| Metric | 11383265:btcusd:triple_med_gx:lsma80_75 | 11383265:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -2.69% | 168.36% |
| Max Drawdown | -9.49% | -67.18% |
| Sharpe | -0.07 | 0.41 |
| Sortino | -0.1 | 0.59 |
| Payoff Ratio | 1.4 | 1.2 |
| Profit Factor | 0.94 | 1.07 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 0.46 | 0.66 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 279.52 | 2.41 |
| Outlier Loss Ratio | 6.05 | 2.48 |
| Volatility (ann.) | 2.57% | 26.51% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.08 | 0.5 |
| Skew | 0.53 | 0.19 |
| Kurtosis | 253.3 | 6.28 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.07% | 2.38% |
| Expected Yearly % | -0.68% | 27.99% |
| Kelly Criterion | -12.14% | 10.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.22% | -2.25% |
| Expected Shortfall (cVaR) | -0.22% | -2.25% |
| Year | 11383265:BTCUSD | 11383265:btcusd:triple_med_gx:lsma80_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -0.53 | 0.01 | + |
| 2023 | 155.54 | 5.46 | 0.04 | - |
| 2024 | 121.00 | -3.71 | -0.03 | - |
| 2025 | 17.02 | -3.67 | -0.22 | - |
| Metric | 11383265:btcusd:triple_med_gx:lsma80_75 | 11383265:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.39% | 31.76% |
| 6M | -4.2% | 12.25% |
| YTD | -3.67% | 17.02% |
| 1Y | -4.07% | 57.19% |
| 3Y (ann.) | -1.37% | 55.42% |
| 5Y (ann.) | -0.8% | 33.81% |
| Metric | 11383265:btcusd:triple_med_gx:lsma80_75 | 11383265:BTCUSD |
|---|---|---|
| Max Drawdown | -9.49% | -67.18% |
| Longest DD Days | 490.0 | 683.0 |
| Avg. Drawdown | -2.88% | -7.27% |
| Avg. Drawdown Days | 168.0 | 35.0 |
| Recovery Factor | -0.28 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-06 | 2025-06-11 | -9.49 | 490 |
| 2022-08-18 | 2023-05-28 | -3.50 | 283 |
| 2023-05-29 | 2024-01-13 | -2.55 | 229 |
| 2022-04-28 | 2022-08-13 | -2.41 | 106 |
| 2022-01-22 | 2022-03-08 | -1.53 | 45 |
| 2024-01-13 | 2024-02-06 | -0.48 | 23 |
| 2022-04-28 | 2022-04-28 | -0.18 | 0 |
| Metric | 11383265:btcusd:triple_med_gx:lsma80_75 | 11383265:BTCUSD |
|---|---|---|
| Best Day | 2.87% | 9.33% |
| Worst Day | -3.49% | -9.32% |
| Best Week | 4.54% | 35.75% |
| Worst Week | -4.84% | -29.64% |
| Best Month | 3.99% | 43.77% |
| Worst Month | -4.84% | -37.12% |
| Best Year | 5.46% | 155.54% |
| Worst Year | -3.71% | -59.39% |
| Avg. Up Day | 0.64% | 0.71% |
| Avg. Down Day | -0.46% | -0.6% |
| Avg. Up Week | 1.26% | 6.01% |
| Avg. Down Week | -0.74% | -3.23% |
| Avg. Up Month | 0.98% | 16.41% |
| Avg. Down Month | -1.24% | -11.73% |
| Win Days % | 34.52% | 51.22% |
| Win Month % | 44.12% | 59.52% |
| Win Week % | 37.04% | 50.83% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |