| Metric | 11392632:btcusd:triple_med_gx:lsma80_105 | 11392632:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 5.1% | 154.97% |
| Max Drawdown | -20.99% | -67.18% |
| Sharpe | 0.09 | 0.4 |
| Sortino | 0.12 | 0.58 |
| Payoff Ratio | 0.97 | 0.89 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.51 | 0.49 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 69.84 | 3.01 |
| Outlier Loss Ratio | 2.91 | 2.96 |
| Volatility (ann.) | 8.27% | 26.3% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.07 | 0.48 |
| Skew | -1.04 | 0.18 |
| Kurtosis | 135.16 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.12% | 2.31% |
| Expected Yearly % | 1.25% | 26.36% |
| Kelly Criterion | -1.35% | -3.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.24% |
| Expected Shortfall (cVaR) | -0.71% | -2.24% |
| Year | 11392632:BTCUSD | 11392632:btcusd:triple_med_gx:lsma80_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | 1.41 | -0.02 | + |
| 2023 | 155.54 | 6.45 | 0.04 | - |
| 2024 | 121.00 | 4.22 | 0.03 | - |
| 2025 | 16.76 | -6.58 | -0.39 | - |
| Metric | 11392632:btcusd:triple_med_gx:lsma80_105 | 11392632:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -5.87% | 31.46% |
| 6M | -6.58% | 12.77% |
| YTD | -6.58% | 16.76% |
| 1Y | -12.49% | 56.84% |
| 3Y (ann.) | 2.72% | 55.31% |
| 5Y (ann.) | 1.5% | 32.32% |
| Metric | 11392632:btcusd:triple_med_gx:lsma80_105 | 11392632:BTCUSD |
|---|---|---|
| Max Drawdown | -20.99% | -67.18% |
| Longest DD Days | 603.0 | 683.0 |
| Avg. Drawdown | -4.48% | -7.64% |
| Avg. Drawdown Days | 131.0 | 40.0 |
| Recovery Factor | 0.24 | 2.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-29 | 2025-06-11 | -20.99 | 468 |
| 2022-02-23 | 2023-10-20 | -11.14 | 603 |
| 2023-11-11 | 2023-12-20 | -3.51 | 39 |
| 2023-10-20 | 2023-11-10 | -1.49 | 21 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| 2024-01-09 | 2024-02-27 | -0.89 | 49 |
| 2022-02-23 | 2022-02-23 | -0.69 | 0 |
| 2024-01-08 | 2024-01-08 | -0.18 | 0 |
| 2022-02-22 | 2022-02-22 | -0.18 | 0 |
| Metric | 11392632:btcusd:triple_med_gx:lsma80_105 | 11392632:BTCUSD |
|---|---|---|
| Best Day | 7.59% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 11.77% | 35.75% |
| Worst Week | -14.32% | -29.64% |
| Best Month | 11.77% | 43.77% |
| Worst Month | -14.48% | -37.12% |
| Best Year | 6.45% | 155.54% |
| Worst Year | -6.58% | -61.33% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.96% | -1.07% |
| Avg. Up Week | 2.96% | 5.09% |
| Avg. Down Week | -2.19% | -7.58% |
| Avg. Up Month | 3.07% | 14.36% |
| Avg. Down Month | -4.81% | -16.85% |
| Win Days % | 50.13% | 51.27% |
| Win Month % | 63.64% | 60.98% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |