| Metric | 11384399:btcusd:triple_med_gx:lsma70_80 | 11384399:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -3.03% | 191.46% |
| Max Drawdown | -20.59% | -67.18% |
| Sharpe | -0.03 | 0.42 |
| Sortino | -0.04 | 0.61 |
| Payoff Ratio | 1.22 | 0.97 |
| Profit Factor | 0.98 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.46 | 0.53 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 152.05 | 2.59 |
| Outlier Loss Ratio | 4.24 | 2.56 |
| Volatility (ann.) | 4.54% | 26.28% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.04 | 0.53 |
| Skew | 3.83 | 0.19 |
| Kurtosis | 250.1 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.07% | 2.52% |
| Expected Yearly % | -0.77% | 30.66% |
| Kelly Criterion | -11.76% | 1.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.23% |
| Expected Shortfall (cVaR) | -0.39% | -2.23% |
| Year | 11384399:BTCUSD | 11384399:btcusd:triple_med_gx:lsma70_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 0.70 | -0.01 | + |
| 2023 | 155.54 | 5.50 | 0.04 | - |
| 2024 | 121.00 | 0.15 | 0.00 | - |
| 2025 | 27.10 | -8.87 | -0.33 | - |
| Metric | 11384399:btcusd:triple_med_gx:lsma70_80 | 11384399:BTCUSD |
|---|---|---|
| MTD | 1.24% | 10.71% |
| 3M | 5.16% | 41.88% |
| 6M | -9.7% | 22.91% |
| YTD | -8.87% | 27.1% |
| 1Y | -12.83% | 82.29% |
| 3Y (ann.) | -1.46% | 77.48% |
| 5Y (ann.) | -0.88% | 35.9% |
| Metric | 11384399:btcusd:triple_med_gx:lsma70_80 | 11384399:BTCUSD |
|---|---|---|
| Max Drawdown | -20.59% | -67.18% |
| Longest DD Days | 478.0 | 683.0 |
| Avg. Drawdown | -3.63% | -7.05% |
| Avg. Drawdown Days | 96.0 | 34.0 |
| Recovery Factor | -0.15 | 2.85 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-25 | 2025-07-17 | -20.59 | 478 |
| 2022-08-03 | 2022-09-09 | -7.24 | 36 |
| 2022-01-27 | 2022-06-21 | -6.80 | 144 |
| 2022-09-25 | 2023-11-10 | -5.55 | 410 |
| 2023-11-24 | 2024-01-25 | -1.24 | 61 |
| 2024-01-25 | 2024-01-26 | -0.93 | 0 |
| 2024-02-28 | 2024-03-25 | -0.29 | 26 |
| 2023-11-24 | 2023-11-24 | -0.18 | 0 |
| 2022-07-06 | 2022-07-06 | -0.18 | 0 |
| 2022-08-03 | 2022-08-03 | -0.18 | 0 |
| Metric | 11384399:btcusd:triple_med_gx:lsma70_80 | 11384399:BTCUSD |
|---|---|---|
| Best Day | 6.08% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 6.01% | 35.75% |
| Worst Week | -9.34% | -29.64% |
| Best Month | 4.39% | 43.77% |
| Worst Month | -9.34% | -37.12% |
| Best Year | 5.5% | 155.54% |
| Worst Year | -8.87% | -59.39% |
| Avg. Up Day | 0.82% | 0.87% |
| Avg. Down Day | -0.67% | -0.9% |
| Avg. Up Week | 1.59% | 5.56% |
| Avg. Down Week | -1.54% | -1.86% |
| Avg. Up Month | 1.41% | 11.87% |
| Avg. Down Month | -1.66% | -9.8% |
| Win Days % | 38.56% | 51.24% |
| Win Month % | 52.63% | 60.47% |
| Win Week % | 51.67% | 51.61% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |