| Metric | 11387035:btcusd:triple_med_gx:lsma85_90 | 11387035:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -2.66% | 206.05% |
| Max Drawdown | -9.27% | -67.18% |
| Sharpe | -0.08 | 0.44 |
| Sortino | -0.14 | 0.65 |
| Payoff Ratio | 1.76 | 1.52 |
| Profit Factor | 0.92 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.47 | 0.84 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 400.44 | 2.38 |
| Outlier Loss Ratio | 6.18 | 2.45 |
| Volatility (ann.) | 2.29% | 26.45% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.09 | 0.58 |
| Skew | 15.13 | 0.2 |
| Kurtosis | 689.97 | 6.31 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.06% | 2.7% |
| Expected Yearly % | -0.67% | 32.27% |
| Kelly Criterion | -11.5% | 19.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.2% | -2.25% |
| Expected Shortfall (cVaR) | -0.2% | -2.25% |
| Year | 11387035:BTCUSD | 11387035:btcusd:triple_med_gx:lsma85_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 2.11 | -0.04 | + |
| 2023 | 155.54 | -1.75 | -0.01 | - |
| 2024 | 121.00 | -5.37 | -0.04 | - |
| 2025 | 17.02 | 2.53 | 0.15 | - |
| Metric | 11387035:btcusd:triple_med_gx:lsma85_90 | 11387035:BTCUSD |
|---|---|---|
| MTD | -0.7% | 4.4% |
| 3M | 0.56% | 31.76% |
| 6M | 0.52% | 12.25% |
| YTD | 2.53% | 17.02% |
| 1Y | -2.84% | 57.19% |
| 3Y (ann.) | -0.33% | 55.42% |
| 5Y (ann.) | -0.79% | 39.18% |
| Metric | 11387035:btcusd:triple_med_gx:lsma85_90 | 11387035:BTCUSD |
|---|---|---|
| Max Drawdown | -9.27% | -67.18% |
| Longest DD Days | 757.0 | 683.0 |
| Avg. Drawdown | -3.46% | -6.21% |
| Avg. Drawdown Days | 220.0 | 29.0 |
| Recovery Factor | -0.29 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-16 | 2025-06-11 | -9.27 | 757 |
| 2022-03-16 | 2022-09-27 | -4.47 | 194 |
| 2022-11-16 | 2023-04-10 | -2.46 | 145 |
| 2022-10-17 | 2022-10-23 | -0.75 | 6 |
| 2022-02-26 | 2022-02-26 | -0.37 | 0 |
| Metric | 11387035:btcusd:triple_med_gx:lsma85_90 | 11387035:BTCUSD |
|---|---|---|
| Best Day | 4.91% | 9.33% |
| Worst Day | -2.19% | -9.32% |
| Best Week | 5.35% | 35.75% |
| Worst Week | -2.94% | -29.64% |
| Best Month | 5.35% | 43.77% |
| Worst Month | -2.94% | -37.12% |
| Best Year | 2.53% | 155.54% |
| Worst Year | -5.37% | -53.69% |
| Avg. Up Day | 0.78% | 0.88% |
| Avg. Down Day | -0.45% | -0.58% |
| Avg. Up Week | 1.5% | 9.3% |
| Avg. Down Week | -0.89% | -2.17% |
| Avg. Up Month | 1.0% | 12.38% |
| Avg. Down Month | -0.77% | -12.63% |
| Win Days % | 28.95% | 51.27% |
| Win Month % | 34.48% | 61.9% |
| Win Week % | 34.21% | 51.11% |
| Win Quarter % | 46.15% | 57.14% |
| Win Year % | 50.0% | 75.0% |