| Metric | 11384247:btcusd:triple_med_gx:lsma115_80 | 11384247:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -15.02% | 189.95% |
| Max Drawdown | -29.83% | -67.18% |
| Sharpe | -0.14 | 0.43 |
| Sortino | -0.2 | 0.63 |
| Payoff Ratio | 1.14 | 1.08 |
| Profit Factor | 0.94 | 1.07 |
| Common Sense Ratio | 0.07 | 1.06 |
| CPC Index | 0.45 | 0.59 |
| Tail Ratio | 0.07 | 0.99 |
| Outlier Win Ratio | 66.02 | 3.04 |
| Outlier Loss Ratio | 4.44 | 3.02 |
| Volatility (ann.) | 6.96% | 26.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.16 | 0.55 |
| Skew | 1.02 | 0.2 |
| Kurtosis | 79.5 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.39% | 2.57% |
| Expected Yearly % | -3.99% | 30.49% |
| Kelly Criterion | -7.91% | 6.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.24% |
| Expected Shortfall (cVaR) | -0.6% | -2.24% |
| Year | 11384247:BTCUSD | 11384247:btcusd:triple_med_gx:lsma115_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 10.08 | -0.18 | + |
| 2023 | 155.54 | -10.89 | -0.07 | - |
| 2024 | 121.00 | 10.31 | 0.09 | - |
| 2025 | 17.02 | -21.46 | -1.26 | - |
| Metric | 11384247:btcusd:triple_med_gx:lsma115_80 | 11384247:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -7.22% | 31.76% |
| 6M | -23.72% | 12.25% |
| YTD | -21.46% | 17.02% |
| 1Y | -26.59% | 57.19% |
| 3Y (ann.) | -7.07% | 55.42% |
| 5Y (ann.) | -4.72% | 37.22% |
| Metric | 11384247:btcusd:triple_med_gx:lsma115_80 | 11384247:BTCUSD |
|---|---|---|
| Max Drawdown | -29.83% | -67.18% |
| Longest DD Days | 869.0 | 683.0 |
| Avg. Drawdown | -6.11% | -6.63% |
| Avg. Drawdown Days | 119.0 | 33.0 |
| Recovery Factor | -0.5 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-24 | 2025-06-11 | -29.83 | 869 |
| 2022-02-11 | 2022-05-29 | -10.00 | 107 |
| 2022-09-15 | 2023-01-20 | -8.41 | 127 |
| 2022-07-24 | 2022-09-09 | -4.86 | 46 |
| 2022-06-03 | 2022-06-06 | -3.58 | 3 |
| 2022-06-06 | 2022-07-04 | -2.83 | 27 |
| 2022-07-11 | 2022-07-23 | -0.59 | 12 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-07-24 | 2022-07-24 | -0.38 | 0 |
| 2022-09-14 | 2022-09-14 | -0.18 | 0 |
| Metric | 11384247:btcusd:triple_med_gx:lsma115_80 | 11384247:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 9.71% | 35.75% |
| Worst Week | -7.46% | -29.64% |
| Best Month | 9.0% | 43.77% |
| Worst Month | -11.18% | -37.12% |
| Best Year | 10.31% | 155.54% |
| Worst Year | -21.46% | -56.13% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.66% | -0.72% |
| Avg. Up Week | 3.42% | 5.7% |
| Avg. Down Week | -2.51% | -5.2% |
| Avg. Up Month | 3.08% | 19.68% |
| Avg. Down Month | -2.57% | -9.4% |
| Win Days % | 42.49% | 51.26% |
| Win Month % | 46.15% | 61.9% |
| Win Week % | 40.28% | 50.84% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |