| Metric | 11393118:btcusd:triple_med_gx:lsma105_110 | 11393118:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -2.7% | 198.98% |
| Max Drawdown | -9.65% | -67.18% |
| Sharpe | -0.07 | 0.44 |
| Sortino | -0.09 | 0.64 |
| Payoff Ratio | 1.38 | 1.43 |
| Profit Factor | 0.91 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.42 | 0.79 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 431.22 | 2.38 |
| Outlier Loss Ratio | 5.5 | 2.46 |
| Volatility (ann.) | 2.59% | 26.34% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.08 | 0.57 |
| Skew | -14.29 | 0.2 |
| Kurtosis | 1176.61 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.07% | 2.64% |
| Expected Yearly % | -0.68% | 31.5% |
| Kelly Criterion | -15.44% | 17.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.22% | -2.24% |
| Expected Shortfall (cVaR) | -0.22% | -2.24% |
| Year | 11393118:BTCUSD | 11393118:btcusd:triple_med_gx:lsma105_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 4.17 | -0.08 | + |
| 2023 | 155.54 | -1.49 | -0.01 | - |
| 2024 | 121.00 | 2.66 | 0.02 | - |
| 2025 | 16.76 | -7.64 | -0.46 | - |
| Metric | 11393118:btcusd:triple_med_gx:lsma105_110 | 11393118:BTCUSD |
|---|---|---|
| MTD | -1.21% | 4.16% |
| 3M | -1.56% | 31.46% |
| 6M | -8.51% | 12.77% |
| YTD | -7.64% | 16.76% |
| 1Y | -5.1% | 56.84% |
| 3Y (ann.) | -2.31% | 55.31% |
| 5Y (ann.) | -0.81% | 38.4% |
| Metric | 11393118:btcusd:triple_med_gx:lsma105_110 | 11393118:BTCUSD |
|---|---|---|
| Max Drawdown | -9.65% | -67.18% |
| Longest DD Days | 1013.0 | 683.0 |
| Avg. Drawdown | -2.24% | -6.29% |
| Avg. Drawdown Days | 210.0 | 31.0 |
| Recovery Factor | -0.28 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-02 | 2025-06-11 | -9.65 | 1013 |
| 2022-05-17 | 2022-06-23 | -0.99 | 37 |
| 2022-04-19 | 2022-04-19 | -0.18 | 0 |
| 2022-02-28 | 2022-02-28 | -0.18 | 0 |
| 2022-07-30 | 2022-07-30 | -0.18 | 0 |
| Metric | 11393118:btcusd:triple_med_gx:lsma105_110 | 11393118:BTCUSD |
|---|---|---|
| Best Day | 4.04% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 3.85% | 35.75% |
| Worst Week | -6.53% | -29.64% |
| Best Month | 3.85% | 43.77% |
| Worst Month | -7.01% | -37.12% |
| Best Year | 4.17% | 155.54% |
| Worst Year | -7.64% | -54.66% |
| Avg. Up Day | 0.72% | 0.84% |
| Avg. Down Day | -0.52% | -0.59% |
| Avg. Up Week | 1.05% | 8.93% |
| Avg. Down Week | -1.14% | -2.49% |
| Avg. Up Month | 1.16% | 13.88% |
| Avg. Down Month | -1.41% | -7.88% |
| Win Days % | 33.0% | 51.26% |
| Win Month % | 41.94% | 61.9% |
| Win Week % | 38.46% | 51.11% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 50.0% | 75.0% |