| Metric | 11385649:btcusd:triple_med_gx:lsma105_85 | 11385649:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -5.57% | 229.61% |
| Max Drawdown | -22.85% | -67.18% |
| Sharpe | -0.06 | 0.46 |
| Sortino | -0.1 | 0.67 |
| Payoff Ratio | 1.33 | 1.26 |
| Profit Factor | 0.96 | 1.08 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.49 | 0.7 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 114.77 | 2.8 |
| Outlier Loss Ratio | 4.82 | 2.73 |
| Volatility (ann.) | 4.92% | 26.12% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.07 | 0.61 |
| Skew | 6.03 | 0.2 |
| Kurtosis | 185.22 | 6.5 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.13% | 2.81% |
| Expected Yearly % | -1.42% | 34.74% |
| Kelly Criterion | -8.0% | 12.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.22% |
| Expected Shortfall (cVaR) | -0.42% | -2.22% |
| Year | 11385649:BTCUSD | 11385649:btcusd:triple_med_gx:lsma105_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 8.95 | -0.17 | + |
| 2023 | 155.54 | -3.42 | -0.02 | - |
| 2024 | 121.00 | 0.22 | 0.00 | - |
| 2025 | 27.10 | -10.47 | -0.39 | - |
| Metric | 11385649:btcusd:triple_med_gx:lsma105_85 | 11385649:BTCUSD |
|---|---|---|
| MTD | 0.67% | 10.71% |
| 3M | 1.28% | 41.88% |
| 6M | -8.32% | 22.91% |
| YTD | -10.47% | 27.1% |
| 1Y | -16.13% | 82.29% |
| 3Y (ann.) | -4.23% | 77.48% |
| 5Y (ann.) | -1.64% | 41.0% |
| Metric | 11385649:btcusd:triple_med_gx:lsma105_85 | 11385649:BTCUSD |
|---|---|---|
| Max Drawdown | -22.85% | -67.18% |
| Longest DD Days | 903.0 | 683.0 |
| Avg. Drawdown | -3.36% | -5.93% |
| Avg. Drawdown Days | 100.0 | 29.0 |
| Recovery Factor | -0.24 | 3.42 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-25 | 2025-07-17 | -22.85 | 903 |
| 2022-09-15 | 2023-01-20 | -5.84 | 127 |
| 2022-02-12 | 2022-04-25 | -3.58 | 72 |
| 2022-05-02 | 2022-07-04 | -2.71 | 63 |
| 2022-04-30 | 2022-05-01 | -1.85 | 1 |
| 2022-08-16 | 2022-09-09 | -1.62 | 23 |
| 2022-07-24 | 2022-08-01 | -0.74 | 8 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-07-23 | 2022-07-24 | -0.18 | 0 |
| 2023-01-24 | 2023-01-25 | -0.18 | 0 |
| Metric | 11385649:btcusd:triple_med_gx:lsma105_85 | 11385649:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -3.32% | -9.32% |
| Best Week | 7.33% | 35.75% |
| Worst Week | -4.27% | -29.64% |
| Best Month | 9.27% | 43.77% |
| Worst Month | -5.26% | -37.12% |
| Best Year | 8.95% | 155.54% |
| Worst Year | -10.47% | -54.08% |
| Avg. Up Day | 0.76% | 0.8% |
| Avg. Down Day | -0.57% | -0.63% |
| Avg. Up Week | 2.35% | 5.85% |
| Avg. Down Week | -1.64% | -5.47% |
| Avg. Up Month | 2.19% | 16.36% |
| Avg. Down Month | -1.85% | -12.29% |
| Win Days % | 38.33% | 51.29% |
| Win Month % | 46.15% | 62.79% |
| Win Week % | 41.54% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |