| Metric | 11394651:btcusd:triple_med_gx:lsma110_115 | 11394651:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -7.2% | 189.3% |
| Max Drawdown | -11.25% | -67.18% |
| Sharpe | -0.26 | 0.43 |
| Sortino | -0.33 | 0.63 |
| Payoff Ratio | 1.22 | 1.14 |
| Profit Factor | 0.69 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.24 | 0.63 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 655.82 | 2.38 |
| Outlier Loss Ratio | 5.15 | 2.46 |
| Volatility (ann.) | 2.06% | 26.34% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.2 | 0.55 |
| Skew | -13.29 | 0.2 |
| Kurtosis | 860.68 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.18% | 2.56% |
| Expected Yearly % | -1.85% | 30.42% |
| Kelly Criterion | -29.9% | 8.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.18% | -2.24% |
| Expected Shortfall (cVaR) | -0.18% | -2.24% |
| Year | 11394651:BTCUSD | 11394651:btcusd:triple_med_gx:lsma110_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 2.99 | -0.05 | + |
| 2023 | 155.54 | -0.80 | -0.01 | - |
| 2024 | 121.00 | -1.97 | -0.02 | - |
| 2025 | 16.76 | -7.34 | -0.44 | - |
| Metric | 11394651:btcusd:triple_med_gx:lsma110_115 | 11394651:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -0.05% | 31.46% |
| 6M | -7.81% | 12.77% |
| YTD | -7.34% | 16.76% |
| 1Y | -8.21% | 56.84% |
| 3Y (ann.) | -2.23% | 55.31% |
| 5Y (ann.) | -2.19% | 37.09% |
| Metric | 11394651:btcusd:triple_med_gx:lsma110_115 | 11394651:BTCUSD |
|---|---|---|
| Max Drawdown | -11.25% | -67.18% |
| Longest DD Days | 961.0 | 683.0 |
| Avg. Drawdown | -3.59% | -6.63% |
| Avg. Drawdown Days | 274.0 | 33.0 |
| Recovery Factor | -0.64 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-24 | 2025-06-11 | -11.25 | 961 |
| 2022-03-06 | 2022-06-23 | -2.46 | 108 |
| 2022-09-02 | 2022-09-28 | -0.48 | 26 |
| 2022-09-01 | 2022-09-01 | -0.18 | 0 |
| Metric | 11394651:btcusd:triple_med_gx:lsma110_115 | 11394651:BTCUSD |
|---|---|---|
| Best Day | 2.13% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 2.0% | 35.75% |
| Worst Week | -4.86% | -29.64% |
| Best Month | 3.67% | 43.77% |
| Worst Month | -4.82% | -37.12% |
| Best Year | 2.99% | 155.54% |
| Worst Year | -7.34% | -56.13% |
| Avg. Up Day | 0.71% | 0.82% |
| Avg. Down Day | -0.58% | -0.72% |
| Avg. Up Week | 0.83% | 5.65% |
| Avg. Down Week | -0.6% | -2.42% |
| Avg. Up Month | 0.69% | 8.63% |
| Avg. Down Month | -1.35% | -10.57% |
| Win Days % | 28.57% | 51.25% |
| Win Month % | 36.36% | 61.9% |
| Win Week % | 40.0% | 50.84% |
| Win Quarter % | 33.33% | 57.14% |
| Win Year % | 25.0% | 75.0% |