| Metric | 11396324:btcusd:triple_med_gx:lsma105_120 | 11396324:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 3.21% | 187.39% |
| Max Drawdown | -9.82% | -67.18% |
| Sharpe | 0.08 | 0.43 |
| Sortino | 0.12 | 0.62 |
| Payoff Ratio | 1.22 | 1.09 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.54 | 0.6 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 179.11 | 2.57 |
| Outlier Loss Ratio | 4.52 | 2.46 |
| Volatility (ann.) | 3.68% | 26.35% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.1 | 0.55 |
| Skew | -3.03 | 0.2 |
| Kurtosis | 354.78 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.08% | 2.55% |
| Expected Yearly % | 0.79% | 30.2% |
| Kelly Criterion | -6.11% | 6.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.24% |
| Expected Shortfall (cVaR) | -0.32% | -2.24% |
| Year | 11396324:BTCUSD | 11396324:btcusd:triple_med_gx:lsma105_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 7.02 | -0.12 | + |
| 2023 | 155.54 | -0.70 | -0.00 | - |
| 2024 | 121.00 | 4.04 | 0.03 | - |
| 2025 | 16.76 | -6.65 | -0.40 | - |
| Metric | 11396324:btcusd:triple_med_gx:lsma105_120 | 11396324:BTCUSD |
|---|---|---|
| MTD | -1.03% | 4.16% |
| 3M | -1.1% | 31.46% |
| 6M | -6.49% | 12.77% |
| YTD | -6.65% | 16.76% |
| 1Y | -2.79% | 56.84% |
| 3Y (ann.) | -0.55% | 55.31% |
| 5Y (ann.) | 0.94% | 36.89% |
| Metric | 11396324:btcusd:triple_med_gx:lsma105_120 | 11396324:BTCUSD |
|---|---|---|
| Max Drawdown | -9.82% | -67.18% |
| Longest DD Days | 795.0 | 683.0 |
| Avg. Drawdown | -2.0% | -6.61% |
| Avg. Drawdown Days | 99.0 | 33.0 |
| Recovery Factor | 0.33 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-06-11 | -9.82 | 184 |
| 2022-08-11 | 2024-10-14 | -5.68 | 795 |
| 2022-04-20 | 2022-06-23 | -3.28 | 63 |
| 2022-06-23 | 2022-06-23 | -1.54 | 0 |
| 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 |
| 2022-07-17 | 2022-07-17 | -0.18 | 0 |
| 2022-07-30 | 2022-07-30 | -0.18 | 0 |
| 2024-11-07 | 2024-11-07 | -0.18 | 0 |
| Metric | 11396324:btcusd:triple_med_gx:lsma105_120 | 11396324:BTCUSD |
|---|---|---|
| Best Day | 4.22% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 5.29% | 35.75% |
| Worst Week | -5.2% | -29.64% |
| Best Month | 5.29% | 43.77% |
| Worst Month | -5.52% | -37.12% |
| Best Year | 7.02% | 155.54% |
| Worst Year | -6.65% | -56.42% |
| Avg. Up Day | 0.71% | 0.77% |
| Avg. Down Day | -0.58% | -0.7% |
| Avg. Up Week | 1.24% | 7.55% |
| Avg. Down Week | -1.15% | -2.61% |
| Avg. Up Month | 1.45% | 13.44% |
| Avg. Down Month | -1.52% | -9.09% |
| Win Days % | 41.75% | 51.28% |
| Win Month % | 44.44% | 61.9% |
| Win Week % | 48.98% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |