| Metric | 11384408:btcusd:triple_med_gx:lsma105_80 | 11384408:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 1.22% | 203.48% |
| Max Drawdown | -13.16% | -67.18% |
| Sharpe | 0.05 | 0.44 |
| Sortino | 0.07 | 0.65 |
| Payoff Ratio | 1.19 | 1.11 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.53 | 0.61 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 80.21 | 2.91 |
| Outlier Loss Ratio | 4.25 | 2.86 |
| Volatility (ann.) | 6.12% | 26.35% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.03 | 0.58 |
| Skew | 2.62 | 0.2 |
| Kurtosis | 108.15 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.03% | 2.68% |
| Expected Yearly % | 0.3% | 31.99% |
| Kelly Criterion | -3.81% | 7.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.24% |
| Expected Shortfall (cVaR) | -0.53% | -2.24% |
| Year | 11384408:BTCUSD | 11384408:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -0.02 | 0.00 | + |
| 2023 | 155.54 | 1.34 | 0.01 | - |
| 2024 | 121.00 | 11.06 | 0.09 | - |
| 2025 | 17.02 | -10.05 | -0.59 | - |
| Metric | 11384408:btcusd:triple_med_gx:lsma105_80 | 11384408:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.3% | 31.76% |
| 6M | -9.9% | 12.25% |
| YTD | -10.05% | 17.02% |
| 1Y | -9.9% | 57.19% |
| 3Y (ann.) | 0.67% | 55.42% |
| 5Y (ann.) | 0.36% | 38.98% |
| Metric | 11384408:btcusd:triple_med_gx:lsma105_80 | 11384408:BTCUSD |
|---|---|---|
| Max Drawdown | -13.16% | -67.18% |
| Longest DD Days | 542.0 | 683.0 |
| Avg. Drawdown | -4.05% | -6.06% |
| Avg. Drawdown Days | 84.0 | 30.0 |
| Recovery Factor | 0.09 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-28 | 2025-06-11 | -13.16 | 256 |
| 2022-09-16 | 2024-03-11 | -11.78 | 542 |
| 2022-02-12 | 2022-05-30 | -7.09 | 107 |
| 2022-06-08 | 2022-07-04 | -5.75 | 26 |
| 2024-04-08 | 2024-09-26 | -5.20 | 171 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2024-03-13 | 2024-04-08 | -3.45 | 25 |
| 2022-07-17 | 2022-09-09 | -3.42 | 53 |
| 2024-03-11 | 2024-03-13 | -2.04 | 1 |
| 2024-09-27 | 2024-09-28 | -0.21 | 0 |
| Metric | 11384408:btcusd:triple_med_gx:lsma105_80 | 11384408:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 8.92% | 35.75% |
| Worst Week | -7.6% | -29.64% |
| Best Month | 10.0% | 43.77% |
| Worst Month | -8.42% | -37.12% |
| Best Year | 11.06% | 155.54% |
| Worst Year | -10.05% | -54.08% |
| Avg. Up Day | 0.78% | 0.81% |
| Avg. Down Day | -0.66% | -0.73% |
| Avg. Up Week | 3.11% | 5.14% |
| Avg. Down Week | -1.8% | -4.98% |
| Avg. Up Month | 3.25% | 16.22% |
| Avg. Down Month | -4.16% | -16.88% |
| Win Days % | 43.57% | 51.28% |
| Win Month % | 45.71% | 61.9% |
| Win Week % | 40.62% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |