| Metric | 11392608:btcusd:triple_med_gx:lsma85_105 | 11392608:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 6.74% | 161.95% |
| Max Drawdown | -23.41% | -67.18% |
| Sharpe | 0.1 | 0.41 |
| Sortino | 0.15 | 0.59 |
| Payoff Ratio | 1.07 | 0.97 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.55 | 0.53 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 81.39 | 2.92 |
| Outlier Loss Ratio | 3.0 | 2.79 |
| Volatility (ann.) | 7.41% | 26.29% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.08 | 0.5 |
| Skew | -1.62 | 0.18 |
| Kurtosis | 165.06 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.16% | 2.38% |
| Expected Yearly % | 1.64% | 27.22% |
| Kelly Criterion | -0.3% | 1.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.23% |
| Expected Shortfall (cVaR) | -0.64% | -2.23% |
| Year | 11392608:BTCUSD | 11392608:btcusd:triple_med_gx:lsma85_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 16.18 | -0.27 | + |
| 2023 | 155.54 | 5.23 | 0.03 | - |
| 2024 | 121.00 | -9.30 | -0.08 | - |
| 2025 | 16.76 | -3.74 | -0.22 | - |
| Metric | 11392608:btcusd:triple_med_gx:lsma85_105 | 11392608:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -9.54% | 31.46% |
| 6M | -4.6% | 12.77% |
| YTD | -3.74% | 16.76% |
| 1Y | -19.77% | 56.84% |
| 3Y (ann.) | -1.94% | 55.31% |
| 5Y (ann.) | 1.97% | 33.36% |
| Metric | 11392608:btcusd:triple_med_gx:lsma85_105 | 11392608:BTCUSD |
|---|---|---|
| Max Drawdown | -23.41% | -67.18% |
| Longest DD Days | 422.0 | 683.0 |
| Avg. Drawdown | -4.23% | -7.17% |
| Avg. Drawdown Days | 78.0 | 37.0 |
| Recovery Factor | 0.29 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-15 | 2025-06-11 | -23.41 | 422 |
| 2024-03-19 | 2024-03-20 | -9.00 | 1 |
| 2022-09-27 | 2023-02-01 | -8.24 | 127 |
| 2023-02-02 | 2023-12-20 | -7.24 | 320 |
| 2022-05-10 | 2022-09-27 | -5.88 | 139 |
| 2022-04-08 | 2022-05-10 | -1.93 | 31 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| 2022-02-23 | 2022-02-23 | -0.69 | 0 |
| 2024-04-15 | 2024-04-15 | -0.40 | 0 |
| 2024-01-06 | 2024-02-27 | -0.38 | 52 |
| Metric | 11392608:btcusd:triple_med_gx:lsma85_105 | 11392608:BTCUSD |
|---|---|---|
| Best Day | 5.91% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 10.42% | 35.75% |
| Worst Week | -14.78% | -29.64% |
| Best Month | 10.42% | 43.77% |
| Worst Month | -14.78% | -37.12% |
| Best Year | 16.18% | 155.54% |
| Worst Year | -9.3% | -60.27% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.88% | -0.98% |
| Avg. Up Week | 2.74% | 6.4% |
| Avg. Down Week | -2.84% | -5.53% |
| Avg. Up Month | 3.07% | 16.83% |
| Avg. Down Month | -3.72% | -13.07% |
| Win Days % | 48.19% | 51.28% |
| Win Month % | 54.29% | 60.98% |
| Win Week % | 50.0% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |