| Metric | 11385750:btcusd:triple_med_gx:lsma65_85 | 11385750:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -10.02% | 205.34% |
| Max Drawdown | -26.11% | -67.18% |
| Sharpe | -0.09 | 0.44 |
| Sortino | -0.13 | 0.65 |
| Payoff Ratio | 1.09 | 0.94 |
| Profit Factor | 0.95 | 1.08 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.45 | 0.52 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 87.45 | 2.91 |
| Outlier Loss Ratio | 3.89 | 2.88 |
| Volatility (ann.) | 6.21% | 26.45% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.12 | 0.58 |
| Skew | 0.26 | 0.2 |
| Kurtosis | 93.94 | 6.31 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.25% | 2.69% |
| Expected Yearly % | -2.61% | 32.19% |
| Kelly Criterion | -7.87% | -0.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.25% |
| Expected Shortfall (cVaR) | -0.54% | -2.25% |
| Year | 11385750:BTCUSD | 11385750:btcusd:triple_med_gx:lsma65_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 2.48 | -0.05 | + |
| 2023 | 155.54 | 11.15 | 0.07 | - |
| 2024 | 121.00 | -11.70 | -0.10 | - |
| 2025 | 17.02 | -10.54 | -0.62 | - |
| Metric | 11385750:btcusd:triple_med_gx:lsma65_85 | 11385750:BTCUSD |
|---|---|---|
| MTD | 0.85% | 4.4% |
| 3M | -8.68% | 31.76% |
| 6M | -13.28% | 12.25% |
| YTD | -10.54% | 17.02% |
| 1Y | -19.47% | 57.19% |
| 3Y (ann.) | -3.53% | 55.42% |
| 5Y (ann.) | -3.07% | 39.05% |
| Metric | 11385750:btcusd:triple_med_gx:lsma65_85 | 11385750:BTCUSD |
|---|---|---|
| Max Drawdown | -26.11% | -67.18% |
| Longest DD Days | 442.0 | 683.0 |
| Avg. Drawdown | -5.56% | -6.27% |
| Avg. Drawdown Days | 99.0 | 29.0 |
| Recovery Factor | -0.38 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-25 | 2025-06-11 | -26.11 | 442 |
| 2022-05-16 | 2022-10-21 | -10.15 | 158 |
| 2023-12-22 | 2024-03-25 | -8.06 | 94 |
| 2022-01-28 | 2022-03-16 | -6.38 | 47 |
| 2023-05-15 | 2023-11-28 | -5.41 | 196 |
| 2022-10-21 | 2023-04-27 | -4.49 | 187 |
| 2022-03-17 | 2022-05-15 | -3.66 | 59 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| 2023-04-27 | 2023-04-27 | -0.50 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| Metric | 11385750:btcusd:triple_med_gx:lsma65_85 | 11385750:BTCUSD |
|---|---|---|
| Best Day | 5.64% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 5.69% | 35.75% |
| Worst Week | -8.92% | -29.64% |
| Best Month | 5.69% | 43.77% |
| Worst Month | -9.32% | -37.12% |
| Best Year | 11.15% | 155.54% |
| Worst Year | -11.7% | -53.8% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.73% | -0.87% |
| Avg. Up Week | 1.65% | 6.35% |
| Avg. Down Week | -1.58% | -2.18% |
| Avg. Up Month | 2.1% | 10.92% |
| Avg. Down Month | -2.75% | -9.64% |
| Win Days % | 43.7% | 51.28% |
| Win Month % | 47.5% | 61.9% |
| Win Week % | 48.61% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |