| Metric | 11384512:btcusd:triple_med_gx:lsma70_80 | 11384512:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -0.28% | 168.36% |
| Max Drawdown | -12.8% | -67.18% |
| Sharpe | 0.02 | 0.41 |
| Sortino | 0.03 | 0.59 |
| Payoff Ratio | 1.36 | 1.31 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 0.52 | 0.72 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 142.94 | 2.63 |
| Outlier Loss Ratio | 4.52 | 2.57 |
| Volatility (ann.) | 4.55% | 26.51% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.01 | 0.5 |
| Skew | -0.3 | 0.19 |
| Kurtosis | 246.1 | 6.28 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.01% | 2.38% |
| Expected Yearly % | -0.07% | 27.99% |
| Kelly Criterion | -8.04% | 14.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.25% |
| Expected Shortfall (cVaR) | -0.39% | -2.25% |
| Year | 11384512:BTCUSD | 11384512:btcusd:triple_med_gx:lsma70_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -1.73 | 0.03 | + |
| 2023 | 155.54 | 1.51 | 0.01 | - |
| 2024 | 121.00 | 5.08 | 0.04 | - |
| 2025 | 17.02 | -4.86 | -0.29 | - |
| Metric | 11384512:btcusd:triple_med_gx:lsma70_80 | 11384512:BTCUSD |
|---|---|---|
| MTD | 0.13% | 4.4% |
| 3M | -3.96% | 31.76% |
| 6M | -8.67% | 12.25% |
| YTD | -4.86% | 17.02% |
| 1Y | -8.71% | 57.19% |
| 3Y (ann.) | 1.35% | 55.42% |
| 5Y (ann.) | -0.08% | 33.81% |
| Metric | 11384512:btcusd:triple_med_gx:lsma70_80 | 11384512:BTCUSD |
|---|---|---|
| Max Drawdown | -12.8% | -67.18% |
| Longest DD Days | 713.0 | 683.0 |
| Avg. Drawdown | -4.1% | -7.27% |
| Avg. Drawdown Days | 146.0 | 35.0 |
| Recovery Factor | -0.02 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-16 | 2024-02-28 | -12.80 | 713 |
| 2024-10-09 | 2025-06-11 | -11.06 | 244 |
| 2024-03-25 | 2024-09-10 | -3.68 | 168 |
| 2022-03-15 | 2022-03-16 | -2.56 | 1 |
| 2022-01-29 | 2022-02-27 | -1.88 | 28 |
| 2024-09-10 | 2024-09-26 | -0.45 | 15 |
| 2022-01-29 | 2022-01-29 | -0.18 | 0 |
| 2022-03-14 | 2022-03-14 | -0.18 | 0 |
| Metric | 11384512:btcusd:triple_med_gx:lsma70_80 | 11384512:BTCUSD |
|---|---|---|
| Best Day | 4.91% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 7.18% | 35.75% |
| Worst Week | -8.17% | -29.64% |
| Best Month | 7.18% | 43.77% |
| Worst Month | -7.34% | -37.12% |
| Best Year | 5.08% | 155.54% |
| Worst Year | -4.86% | -59.39% |
| Avg. Up Day | 0.84% | 0.89% |
| Avg. Down Day | -0.62% | -0.68% |
| Avg. Up Week | 2.12% | 6.16% |
| Avg. Down Week | -1.24% | -2.91% |
| Avg. Up Month | 2.67% | 11.99% |
| Avg. Down Month | -1.97% | -12.3% |
| Win Days % | 37.75% | 51.22% |
| Win Month % | 43.24% | 59.52% |
| Win Week % | 38.71% | 50.83% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |