| Metric | 11392631:btcusd:triple_med_gx:lsma85_105 | 11392631:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 4.38% | 154.97% |
| Max Drawdown | -21.21% | -67.18% |
| Sharpe | 0.08 | 0.4 |
| Sortino | 0.11 | 0.58 |
| Payoff Ratio | 1.03 | 0.93 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.52 | 0.51 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 82.01 | 2.91 |
| Outlier Loss Ratio | 2.96 | 2.78 |
| Volatility (ann.) | 7.61% | 26.3% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.06 | 0.48 |
| Skew | -0.8 | 0.18 |
| Kurtosis | 174.91 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.1% | 2.31% |
| Expected Yearly % | 1.08% | 26.36% |
| Kelly Criterion | -3.28% | -0.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.24% |
| Expected Shortfall (cVaR) | -0.65% | -2.24% |
| Year | 11392631:BTCUSD | 11392631:btcusd:triple_med_gx:lsma85_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | 6.93 | -0.11 | + |
| 2023 | 155.54 | 4.35 | 0.03 | - |
| 2024 | 121.00 | -2.84 | -0.02 | - |
| 2025 | 16.76 | -3.73 | -0.22 | - |
| Metric | 11392631:btcusd:triple_med_gx:lsma85_105 | 11392631:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -9.53% | 31.46% |
| 6M | -3.73% | 12.77% |
| YTD | -3.73% | 16.76% |
| 1Y | -11.73% | 56.84% |
| 3Y (ann.) | 2.16% | 55.31% |
| 5Y (ann.) | 1.29% | 32.32% |
| Metric | 11392631:btcusd:triple_med_gx:lsma85_105 | 11392631:BTCUSD |
|---|---|---|
| Max Drawdown | -21.21% | -67.18% |
| Longest DD Days | 422.0 | 683.0 |
| Avg. Drawdown | -4.17% | -7.64% |
| Avg. Drawdown Days | 82.0 | 40.0 |
| Recovery Factor | 0.21 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-15 | 2025-06-11 | -21.21 | 422 |
| 2022-05-10 | 2022-11-10 | -9.59 | 184 |
| 2024-03-19 | 2024-03-20 | -9.00 | 1 |
| 2022-12-21 | 2023-12-20 | -8.04 | 364 |
| 2022-02-23 | 2022-05-10 | -4.72 | 75 |
| 2022-11-11 | 2022-12-20 | -1.71 | 39 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| 2024-01-09 | 2024-02-28 | -0.89 | 50 |
| 2022-02-23 | 2022-02-23 | -0.69 | 0 |
| 2024-04-15 | 2024-04-15 | -0.40 | 0 |
| Metric | 11392631:btcusd:triple_med_gx:lsma85_105 | 11392631:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 8.37% | 35.75% |
| Worst Week | -15.11% | -29.64% |
| Best Month | 8.48% | 43.77% |
| Worst Month | -15.11% | -37.12% |
| Best Year | 6.93% | 155.54% |
| Worst Year | -3.73% | -61.33% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.93% | -1.05% |
| Avg. Up Week | 2.88% | 5.83% |
| Avg. Down Week | -2.39% | -6.23% |
| Avg. Up Month | 2.91% | 18.96% |
| Avg. Down Month | -4.14% | -16.79% |
| Win Days % | 47.69% | 51.27% |
| Win Month % | 57.58% | 60.98% |
| Win Week % | 47.62% | 50.0% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |