| Metric | 11388383:btcusd:triple_med_gx:lsma110_90 | 11388383:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 4.7% | 172.77% |
| Max Drawdown | -9.13% | -67.18% |
| Sharpe | 0.11 | 0.42 |
| Sortino | 0.15 | 0.61 |
| Payoff Ratio | 1.15 | 1.16 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.57 | 0.64 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 151.14 | 2.71 |
| Outlier Loss Ratio | 4.06 | 2.62 |
| Volatility (ann.) | 3.95% | 26.26% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.15 | 0.53 |
| Skew | -0.91 | 0.19 |
| Kurtosis | 163.92 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.11% | 2.48% |
| Expected Yearly % | 1.15% | 28.51% |
| Kelly Criterion | -1.4% | 9.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.34% | -2.23% |
| Expected Shortfall (cVaR) | -0.34% | -2.23% |
| Year | 11388383:BTCUSD | 11388383:btcusd:triple_med_gx:lsma110_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 7.11 | -0.12 | + |
| 2023 | 155.54 | -0.42 | -0.00 | - |
| 2024 | 121.00 | 1.12 | 0.01 | - |
| 2025 | 17.02 | -2.92 | -0.17 | - |
| Metric | 11388383:btcusd:triple_med_gx:lsma110_90 | 11388383:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.45% | 31.76% |
| 6M | -2.92% | 12.25% |
| YTD | -2.92% | 17.02% |
| 1Y | -3.31% | 57.19% |
| 3Y (ann.) | -0.7% | 55.42% |
| 5Y (ann.) | 1.4% | 35.42% |
| Metric | 11388383:btcusd:triple_med_gx:lsma110_90 | 11388383:BTCUSD |
|---|---|---|
| Max Drawdown | -9.13% | -67.18% |
| Longest DD Days | 979.0 | 683.0 |
| Avg. Drawdown | -2.01% | -7.19% |
| Avg. Drawdown Days | 135.0 | 37.0 |
| Recovery Factor | 0.51 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-06 | 2025-06-11 | -9.13 | 979 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-07-07 | 2022-09-12 | -1.60 | 67 |
| 2022-10-05 | 2022-10-06 | -1.03 | 1 |
| 2022-05-30 | 2022-07-04 | -0.24 | 35 |
| 2022-05-27 | 2022-05-28 | -0.18 | 0 |
| 2022-05-28 | 2022-05-28 | -0.05 | 0 |
| 2022-09-13 | 2022-09-13 | -0.01 | 0 |
| Metric | 11388383:btcusd:triple_med_gx:lsma110_90 | 11388383:BTCUSD |
|---|---|---|
| Best Day | 3.53% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.12% | 35.75% |
| Worst Week | -4.09% | -29.64% |
| Best Month | 6.92% | 43.77% |
| Worst Month | -5.73% | -37.12% |
| Best Year | 7.11% | 155.54% |
| Worst Year | -2.92% | -58.73% |
| Avg. Up Day | 0.72% | 0.74% |
| Avg. Down Day | -0.63% | -0.64% |
| Avg. Up Week | 2.4% | 8.97% |
| Avg. Down Week | -1.39% | -5.54% |
| Avg. Up Month | 2.19% | 21.52% |
| Avg. Down Month | -0.81% | -6.56% |
| Win Days % | 45.81% | 51.3% |
| Win Month % | 40.91% | 60.98% |
| Win Week % | 36.36% | 50.28% |
| Win Quarter % | 46.15% | 57.14% |
| Win Year % | 50.0% | 75.0% |