| Metric | 11384518:btcusd:triple_med_gx:lsma105_80 | 11384518:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 5.73% | 203.48% |
| Max Drawdown | -20.89% | -67.18% |
| Sharpe | 0.09 | 0.44 |
| Sortino | 0.14 | 0.65 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.54 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 78.8 | 3.01 |
| Outlier Loss Ratio | 3.9 | 3.01 |
| Volatility (ann.) | 6.71% | 26.35% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.08 | 0.58 |
| Skew | 2.35 | 0.2 |
| Kurtosis | 125.94 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.13% | 2.68% |
| Expected Yearly % | 1.4% | 31.99% |
| Kelly Criterion | -3.81% | 9.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.24% |
| Expected Shortfall (cVaR) | -0.58% | -2.24% |
| Year | 11384518:BTCUSD | 11384518:btcusd:triple_med_gx:lsma105_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 11.17 | -0.21 | + |
| 2023 | 155.54 | -11.79 | -0.08 | - |
| 2024 | 121.00 | 33.86 | 0.28 | - |
| 2025 | 17.02 | -19.46 | -1.14 | - |
| Metric | 11384518:btcusd:triple_med_gx:lsma105_80 | 11384518:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.65% | 31.76% |
| 6M | -18.47% | 12.25% |
| YTD | -19.46% | 17.02% |
| 1Y | -4.84% | 57.19% |
| 3Y (ann.) | 1.44% | 55.42% |
| 5Y (ann.) | 1.66% | 38.98% |
| Metric | 11384518:btcusd:triple_med_gx:lsma105_80 | 11384518:BTCUSD |
|---|---|---|
| Max Drawdown | -20.89% | -67.18% |
| Longest DD Days | 815.0 | 683.0 |
| Avg. Drawdown | -5.35% | -6.06% |
| Avg. Drawdown Days | 92.0 | 30.0 |
| Recovery Factor | 0.27 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-31 | 2024-10-23 | -20.89 | 815 |
| 2024-12-16 | 2025-06-11 | -20.57 | 177 |
| 2022-04-28 | 2022-07-07 | -14.24 | 69 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-04-02 | 2022-04-28 | -1.81 | 26 |
| 2022-07-18 | 2022-07-18 | -1.37 | 0 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2022-02-13 | 2022-02-14 | -0.86 | 0 |
| 2024-11-19 | 2024-11-20 | -0.75 | 0 |
| 2022-02-14 | 2022-03-08 | -0.47 | 21 |
| Metric | 11384518:btcusd:triple_med_gx:lsma105_80 | 11384518:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 13.18% | 35.75% |
| Worst Week | -10.4% | -29.64% |
| Best Month | 17.13% | 43.77% |
| Worst Month | -9.39% | -37.12% |
| Best Year | 33.86% | 155.54% |
| Worst Year | -19.46% | -54.08% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 3.76% | 5.27% |
| Avg. Down Week | -2.29% | -4.67% |
| Avg. Up Month | 3.96% | 16.08% |
| Avg. Down Month | -4.34% | -11.51% |
| Win Days % | 44.14% | 51.28% |
| Win Month % | 54.05% | 61.9% |
| Win Week % | 41.67% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |