| Metric | 11392605:btcusd:triple_med_gx:lsma80_105 | 11392605:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 1.5% | 161.95% |
| Max Drawdown | -25.87% | -67.18% |
| Sharpe | 0.05 | 0.41 |
| Sortino | 0.07 | 0.59 |
| Payoff Ratio | 1.03 | 0.96 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.52 | 0.53 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 70.15 | 3.05 |
| Outlier Loss Ratio | 3.09 | 2.96 |
| Volatility (ann.) | 8.01% | 26.29% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.02 | 0.5 |
| Skew | -1.97 | 0.18 |
| Kurtosis | 128.98 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.04% | 2.38% |
| Expected Yearly % | 0.37% | 27.22% |
| Kelly Criterion | -1.11% | 0.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.23% |
| Expected Shortfall (cVaR) | -0.69% | -2.23% |
| Year | 11392605:BTCUSD | 11392605:btcusd:triple_med_gx:lsma80_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -0.30 | 0.01 | + |
| 2023 | 155.54 | 12.37 | 0.08 | - |
| 2024 | 121.00 | -5.62 | -0.05 | - |
| 2025 | 16.76 | -4.01 | -0.24 | - |
| Metric | 11392605:btcusd:triple_med_gx:lsma80_105 | 11392605:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.28% | 31.46% |
| 6M | -4.87% | 12.77% |
| YTD | -4.01% | 16.76% |
| 1Y | -19.45% | 56.84% |
| 3Y (ann.) | 0.17% | 55.31% |
| 5Y (ann.) | 0.45% | 33.36% |
| Metric | 11392605:btcusd:triple_med_gx:lsma80_105 | 11392605:BTCUSD |
|---|---|---|
| Max Drawdown | -25.87% | -67.18% |
| Longest DD Days | 468.0 | 683.0 |
| Avg. Drawdown | -4.42% | -7.17% |
| Avg. Drawdown Days | 92.0 | 37.0 |
| Recovery Factor | 0.06 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-29 | 2025-06-11 | -25.87 | 468 |
| 2022-09-27 | 2023-11-09 | -10.75 | 407 |
| 2022-03-20 | 2022-09-27 | -7.91 | 191 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| 2024-01-07 | 2024-01-08 | -0.98 | 0 |
| 2023-11-11 | 2023-12-18 | -0.96 | 37 |
| 2022-02-21 | 2022-02-22 | -0.92 | 0 |
| 2022-02-23 | 2022-02-23 | -0.69 | 0 |
| 2023-11-09 | 2023-11-10 | -0.54 | 0 |
| Metric | 11392605:btcusd:triple_med_gx:lsma80_105 | 11392605:BTCUSD |
|---|---|---|
| Best Day | 5.91% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 13.87% | 35.75% |
| Worst Week | -14.32% | -29.64% |
| Best Month | 13.87% | 43.77% |
| Worst Month | -14.48% | -37.12% |
| Best Year | 12.37% | 155.54% |
| Worst Year | -5.62% | -60.27% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.89% | -0.97% |
| Avg. Up Week | 3.46% | 5.89% |
| Avg. Down Week | -2.33% | -6.14% |
| Avg. Up Month | 4.22% | 16.23% |
| Avg. Down Month | -3.69% | -13.65% |
| Win Days % | 48.77% | 51.28% |
| Win Month % | 47.22% | 60.98% |
| Win Week % | 42.55% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |