| Metric | 11394706:btcusd:triple_med_gx:lsma105_115 | 11394706:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -2.02% | 189.3% |
| Max Drawdown | -11.11% | -67.18% |
| Sharpe | -0.03 | 0.43 |
| Sortino | -0.04 | 0.63 |
| Payoff Ratio | 1.32 | 1.14 |
| Profit Factor | 0.97 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.47 | 0.63 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 238.38 | 2.47 |
| Outlier Loss Ratio | 4.83 | 2.46 |
| Volatility (ann.) | 3.21% | 26.34% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.05 | 0.55 |
| Skew | -6.69 | 0.2 |
| Kurtosis | 542.96 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.05% | 2.56% |
| Expected Yearly % | -0.51% | 30.42% |
| Kelly Criterion | -11.13% | 8.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.28% | -2.24% |
| Expected Shortfall (cVaR) | -0.28% | -2.24% |
| Year | 11394706:BTCUSD | 11394706:btcusd:triple_med_gx:lsma105_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 0.91 | -0.02 | + |
| 2023 | 155.54 | -0.13 | -0.00 | - |
| 2024 | 121.00 | 4.93 | 0.04 | - |
| 2025 | 16.76 | -7.35 | -0.44 | - |
| Metric | 11394706:btcusd:triple_med_gx:lsma105_115 | 11394706:BTCUSD |
|---|---|---|
| MTD | -1.21% | 4.16% |
| 3M | -1.56% | 31.46% |
| 6M | -7.84% | 12.77% |
| YTD | -7.35% | 16.76% |
| 1Y | -4.95% | 56.84% |
| 3Y (ann.) | -1.93% | 55.31% |
| 5Y (ann.) | -0.6% | 37.09% |
| Metric | 11394706:btcusd:triple_med_gx:lsma105_115 | 11394706:BTCUSD |
|---|---|---|
| Max Drawdown | -11.11% | -67.18% |
| Longest DD Days | 844.0 | 683.0 |
| Avg. Drawdown | -3.02% | -6.63% |
| Avg. Drawdown Days | 163.0 | 33.0 |
| Recovery Factor | -0.18 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-06-11 | -11.11 | 184 |
| 2022-06-23 | 2024-10-14 | -6.85 | 844 |
| 2022-04-20 | 2022-06-23 | -2.04 | 64 |
| 2024-12-07 | 2024-12-08 | -0.51 | 1 |
| 2022-03-01 | 2022-04-19 | -0.29 | 49 |
| 2022-02-28 | 2022-02-28 | -0.18 | 0 |
| 2024-11-07 | 2024-11-07 | -0.18 | 0 |
| Metric | 11394706:btcusd:triple_med_gx:lsma105_115 | 11394706:BTCUSD |
|---|---|---|
| Best Day | 4.22% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 3.92% | 35.75% |
| Worst Week | -5.03% | -29.64% |
| Best Month | 4.04% | 43.77% |
| Worst Month | -5.53% | -37.12% |
| Best Year | 4.93% | 155.54% |
| Worst Year | -7.35% | -56.13% |
| Avg. Up Day | 0.74% | 0.81% |
| Avg. Down Day | -0.56% | -0.71% |
| Avg. Up Week | 0.84% | 8.63% |
| Avg. Down Week | -1.29% | -2.29% |
| Avg. Up Month | 1.12% | 12.69% |
| Avg. Down Month | -2.03% | -9.35% |
| Win Days % | 36.81% | 51.25% |
| Win Month % | 51.43% | 61.9% |
| Win Week % | 52.17% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |