| Metric | 11389940:btcusd:triple_med_gx:lsma85_100 | 11389940:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 0.61% | 195.42% |
| Max Drawdown | -23.03% | -67.18% |
| Sharpe | 0.03 | 0.44 |
| Sortino | 0.05 | 0.63 |
| Payoff Ratio | 1.38 | 1.3 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.54 | 0.72 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 126.4 | 2.71 |
| Outlier Loss Ratio | 4.28 | 2.63 |
| Volatility (ann.) | 4.91% | 26.36% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.01 | 0.56 |
| Skew | 3.25 | 0.2 |
| Kurtosis | 201.06 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.01% | 2.61% |
| Expected Yearly % | 0.15% | 31.1% |
| Kelly Criterion | -5.95% | 13.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.24% |
| Expected Shortfall (cVaR) | -0.42% | -2.24% |
| Year | 11389940:BTCUSD | 11389940:btcusd:triple_med_gx:lsma85_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 1.59 | -0.03 | + |
| 2023 | 155.54 | 6.32 | 0.04 | - |
| 2024 | 121.00 | -14.80 | -0.12 | - |
| 2025 | 17.02 | 9.32 | 0.55 | - |
| Metric | 11389940:btcusd:triple_med_gx:lsma85_100 | 11389940:BTCUSD |
|---|---|---|
| MTD | 1.14% | 4.4% |
| 3M | 3.56% | 31.76% |
| 6M | 7.59% | 12.25% |
| YTD | 9.32% | 17.02% |
| 1Y | -1.76% | 57.19% |
| 3Y (ann.) | 1.24% | 55.42% |
| 5Y (ann.) | 0.18% | 37.84% |
| Metric | 11389940:btcusd:triple_med_gx:lsma85_100 | 11389940:BTCUSD |
|---|---|---|
| Max Drawdown | -23.03% | -67.18% |
| Longest DD Days | 698.0 | 683.0 |
| Avg. Drawdown | -3.53% | -6.6% |
| Avg. Drawdown Days | 82.0 | 32.0 |
| Recovery Factor | 0.03 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-14 | 2025-06-11 | -23.03 | 698 |
| 2022-04-19 | 2022-09-27 | -7.18 | 161 |
| 2022-03-16 | 2022-04-18 | -4.32 | 33 |
| 2023-05-18 | 2023-07-13 | -3.19 | 56 |
| 2022-10-18 | 2023-02-15 | -3.05 | 120 |
| 2023-05-16 | 2023-05-17 | -1.79 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-05-03 | 2023-05-03 | -0.55 | 0 |
| 2022-02-26 | 2022-02-26 | -0.37 | 0 |
| 2023-05-02 | 2023-05-02 | -0.18 | 0 |
| Metric | 11389940:btcusd:triple_med_gx:lsma85_100 | 11389940:BTCUSD |
|---|---|---|
| Best Day | 6.46% | 9.33% |
| Worst Day | -4.55% | -9.32% |
| Best Week | 7.95% | 35.75% |
| Worst Week | -3.64% | -29.64% |
| Best Month | 7.95% | 43.77% |
| Worst Month | -5.73% | -37.12% |
| Best Year | 9.32% | 155.54% |
| Worst Year | -14.8% | -55.3% |
| Avg. Up Day | 0.87% | 0.93% |
| Avg. Down Day | -0.64% | -0.71% |
| Avg. Up Week | 1.79% | 6.62% |
| Avg. Down Week | -1.69% | -1.94% |
| Avg. Up Month | 2.02% | 15.48% |
| Avg. Down Month | -2.29% | -12.72% |
| Win Days % | 38.66% | 51.27% |
| Win Month % | 48.65% | 61.9% |
| Win Week % | 46.43% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |