| Metric | 11384168:btcusd:triple_med_gx:lsma70_75 | 11384168:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -0.69% | 152.93% |
| Max Drawdown | -7.99% | -67.18% |
| Sharpe | 0.0 | 0.4 |
| Sortino | 0.01 | 0.58 |
| Payoff Ratio | 1.12 | 0.92 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.48 | 0.5 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 262.56 | 2.4 |
| Outlier Loss Ratio | 3.37 | 2.47 |
| Volatility (ann.) | 3.71% | 26.28% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.03 | 0.48 |
| Skew | -2.35 | 0.18 |
| Kurtosis | 532.13 | 6.47 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.02% | 2.29% |
| Expected Yearly % | -0.17% | 26.11% |
| Kelly Criterion | -8.3% | -1.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.23% |
| Expected Shortfall (cVaR) | -0.32% | -2.23% |
| Year | 11384168:BTCUSD | 11384168:btcusd:triple_med_gx:lsma70_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 2.71 | -0.04 | + |
| 2023 | 155.54 | 0.64 | 0.00 | - |
| 2024 | 121.00 | 0.02 | 0.00 | - |
| 2025 | 17.02 | -3.94 | -0.23 | - |
| Metric | 11384168:btcusd:triple_med_gx:lsma70_75 | 11384168:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.13% | 31.76% |
| 6M | -3.94% | 12.25% |
| YTD | -3.94% | 17.02% |
| 1Y | -4.96% | 57.19% |
| 3Y (ann.) | -0.48% | 55.42% |
| 5Y (ann.) | -0.21% | 32.3% |
| Metric | 11384168:btcusd:triple_med_gx:lsma70_75 | 11384168:BTCUSD |
|---|---|---|
| Max Drawdown | -7.99% | -67.18% |
| Longest DD Days | 987.0 | 683.0 |
| Avg. Drawdown | -3.8% | -7.61% |
| Avg. Drawdown Days | 386.0 | 38.0 |
| Recovery Factor | -0.09 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2025-06-11 | -7.99 | 987 |
| 2022-04-08 | 2022-09-27 | -3.24 | 171 |
| 2022-02-22 | 2022-02-22 | -0.18 | 0 |
| Metric | 11384168:btcusd:triple_med_gx:lsma70_75 | 11384168:BTCUSD |
|---|---|---|
| Best Day | 5.1% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 4.54% | 35.75% |
| Worst Week | -3.82% | -29.64% |
| Best Month | 4.54% | 43.77% |
| Worst Month | -3.82% | -37.12% |
| Best Year | 2.71% | 155.54% |
| Worst Year | -3.94% | -61.73% |
| Avg. Up Day | 0.86% | 0.91% |
| Avg. Down Day | -0.77% | -0.98% |
| Avg. Up Week | 1.76% | 5.52% |
| Avg. Down Week | -1.31% | -5.47% |
| Avg. Up Month | 1.67% | 9.64% |
| Avg. Down Month | -1.22% | -16.49% |
| Win Days % | 42.86% | 51.27% |
| Win Month % | 38.46% | 60.98% |
| Win Week % | 41.94% | 50.28% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |