| Metric | 11384246:btcusd:triple_med_gx:lsma110_80 | 11384246:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -20.21% | 199.65% |
| Max Drawdown | -32.51% | -67.18% |
| Sharpe | -0.23 | 0.44 |
| Sortino | -0.33 | 0.64 |
| Payoff Ratio | 1.12 | 1.05 |
| Profit Factor | 0.88 | 1.07 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.41 | 0.58 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 79.8 | 2.92 |
| Outlier Loss Ratio | 4.52 | 2.96 |
| Volatility (ann.) | 6.34% | 26.34% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.2 | 0.57 |
| Skew | 1.03 | 0.2 |
| Kurtosis | 103.89 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.54% | 2.65% |
| Expected Yearly % | -5.49% | 31.57% |
| Kelly Criterion | -11.62% | 4.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.24% |
| Expected Shortfall (cVaR) | -0.55% | -2.24% |
| Year | 11384246:BTCUSD | 11384246:btcusd:triple_med_gx:lsma110_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 7.46 | -0.14 | + |
| 2023 | 155.54 | -15.57 | -0.10 | - |
| 2024 | 121.00 | 16.43 | 0.14 | - |
| 2025 | 17.02 | -24.46 | -1.44 | - |
| Metric | 11384246:btcusd:triple_med_gx:lsma110_80 | 11384246:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -12.26% | 31.76% |
| 6M | -26.64% | 12.25% |
| YTD | -24.46% | 17.02% |
| 1Y | -26.32% | 57.19% |
| 3Y (ann.) | -7.15% | 55.42% |
| 5Y (ann.) | -6.48% | 38.5% |
| Metric | 11384246:btcusd:triple_med_gx:lsma110_80 | 11384246:BTCUSD |
|---|---|---|
| Max Drawdown | -32.51% | -67.18% |
| Longest DD Days | 869.0 | 683.0 |
| Avg. Drawdown | -7.15% | -6.29% |
| Avg. Drawdown Days | 149.0 | 31.0 |
| Recovery Factor | -0.62 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-24 | 2025-06-11 | -32.51 | 869 |
| 2022-02-11 | 2022-05-29 | -9.03 | 107 |
| 2022-09-15 | 2023-01-20 | -6.28 | 127 |
| 2022-06-03 | 2022-07-23 | -6.12 | 50 |
| 2022-08-01 | 2022-09-07 | -2.11 | 37 |
| 2022-09-08 | 2022-09-08 | -0.55 | 0 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-09-14 | 2022-09-14 | -0.18 | 0 |
| Metric | 11384246:btcusd:triple_med_gx:lsma110_80 | 11384246:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 9.71% | 35.75% |
| Worst Week | -7.64% | -29.64% |
| Best Month | 9.02% | 43.77% |
| Worst Month | -9.67% | -37.12% |
| Best Year | 16.43% | 155.54% |
| Worst Year | -24.46% | -54.66% |
| Avg. Up Day | 0.72% | 0.75% |
| Avg. Down Day | -0.65% | -0.71% |
| Avg. Up Week | 3.83% | 6.36% |
| Avg. Down Week | -1.94% | -5.08% |
| Avg. Up Month | 4.32% | 22.47% |
| Avg. Down Month | -2.7% | -12.1% |
| Win Days % | 41.11% | 51.27% |
| Win Month % | 34.21% | 61.9% |
| Win Week % | 27.54% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |