| Metric | 11392062:btcusd:triple_med_gx:lsma95_105 | 11392062:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 8.28% | 202.8% |
| Max Drawdown | -16.25% | -67.18% |
| Sharpe | 0.15 | 0.44 |
| Sortino | 0.24 | 0.64 |
| Payoff Ratio | 1.29 | 1.17 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.58 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 121.09 | 2.76 |
| Outlier Loss Ratio | 4.29 | 2.68 |
| Volatility (ann.) | 4.85% | 26.34% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.15 | 0.58 |
| Skew | 6.04 | 0.2 |
| Kurtosis | 181.09 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.67% |
| Expected Yearly % | 2.01% | 31.91% |
| Kelly Criterion | -4.91% | 9.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.24% |
| Expected Shortfall (cVaR) | -0.42% | -2.24% |
| Year | 11392062:BTCUSD | 11392062:btcusd:triple_med_gx:lsma95_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 21.23 | -0.39 | + |
| 2023 | 155.54 | -5.69 | -0.04 | - |
| 2024 | 121.00 | -6.28 | -0.05 | - |
| 2025 | 16.76 | 1.05 | 0.06 | - |
| Metric | 11392062:btcusd:triple_med_gx:lsma95_105 | 11392062:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.14% | 31.46% |
| 6M | 0.72% | 12.77% |
| YTD | 1.05% | 16.76% |
| 1Y | -2.5% | 56.84% |
| 3Y (ann.) | 1.94% | 55.31% |
| 5Y (ann.) | 2.39% | 38.89% |
| Metric | 11392062:btcusd:triple_med_gx:lsma95_105 | 11392062:BTCUSD |
|---|---|---|
| Max Drawdown | -16.25% | -67.18% |
| Longest DD Days | 695.0 | 683.0 |
| Avg. Drawdown | -3.05% | -6.06% |
| Avg. Drawdown Days | 101.0 | 30.0 |
| Recovery Factor | 0.51 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-16 | 2025-06-11 | -16.25 | 695 |
| 2022-04-21 | 2022-07-14 | -4.68 | 84 |
| 2022-11-24 | 2023-06-20 | -3.65 | 208 |
| 2022-08-19 | 2022-10-25 | -3.14 | 67 |
| 2022-02-17 | 2022-03-22 | -2.06 | 32 |
| 2022-07-28 | 2022-08-10 | -1.55 | 13 |
| 2022-07-14 | 2022-07-27 | -1.06 | 13 |
| 2022-02-03 | 2022-02-03 | -0.59 | 0 |
| 2022-02-02 | 2022-02-03 | -0.18 | 0 |
| 2022-04-21 | 2022-04-21 | -0.18 | 0 |
| Metric | 11392062:btcusd:triple_med_gx:lsma95_105 | 11392062:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -3.81% | -9.32% |
| Best Week | 6.52% | 35.75% |
| Worst Week | -5.3% | -29.64% |
| Best Month | 10.13% | 43.77% |
| Worst Month | -5.51% | -37.12% |
| Best Year | 21.23% | 155.54% |
| Worst Year | -6.28% | -54.08% |
| Avg. Up Day | 0.87% | 0.91% |
| Avg. Down Day | -0.68% | -0.78% |
| Avg. Up Week | 1.81% | 6.68% |
| Avg. Down Week | -1.56% | -3.89% |
| Avg. Up Month | 2.02% | 14.08% |
| Avg. Down Month | -1.88% | -9.87% |
| Win Days % | 40.96% | 51.27% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 44.26% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |