| Metric | 11387040:btcusd:triple_med_gx:lsma110_90 | 11387040:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -18.69% | 199.65% |
| Max Drawdown | -25.89% | -67.18% |
| Sharpe | -0.29 | 0.44 |
| Sortino | -0.4 | 0.64 |
| Payoff Ratio | 1.1 | 1.02 |
| Profit Factor | 0.83 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.37 | 0.56 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 125.07 | 2.78 |
| Outlier Loss Ratio | 4.14 | 2.73 |
| Volatility (ann.) | 4.95% | 26.34% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.23 | 0.57 |
| Skew | 0.67 | 0.2 |
| Kurtosis | 150.54 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.49% | 2.65% |
| Expected Yearly % | -5.04% | 31.57% |
| Kelly Criterion | -13.99% | 3.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.24% |
| Expected Shortfall (cVaR) | -0.43% | -2.24% |
| Year | 11387040:BTCUSD | 11387040:btcusd:triple_med_gx:lsma110_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -0.76 | 0.01 | + |
| 2023 | 155.54 | -8.57 | -0.06 | - |
| 2024 | 121.00 | 3.42 | 0.03 | - |
| 2025 | 17.02 | -13.35 | -0.78 | - |
| Metric | 11387040:btcusd:triple_med_gx:lsma110_90 | 11387040:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.31% | 31.76% |
| 6M | -14.81% | 12.25% |
| YTD | -13.35% | 17.02% |
| 1Y | -18.9% | 57.19% |
| 3Y (ann.) | -6.38% | 55.42% |
| 5Y (ann.) | -5.96% | 38.5% |
| Metric | 11387040:btcusd:triple_med_gx:lsma110_90 | 11387040:BTCUSD |
|---|---|---|
| Max Drawdown | -25.89% | -67.18% |
| Longest DD Days | 868.0 | 683.0 |
| Avg. Drawdown | -5.44% | -6.29% |
| Avg. Drawdown Days | 168.0 | 31.0 |
| Recovery Factor | -0.72 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-25 | 2025-06-11 | -25.89 | 868 |
| 2022-05-02 | 2023-01-20 | -8.53 | 263 |
| 2022-02-12 | 2022-04-01 | -2.59 | 47 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-05-01 | 2022-05-01 | -0.30 | 0 |
| 2022-04-30 | 2022-05-01 | -0.18 | 0 |
| 2022-02-12 | 2022-02-12 | -0.18 | 0 |
| Metric | 11387040:btcusd:triple_med_gx:lsma110_90 | 11387040:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -3.96% | -9.32% |
| Best Week | 7.94% | 35.75% |
| Worst Week | -5.58% | -29.64% |
| Best Month | 7.99% | 43.77% |
| Worst Month | -7.34% | -37.12% |
| Best Year | 3.42% | 155.54% |
| Worst Year | -13.35% | -54.66% |
| Avg. Up Day | 0.71% | 0.74% |
| Avg. Down Day | -0.64% | -0.73% |
| Avg. Up Week | 2.22% | 4.68% |
| Avg. Down Week | -1.77% | -5.53% |
| Avg. Up Month | 2.29% | 19.75% |
| Avg. Down Month | -1.9% | -12.26% |
| Win Days % | 40.37% | 51.27% |
| Win Month % | 43.59% | 61.9% |
| Win Week % | 39.68% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |