
| Worst Week | -11.68% | -29.64% |
| Best Month | 6.61% | 43.77% |
| Worst Month | -11.68% | -37.12% |
| Best Year | 5.09% | 155.54% |
| Worst Year | -6.73% | -56.13% |
| Avg. Up Day | 0.96% | 1.03% |
| Avg. Down Day | -0.81% | -0.97% |
| Avg. Up Week | 2.26% | 10.56% |
| Avg. Down Week | -2.05% | -6.16% |
| Avg. Up Month | 2.69% | 15.93% |
| Avg. Down Month | -2.68% | -11.62% |
| Win Days % | 38.1% | 51.25% |
| Win Month % | 39.47% | 61.9% |
| Win Week % | 41.54% | 50.84% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 50.0% | 75.0% |