| Metric | 11384406:btcusd:triple_med_gx:lsma100_80 | 11384406:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -1.04% | 195.42% |
| Max Drawdown | -16.28% | -67.18% |
| Sharpe | 0.01 | 0.44 |
| Sortino | 0.02 | 0.63 |
| Payoff Ratio | 1.23 | 1.19 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.52 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 100.02 | 2.8 |
| Outlier Loss Ratio | 4.32 | 2.71 |
| Volatility (ann.) | 5.49% | 26.36% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.02 | 0.56 |
| Skew | 3.5 | 0.2 |
| Kurtosis | 150.82 | 6.39 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.02% | 2.61% |
| Expected Yearly % | -0.26% | 31.1% |
| Kelly Criterion | -5.83% | 10.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.24% |
| Expected Shortfall (cVaR) | -0.47% | -2.24% |
| Year | 11384406:BTCUSD | 11384406:btcusd:triple_med_gx:lsma100_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 6.23 | -0.11 | + |
| 2023 | 155.54 | 0.44 | 0.00 | - |
| 2024 | 121.00 | -0.73 | -0.01 | - |
| 2025 | 17.02 | -6.57 | -0.39 | - |
| Metric | 11384406:btcusd:triple_med_gx:lsma100_80 | 11384406:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.28% | 31.76% |
| 6M | -6.56% | 12.25% |
| YTD | -6.57% | 17.02% |
| 1Y | -12.62% | 57.19% |
| 3Y (ann.) | -1.39% | 55.42% |
| 5Y (ann.) | -0.31% | 37.84% |
| Metric | 11384406:btcusd:triple_med_gx:lsma100_80 | 11384406:BTCUSD |
|---|---|---|
| Max Drawdown | -16.28% | -67.18% |
| Longest DD Days | 518.0 | 683.0 |
| Avg. Drawdown | -4.78% | -6.6% |
| Avg. Drawdown Days | 105.0 | 32.0 |
| Recovery Factor | -0.06 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-08 | 2025-06-11 | -16.28 | 429 |
| 2022-10-09 | 2024-03-11 | -10.62 | 518 |
| 2022-04-28 | 2022-05-30 | -6.59 | 31 |
| 2022-06-08 | 2022-07-04 | -5.75 | 26 |
| 2022-02-12 | 2022-04-27 | -4.09 | 73 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-07-17 | 2022-09-09 | -3.42 | 53 |
| 2024-03-12 | 2024-04-03 | -1.51 | 21 |
| 2022-07-17 | 2022-07-17 | -0.18 | 0 |
| 2022-09-15 | 2022-09-16 | -0.18 | 0 |
| Metric | 11384406:btcusd:triple_med_gx:lsma100_80 | 11384406:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 8.92% | 35.75% |
| Worst Week | -7.58% | -29.64% |
| Best Month | 11.11% | 43.77% |
| Worst Month | -9.41% | -37.12% |
| Best Year | 6.23% | 155.54% |
| Worst Year | -6.57% | -55.3% |
| Avg. Up Day | 0.78% | 0.81% |
| Avg. Down Day | -0.63% | -0.68% |
| Avg. Up Week | 3.52% | 5.6% |
| Avg. Down Week | -1.69% | -4.59% |
| Avg. Up Month | 4.76% | 21.16% |
| Avg. Down Month | -3.49% | -16.56% |
| Win Days % | 41.64% | 51.27% |
| Win Month % | 35.29% | 61.9% |
| Win Week % | 37.5% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |