| Metric | 11385592:btcusd:triple_med_gx:lsma105_85 | 11385592:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -1.83% | 203.48% |
| Max Drawdown | -18.79% | -67.18% |
| Sharpe | -0.0 | 0.44 |
| Sortino | -0.0 | 0.65 |
| Payoff Ratio | 1.32 | 1.12 |
| Profit Factor | 1.0 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.51 | 0.62 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 109.47 | 2.81 |
| Outlier Loss Ratio | 4.69 | 2.7 |
| Volatility (ann.) | 5.06% | 26.35% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.03 | 0.58 |
| Skew | 5.37 | 0.2 |
| Kurtosis | 178.47 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.04% | 2.68% |
| Expected Yearly % | -0.46% | 31.99% |
| Kelly Criterion | -7.62% | 7.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.24% |
| Expected Shortfall (cVaR) | -0.44% | -2.24% |
| Year | 11385592:BTCUSD | 11385592:btcusd:triple_med_gx:lsma105_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 6.79 | -0.13 | + |
| 2023 | 155.54 | -3.76 | -0.02 | - |
| 2024 | 121.00 | 16.70 | 0.14 | - |
| 2025 | 17.02 | -18.15 | -1.07 | - |
| Metric | 11385592:btcusd:triple_med_gx:lsma105_85 | 11385592:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.74% | 31.76% |
| 6M | -17.53% | 12.25% |
| YTD | -18.15% | 17.02% |
| 1Y | -16.12% | 57.19% |
| 3Y (ann.) | -0.34% | 55.42% |
| 5Y (ann.) | -0.55% | 38.98% |
| Metric | 11385592:btcusd:triple_med_gx:lsma105_85 | 11385592:BTCUSD |
|---|---|---|
| Max Drawdown | -18.79% | -67.18% |
| Longest DD Days | 414.0 | 683.0 |
| Avg. Drawdown | -4.43% | -6.06% |
| Avg. Drawdown Days | 78.0 | 30.0 |
| Recovery Factor | -0.1 | 3.03 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-06-11 | -18.79 | 200 |
| 2023-01-24 | 2024-03-13 | -13.82 | 414 |
| 2022-09-14 | 2023-01-20 | -6.01 | 128 |
| 2022-03-11 | 2022-07-04 | -5.71 | 114 |
| 2024-07-24 | 2024-09-27 | -5.03 | 64 |
| 2024-09-28 | 2024-11-21 | -3.78 | 53 |
| 2024-03-13 | 2024-05-04 | -3.78 | 51 |
| 2022-08-01 | 2022-09-09 | -2.12 | 39 |
| 2022-02-12 | 2022-03-11 | -1.44 | 26 |
| 2022-02-11 | 2022-02-12 | -0.44 | 0 |
| Metric | 11385592:btcusd:triple_med_gx:lsma105_85 | 11385592:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -3.73% | -9.32% |
| Best Week | 8.58% | 35.75% |
| Worst Week | -4.79% | -29.64% |
| Best Month | 7.85% | 43.77% |
| Worst Month | -10.79% | -37.12% |
| Best Year | 16.7% | 155.54% |
| Worst Year | -18.15% | -54.08% |
| Avg. Up Day | 0.8% | 0.83% |
| Avg. Down Day | -0.6% | -0.75% |
| Avg. Up Week | 3.04% | 5.93% |
| Avg. Down Week | -1.34% | -5.47% |
| Avg. Up Month | 2.67% | 17.98% |
| Avg. Down Month | -2.11% | -13.51% |
| Win Days % | 38.68% | 51.28% |
| Win Month % | 45.95% | 61.9% |
| Win Week % | 40.62% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |