| Metric | 11386194:btcusd:triple_med_gx:lsma80_85 | 11386194:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -4.92% | 205.34% |
| Max Drawdown | -14.3% | -67.18% |
| Sharpe | -0.06 | 0.44 |
| Sortino | -0.09 | 0.65 |
| Payoff Ratio | 1.51 | 1.23 |
| Profit Factor | 0.96 | 1.08 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.48 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 143.75 | 2.69 |
| Outlier Loss Ratio | 4.53 | 2.6 |
| Volatility (ann.) | 4.52% | 26.45% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.1 | 0.58 |
| Skew | 1.54 | 0.2 |
| Kurtosis | 172.9 | 6.31 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.12% | 2.69% |
| Expected Yearly % | -1.25% | 32.19% |
| Kelly Criterion | -10.94% | 11.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.25% |
| Expected Shortfall (cVaR) | -0.39% | -2.25% |
| Year | 11386194:BTCUSD | 11386194:btcusd:triple_med_gx:lsma80_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -6.73 | 0.13 | + |
| 2023 | 155.54 | 11.78 | 0.08 | - |
| 2024 | 121.00 | -7.00 | -0.06 | - |
| 2025 | 17.02 | -1.94 | -0.11 | - |
| Metric | 11386194:btcusd:triple_med_gx:lsma80_85 | 11386194:BTCUSD |
|---|---|---|
| MTD | -1.76% | 4.4% |
| 3M | -3.29% | 31.76% |
| 6M | -2.05% | 12.25% |
| YTD | -1.94% | 17.02% |
| 1Y | -11.42% | 57.19% |
| 3Y (ann.) | -0.27% | 55.42% |
| 5Y (ann.) | -1.48% | 39.05% |
| Metric | 11386194:btcusd:triple_med_gx:lsma80_85 | 11386194:BTCUSD |
|---|---|---|
| Max Drawdown | -14.3% | -67.18% |
| Longest DD Days | 388.0 | 683.0 |
| Avg. Drawdown | -6.91% | -6.27% |
| Avg. Drawdown Days | 169.0 | 29.0 |
| Recovery Factor | -0.34 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-07 | 2025-06-11 | -14.30 | 339 |
| 2022-02-17 | 2023-03-12 | -13.44 | 388 |
| 2023-07-14 | 2024-04-19 | -9.16 | 280 |
| 2023-04-08 | 2023-06-17 | -5.66 | 69 |
| 2024-04-19 | 2024-07-06 | -4.23 | 78 |
| 2023-06-17 | 2023-07-13 | -1.39 | 26 |
| 2022-02-01 | 2022-02-01 | -0.21 | 0 |
| Metric | 11386194:btcusd:triple_med_gx:lsma80_85 | 11386194:BTCUSD |
|---|---|---|
| Best Day | 5.49% | 9.33% |
| Worst Day | -4.2% | -9.32% |
| Best Week | 9.63% | 35.75% |
| Worst Week | -5.96% | -29.64% |
| Best Month | 9.63% | 43.77% |
| Worst Month | -9.54% | -37.12% |
| Best Year | 11.78% | 155.54% |
| Worst Year | -7.0% | -53.8% |
| Avg. Up Day | 0.96% | 1.04% |
| Avg. Down Day | -0.64% | -0.84% |
| Avg. Up Week | 1.21% | 7.65% |
| Avg. Down Week | -1.46% | -3.15% |
| Avg. Up Month | 2.91% | 11.46% |
| Avg. Down Month | -3.59% | -14.02% |
| Win Days % | 33.33% | 51.28% |
| Win Month % | 45.95% | 61.9% |
| Win Week % | 48.65% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |