| Metric | 11391392:btcusd:triple_med_gx:lsma75_105 | 11391392:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -10.59% | 202.8% |
| Max Drawdown | -35.22% | -67.18% |
| Sharpe | -0.08 | 0.44 |
| Sortino | -0.13 | 0.64 |
| Payoff Ratio | 1.28 | 1.22 |
| Profit Factor | 0.95 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.47 | 0.67 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 74.38 | 2.93 |
| Outlier Loss Ratio | 4.41 | 2.89 |
| Volatility (ann.) | 6.96% | 26.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.09 | 0.58 |
| Skew | 4.15 | 0.2 |
| Kurtosis | 129.16 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.27% | 2.67% |
| Expected Yearly % | -2.76% | 31.91% |
| Kelly Criterion | -8.88% | 11.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.24% |
| Expected Shortfall (cVaR) | -0.6% | -2.24% |
| Year | 11391392:BTCUSD | 11391392:btcusd:triple_med_gx:lsma75_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 12.58 | -0.23 | + |
| 2023 | 155.54 | -6.58 | -0.04 | - |
| 2024 | 121.00 | -13.79 | -0.11 | - |
| 2025 | 16.76 | -1.38 | -0.08 | - |
| Metric | 11391392:btcusd:triple_med_gx:lsma75_105 | 11391392:BTCUSD |
|---|---|---|
| MTD | -0.05% | 4.16% |
| 3M | -0.99% | 31.46% |
| 6M | -6.78% | 12.77% |
| YTD | -1.38% | 16.76% |
| 1Y | -19.06% | 56.84% |
| 3Y (ann.) | -10.4% | 55.31% |
| 5Y (ann.) | -3.26% | 38.89% |
| Metric | 11391392:btcusd:triple_med_gx:lsma75_105 | 11391392:BTCUSD |
|---|---|---|
| Max Drawdown | -35.22% | -67.18% |
| Longest DD Days | 1038.0 | 683.0 |
| Avg. Drawdown | -3.74% | -6.06% |
| Avg. Drawdown Days | 89.0 | 30.0 |
| Recovery Factor | -0.3 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-08 | 2025-06-11 | -35.22 | 1038 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-04-19 | 2022-05-15 | -1.14 | 26 |
| 2022-05-15 | 2022-05-15 | -0.81 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-02-25 | 2022-02-25 | -0.18 | 0 |
| 2022-02-28 | 2022-02-28 | -0.18 | 0 |
| 2022-03-16 | 2022-03-16 | -0.18 | 0 |
| Metric | 11391392:btcusd:triple_med_gx:lsma75_105 | 11391392:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -4.29% | -9.32% |
| Best Week | 12.81% | 35.75% |
| Worst Week | -7.5% | -29.64% |
| Best Month | 13.31% | 43.77% |
| Worst Month | -15.43% | -37.12% |
| Best Year | 12.58% | 155.54% |
| Worst Year | -13.79% | -54.08% |
| Avg. Up Day | 0.86% | 0.89% |
| Avg. Down Day | -0.67% | -0.72% |
| Avg. Up Week | 2.55% | 6.77% |
| Avg. Down Week | -2.24% | -2.68% |
| Avg. Up Month | 3.31% | 13.1% |
| Avg. Down Month | -5.5% | -8.04% |
| Win Days % | 38.81% | 51.27% |
| Win Month % | 55.0% | 61.9% |
| Win Week % | 43.04% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |