| Metric | 11384243:btcusd:triple_med_gx:lsma95_80 | 11384243:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -3.86% | 208.61% |
| Max Drawdown | -18.17% | -67.18% |
| Sharpe | -0.05 | 0.45 |
| Sortino | -0.07 | 0.65 |
| Payoff Ratio | 1.29 | 1.16 |
| Profit Factor | 0.97 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.49 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 132.08 | 2.68 |
| Outlier Loss Ratio | 5.04 | 2.62 |
| Volatility (ann.) | 4.32% | 26.38% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.06 | 0.59 |
| Skew | 3.97 | 0.2 |
| Kurtosis | 192.64 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.09% | 2.72% |
| Expected Yearly % | -0.98% | 32.54% |
| Kelly Criterion | -7.78% | 9.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.24% |
| Expected Shortfall (cVaR) | -0.37% | -2.24% |
| Year | 11384243:BTCUSD | 11384243:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 13.91 | -0.26 | + |
| 2023 | 155.54 | -14.18 | -0.09 | - |
| 2024 | 121.00 | 9.20 | 0.08 | - |
| 2025 | 17.02 | -9.94 | -0.58 | - |
| Metric | 11384243:btcusd:triple_med_gx:lsma95_80 | 11384243:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.04% | 31.76% |
| 6M | -9.94% | 12.25% |
| YTD | -9.94% | 17.02% |
| 1Y | -9.64% | 57.19% |
| 3Y (ann.) | -1.77% | 55.42% |
| 5Y (ann.) | -1.16% | 39.6% |
| Metric | 11384243:btcusd:triple_med_gx:lsma95_80 | 11384243:BTCUSD |
|---|---|---|
| Max Drawdown | -18.17% | -67.18% |
| Longest DD Days | 977.0 | 683.0 |
| Avg. Drawdown | -3.94% | -6.33% |
| Avg. Drawdown Days | 130.0 | 31.0 |
| Recovery Factor | -0.21 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-08 | 2025-06-11 | -18.17 | 977 |
| 2022-01-26 | 2022-04-28 | -6.53 | 92 |
| 2022-06-03 | 2022-07-04 | -5.80 | 31 |
| 2022-04-30 | 2022-05-29 | -2.78 | 29 |
| 2022-08-01 | 2022-08-11 | -0.95 | 10 |
| 2022-09-08 | 2022-09-08 | -0.55 | 0 |
| 2022-08-11 | 2022-09-07 | -0.37 | 27 |
| 2022-09-14 | 2022-09-14 | -0.18 | 0 |
| 2022-04-29 | 2022-04-30 | -0.18 | 0 |
| Metric | 11384243:btcusd:triple_med_gx:lsma95_80 | 11384243:BTCUSD |
|---|---|---|
| Best Day | 6.08% | 9.33% |
| Worst Day | -3.98% | -9.32% |
| Best Week | 9.15% | 35.75% |
| Worst Week | -4.21% | -29.64% |
| Best Month | 9.44% | 43.77% |
| Worst Month | -6.84% | -37.12% |
| Best Year | 13.91% | 155.54% |
| Worst Year | -14.18% | -53.3% |
| Avg. Up Day | 0.68% | 0.72% |
| Avg. Down Day | -0.53% | -0.62% |
| Avg. Up Week | 2.19% | 6.37% |
| Avg. Down Week | -1.25% | -4.47% |
| Avg. Up Month | 1.16% | 17.05% |
| Avg. Down Month | -1.68% | -13.59% |
| Win Days % | 39.25% | 51.28% |
| Win Month % | 38.89% | 61.9% |
| Win Week % | 34.43% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |