| Metric | 11384409:btcusd:triple_med_gx:lsma115_80 | 11384409:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 2.85% | 189.95% |
| Max Drawdown | -14.68% | -67.18% |
| Sharpe | 0.06 | 0.43 |
| Sortino | 0.09 | 0.63 |
| Payoff Ratio | 1.12 | 1.05 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.52 | 0.58 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 65.67 | 3.03 |
| Outlier Loss Ratio | 4.13 | 2.97 |
| Volatility (ann.) | 7.11% | 26.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.06 | 0.55 |
| Skew | 0.15 | 0.2 |
| Kurtosis | 93.95 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.07% | 2.57% |
| Expected Yearly % | 0.7% | 30.49% |
| Kelly Criterion | -3.62% | 4.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.24% |
| Expected Shortfall (cVaR) | -0.61% | -2.24% |
| Year | 11384409:BTCUSD | 11384409:btcusd:triple_med_gx:lsma115_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 6.34 | -0.11 | + |
| 2023 | 155.54 | -0.69 | -0.00 | - |
| 2024 | 121.00 | 4.34 | 0.04 | - |
| 2025 | 17.02 | -6.66 | -0.39 | - |
| Metric | 11384409:btcusd:triple_med_gx:lsma115_80 | 11384409:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.34% | 31.76% |
| 6M | -10.62% | 12.25% |
| YTD | -6.66% | 17.02% |
| 1Y | -6.1% | 57.19% |
| 3Y (ann.) | -0.7% | 55.42% |
| 5Y (ann.) | 0.84% | 37.22% |
| Metric | 11384409:btcusd:triple_med_gx:lsma115_80 | 11384409:BTCUSD |
|---|---|---|
| Max Drawdown | -14.68% | -67.18% |
| Longest DD Days | 1100.0 | 683.0 |
| Avg. Drawdown | -3.49% | -6.63% |
| Avg. Drawdown Days | 133.0 | 33.0 |
| Recovery Factor | 0.19 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2025-06-11 | -14.68 | 1100 |
| 2022-04-28 | 2022-05-30 | -6.59 | 31 |
| 2022-03-11 | 2022-04-28 | -5.32 | 47 |
| 2022-02-12 | 2022-03-07 | -2.26 | 22 |
| 2022-03-11 | 2022-03-11 | -1.65 | 0 |
| 2022-06-05 | 2022-06-06 | -0.33 | 0 |
| 2022-06-05 | 2022-06-05 | -0.18 | 0 |
| 2022-03-10 | 2022-03-10 | -0.18 | 0 |
| 2022-02-12 | 2022-02-12 | -0.18 | 0 |
| Metric | 11384409:btcusd:triple_med_gx:lsma115_80 | 11384409:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.11% | -9.32% |
| Best Week | 8.92% | 35.75% |
| Worst Week | -7.82% | -29.64% |
| Best Month | 12.97% | 43.77% |
| Worst Month | -9.39% | -37.12% |
| Best Year | 6.34% | 155.54% |
| Worst Year | -6.66% | -56.13% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.7% | -0.77% |
| Avg. Up Week | 3.19% | 5.21% |
| Avg. Down Week | -2.08% | -4.98% |
| Avg. Up Month | 2.87% | 19.95% |
| Avg. Down Month | -3.51% | -13.67% |
| Win Days % | 45.22% | 51.26% |
| Win Month % | 41.03% | 61.9% |
| Win Week % | 42.65% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |