| Metric | 11395034:btcusd:triple_med_gx:lsma105_115 | 11395034:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -15.91% | 189.3% |
| Max Drawdown | -17.42% | -67.18% |
| Sharpe | -0.3 | 0.43 |
| Sortino | -0.41 | 0.63 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 0.77 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.31 | 0.56 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 190.74 | 2.47 |
| Outlier Loss Ratio | 3.46 | 2.51 |
| Volatility (ann.) | 4.01% | 26.34% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.29 | 0.55 |
| Skew | -0.36 | 0.2 |
| Kurtosis | 162.76 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.41% | 2.56% |
| Expected Yearly % | -4.24% | 30.42% |
| Kelly Criterion | -21.43% | 3.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -2.24% |
| Expected Shortfall (cVaR) | -0.35% | -2.24% |
| Year | 11395034:BTCUSD | 11395034:btcusd:triple_med_gx:lsma105_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -6.12 | 0.11 | + |
| 2023 | 155.54 | -2.70 | -0.02 | - |
| 2024 | 121.00 | -2.01 | -0.02 | - |
| 2025 | 16.76 | -6.06 | -0.36 | - |
| Metric | 11395034:btcusd:triple_med_gx:lsma105_115 | 11395034:BTCUSD |
|---|---|---|
| MTD | -0.18% | 4.16% |
| 3M | -0.99% | 31.46% |
| 6M | -5.87% | 12.77% |
| YTD | -6.06% | 16.76% |
| 1Y | -16.27% | 56.84% |
| 3Y (ann.) | -5.12% | 55.31% |
| 5Y (ann.) | -5.02% | 37.09% |
| Metric | 11395034:btcusd:triple_med_gx:lsma105_115 | 11395034:BTCUSD |
|---|---|---|
| Max Drawdown | -17.42% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -8.21% | -6.63% |
| Avg. Drawdown Days | 292.0 | 33.0 |
| Recovery Factor | -0.91 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-29 | 2025-06-11 | -17.42 | 378 |
| 2022-07-30 | 2024-05-03 | -10.60 | 642 |
| 2022-04-21 | 2022-07-30 | -2.47 | 100 |
| 2022-03-02 | 2022-04-21 | -2.33 | 50 |
| Metric | 11395034:btcusd:triple_med_gx:lsma105_115 | 11395034:BTCUSD |
|---|---|---|
| Best Day | 4.13% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 6.81% | 35.75% |
| Worst Week | -4.83% | -29.64% |
| Best Month | 6.2% | 43.77% |
| Worst Month | -4.83% | -37.12% |
| Best Year | -2.01% | 155.54% |
| Worst Year | -6.12% | -56.13% |
| Avg. Up Day | 0.8% | 0.84% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 1.11% | 6.37% |
| Avg. Down Week | -1.62% | -3.22% |
| Avg. Up Month | 1.5% | 16.0% |
| Avg. Down Month | -2.3% | -8.46% |
| Win Days % | 37.91% | 51.25% |
| Win Month % | 40.0% | 61.9% |
| Win Week % | 36.54% | 50.84% |
| Win Quarter % | 21.43% | 57.14% |
| Win Year % | 0.0% | 75.0% |