| Metric | 11392580:btcusd:triple_med_gx:lsma95_105 | 11392580:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -12.05% | 161.99% |
| Max Drawdown | -20.08% | -67.18% |
| Sharpe | -0.17 | 0.41 |
| Sortino | -0.23 | 0.59 |
| Payoff Ratio | 1.0 | 0.98 |
| Profit Factor | 0.86 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.36 | 0.54 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 157.69 | 2.58 |
| Outlier Loss Ratio | 3.32 | 2.56 |
| Volatility (ann.) | 4.98% | 26.28% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.19 | 0.5 |
| Skew | -0.32 | 0.18 |
| Kurtosis | 277.02 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.31% | 2.38% |
| Expected Yearly % | -3.16% | 27.22% |
| Kelly Criterion | -15.12% | 1.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.23% |
| Expected Shortfall (cVaR) | -0.43% | -2.23% |
| Year | 11392580:BTCUSD | 11392580:btcusd:triple_med_gx:lsma95_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 6.74 | -0.11 | + |
| 2023 | 155.54 | -4.71 | -0.03 | - |
| 2024 | 121.00 | -2.43 | -0.02 | - |
| 2025 | 16.76 | -11.38 | -0.68 | - |
| Metric | 11392580:btcusd:triple_med_gx:lsma95_105 | 11392580:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -8.15% | 31.46% |
| 6M | -14.13% | 12.77% |
| YTD | -11.38% | 16.76% |
| 1Y | -17.63% | 56.84% |
| 3Y (ann.) | -3.58% | 55.31% |
| 5Y (ann.) | -3.76% | 33.33% |
| Metric | 11392580:btcusd:triple_med_gx:lsma95_105 | 11392580:BTCUSD |
|---|---|---|
| Max Drawdown | -20.08% | -67.18% |
| Longest DD Days | 616.0 | 683.0 |
| Avg. Drawdown | -5.57% | -6.97% |
| Avg. Drawdown Days | 168.0 | 36.0 |
| Recovery Factor | -0.6 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -20.08 | 369 |
| 2022-09-27 | 2024-06-04 | -12.34 | 616 |
| 2022-03-22 | 2022-09-26 | -5.08 | 187 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2022-02-22 | 2022-02-22 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11392580:btcusd:triple_med_gx:lsma95_105 | 11392580:BTCUSD |
|---|---|---|
| Best Day | 5.72% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 5.53% | 35.75% |
| Worst Week | -4.66% | -29.64% |
| Best Month | 5.53% | 43.77% |
| Worst Month | -4.85% | -37.12% |
| Best Year | 6.74% | 155.54% |
| Worst Year | -11.38% | -60.27% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 1.34% | 2.56% |
| Avg. Down Week | -1.65% | -4.84% |
| Avg. Up Month | 2.24% | 12.79% |
| Avg. Down Month | -2.87% | -11.59% |
| Win Days % | 42.51% | 51.27% |
| Win Month % | 43.75% | 60.98% |
| Win Week % | 37.21% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |