| Metric | 11388027:btcusd:triple_med_gx:lsma95_90 | 11388027:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 3.03% | 196.5% |
| Max Drawdown | -8.01% | -67.18% |
| Sharpe | 0.08 | 0.44 |
| Sortino | 0.14 | 0.64 |
| Payoff Ratio | 1.93 | 1.82 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.66 | 1.01 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 197.7 | 2.39 |
| Outlier Loss Ratio | 4.28 | 2.45 |
| Volatility (ann.) | 3.66% | 26.35% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.11 | 0.57 |
| Skew | 10.32 | 0.2 |
| Kurtosis | 366.88 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.07% | 2.69% |
| Expected Yearly % | 0.75% | 31.22% |
| Kelly Criterion | -3.82% | 24.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.24% |
| Expected Shortfall (cVaR) | -0.31% | -2.24% |
| Year | 11388027:BTCUSD | 11388027:btcusd:triple_med_gx:lsma95_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 7.22 | -0.13 | + |
| 2023 | 155.54 | -1.52 | -0.01 | - |
| 2024 | 121.00 | 0.37 | 0.00 | - |
| 2025 | 17.02 | -2.79 | -0.16 | - |
| Metric | 11388027:btcusd:triple_med_gx:lsma95_90 | 11388027:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.33% | 31.76% |
| 6M | -3.75% | 12.25% |
| YTD | -2.79% | 17.02% |
| 1Y | -5.65% | 57.19% |
| 3Y (ann.) | 0.81% | 55.42% |
| 5Y (ann.) | 0.89% | 38.32% |
| Metric | 11388027:btcusd:triple_med_gx:lsma95_90 | 11388027:BTCUSD |
|---|---|---|
| Max Drawdown | -8.01% | -67.18% |
| Longest DD Days | 390.0 | 683.0 |
| Avg. Drawdown | -2.91% | -6.97% |
| Avg. Drawdown Days | 124.0 | 36.0 |
| Recovery Factor | 0.38 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-16 | 2025-06-11 | -8.01 | 390 |
| 2023-06-22 | 2024-05-15 | -7.45 | 328 |
| 2022-10-28 | 2023-06-22 | -4.51 | 236 |
| 2022-05-25 | 2022-09-09 | -2.36 | 107 |
| 2022-10-06 | 2022-10-28 | -1.80 | 22 |
| 2022-03-25 | 2022-04-28 | -1.07 | 34 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2022-10-05 | 2022-10-06 | -0.18 | 0 |
| 2022-03-09 | 2022-03-09 | -0.18 | 0 |
| Metric | 11388027:btcusd:triple_med_gx:lsma95_90 | 11388027:BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -2.94% | -9.32% |
| Best Week | 8.0% | 35.75% |
| Worst Week | -3.13% | -29.64% |
| Best Month | 8.0% | 43.77% |
| Worst Month | -3.24% | -37.12% |
| Best Year | 7.22% | 155.54% |
| Worst Year | -2.79% | -55.14% |
| Avg. Up Day | 1.17% | 1.23% |
| Avg. Down Day | -0.61% | -0.67% |
| Avg. Up Week | 2.08% | 8.92% |
| Avg. Down Week | -1.35% | -5.31% |
| Avg. Up Month | 1.54% | 17.74% |
| Avg. Down Month | -1.61% | -10.93% |
| Win Days % | 31.65% | 51.33% |
| Win Month % | 46.88% | 60.98% |
| Win Week % | 42.5% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |