| Metric | 11391394:btcusd:triple_med_gx:lsma95_105 | 11391394:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 7.43% | 202.8% |
| Max Drawdown | -19.18% | -67.18% |
| Sharpe | 0.14 | 0.44 |
| Sortino | 0.25 | 0.64 |
| Payoff Ratio | 1.79 | 1.37 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.67 | 0.75 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 151.27 | 2.51 |
| Outlier Loss Ratio | 4.75 | 2.46 |
| Volatility (ann.) | 4.72% | 26.34% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.11 | 0.58 |
| Skew | 11.15 | 0.2 |
| Kurtosis | 416.5 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.17% | 2.67% |
| Expected Yearly % | 1.81% | 31.91% |
| Kelly Criterion | -4.41% | 15.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.24% |
| Expected Shortfall (cVaR) | -0.4% | -2.24% |
| Year | 11391394:BTCUSD | 11391394:btcusd:triple_med_gx:lsma95_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 18.22 | -0.34 | + |
| 2023 | 155.54 | -6.24 | -0.04 | - |
| 2024 | 121.00 | -4.63 | -0.04 | - |
| 2025 | 16.76 | 1.62 | 0.10 | - |
| Metric | 11391394:btcusd:triple_med_gx:lsma95_105 | 11391394:BTCUSD |
|---|---|---|
| MTD | -0.7% | 4.16% |
| 3M | 3.92% | 31.46% |
| 6M | 1.62% | 12.77% |
| YTD | 1.62% | 16.76% |
| 1Y | -1.69% | 56.84% |
| 3Y (ann.) | -3.39% | 55.31% |
| 5Y (ann.) | 2.15% | 38.89% |
| Metric | 11391394:btcusd:triple_med_gx:lsma95_105 | 11391394:BTCUSD |
|---|---|---|
| Max Drawdown | -19.18% | -67.18% |
| Longest DD Days | 776.0 | 683.0 |
| Avg. Drawdown | -3.28% | -6.06% |
| Avg. Drawdown Days | 99.0 | 30.0 |
| Recovery Factor | 0.39 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-27 | 2025-06-11 | -19.18 | 776 |
| 2022-08-09 | 2022-08-31 | -4.06 | 21 |
| 2022-08-31 | 2023-02-15 | -3.88 | 168 |
| 2022-04-17 | 2022-04-18 | -2.06 | 0 |
| 2022-02-26 | 2022-02-27 | -1.47 | 0 |
| 2022-04-19 | 2022-05-15 | -1.46 | 26 |
| 2022-06-21 | 2022-06-21 | -0.18 | 0 |
| 2022-08-08 | 2022-08-09 | -0.18 | 0 |
| 2022-02-28 | 2022-02-28 | -0.18 | 0 |
| 2023-04-10 | 2023-04-10 | -0.18 | 0 |
| Metric | 11391394:btcusd:triple_med_gx:lsma95_105 | 11391394:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.95% | 35.75% |
| Worst Week | -3.8% | -29.64% |
| Best Month | 12.95% | 43.77% |
| Worst Month | -4.82% | -37.12% |
| Best Year | 18.22% | 155.54% |
| Worst Year | -6.24% | -54.08% |
| Avg. Up Day | 1.04% | 1.11% |
| Avg. Down Day | -0.58% | -0.81% |
| Avg. Up Week | 1.22% | 5.61% |
| Avg. Down Week | -1.14% | -1.94% |
| Avg. Up Month | 2.28% | 9.82% |
| Avg. Down Month | -1.77% | -7.21% |
| Win Days % | 33.01% | 51.27% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 41.51% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |