| Metric | 11385591:btcusd:triple_med_gx:lsma95_85 | 11385591:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -4.64% | 208.61% |
| Max Drawdown | -16.86% | -67.18% |
| Sharpe | -0.09 | 0.45 |
| Sortino | -0.14 | 0.65 |
| Payoff Ratio | 1.47 | 1.19 |
| Profit Factor | 0.93 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.47 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 193.08 | 2.55 |
| Outlier Loss Ratio | 5.48 | 2.56 |
| Volatility (ann.) | 3.44% | 26.38% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.08 | 0.59 |
| Skew | 9.11 | 0.2 |
| Kurtosis | 361.48 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.11% | 2.72% |
| Expected Yearly % | -1.18% | 32.54% |
| Kelly Criterion | -10.12% | 10.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.24% |
| Expected Shortfall (cVaR) | -0.3% | -2.24% |
| Year | 11385591:BTCUSD | 11385591:btcusd:triple_med_gx:lsma95_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 10.56 | -0.20 | + |
| 2023 | 155.54 | -8.41 | -0.05 | - |
| 2024 | 121.00 | 2.90 | 0.02 | - |
| 2025 | 17.02 | -8.49 | -0.50 | - |
| Metric | 11385591:btcusd:triple_med_gx:lsma95_85 | 11385591:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.57% | 31.76% |
| 6M | -8.49% | 12.25% |
| YTD | -8.49% | 17.02% |
| 1Y | -10.11% | 57.19% |
| 3Y (ann.) | -1.21% | 55.42% |
| 5Y (ann.) | -1.4% | 39.6% |
| Metric | 11385591:btcusd:triple_med_gx:lsma95_85 | 11385591:BTCUSD |
|---|---|---|
| Max Drawdown | -16.86% | -67.18% |
| Longest DD Days | 977.0 | 683.0 |
| Avg. Drawdown | -3.98% | -6.33% |
| Avg. Drawdown Days | 191.0 | 31.0 |
| Recovery Factor | -0.28 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-08 | 2025-06-11 | -16.86 | 977 |
| 2022-03-11 | 2022-07-04 | -4.41 | 114 |
| 2022-08-01 | 2022-08-11 | -0.95 | 10 |
| 2022-01-26 | 2022-03-11 | -0.93 | 44 |
| 2022-09-08 | 2022-09-08 | -0.55 | 0 |
| 2022-09-07 | 2022-09-07 | -0.18 | 0 |
| Metric | 11385591:btcusd:triple_med_gx:lsma95_85 | 11385591:BTCUSD |
|---|---|---|
| Best Day | 6.08% | 9.33% |
| Worst Day | -2.77% | -9.32% |
| Best Week | 7.68% | 35.75% |
| Worst Week | -4.79% | -29.64% |
| Best Month | 7.68% | 43.77% |
| Worst Month | -6.75% | -37.12% |
| Best Year | 10.56% | 155.54% |
| Worst Year | -8.49% | -53.3% |
| Avg. Up Day | 0.72% | 0.78% |
| Avg. Down Day | -0.49% | -0.65% |
| Avg. Up Week | 1.76% | 5.7% |
| Avg. Down Week | -1.13% | -4.46% |
| Avg. Up Month | 1.39% | 18.89% |
| Avg. Down Month | -1.12% | -10.76% |
| Win Days % | 34.51% | 51.28% |
| Win Month % | 40.0% | 61.9% |
| Win Week % | 42.59% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |