| Metric | 11392910:btcusd:triple_med_gx:lsma80_105 | 11392910:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 7.12% | 172.16% |
| Max Drawdown | -15.56% | -67.18% |
| Sharpe | 0.11 | 0.42 |
| Sortino | 0.15 | 0.61 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 77.64 | 2.92 |
| Outlier Loss Ratio | 2.81 | 2.88 |
| Volatility (ann.) | 7.67% | 26.26% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.13 | 0.53 |
| Skew | -0.92 | 0.19 |
| Kurtosis | 162.67 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.17% | 2.47% |
| Expected Yearly % | 1.73% | 28.44% |
| Kelly Criterion | -0.86% | 5.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.23% |
| Expected Shortfall (cVaR) | -0.66% | -2.23% |
| Year | 11392910:BTCUSD | 11392910:btcusd:triple_med_gx:lsma80_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -0.96 | 0.02 | + |
| 2023 | 155.54 | 12.94 | 0.08 | - |
| 2024 | 121.00 | -4.63 | -0.04 | - |
| 2025 | 16.76 | 0.42 | 0.03 | - |
| Metric | 11392910:btcusd:triple_med_gx:lsma80_105 | 11392910:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 3.36% | 31.46% |
| 6M | 0.42% | 12.77% |
| YTD | 0.42% | 16.76% |
| 1Y | -3.65% | 56.84% |
| 3Y (ann.) | 3.29% | 55.31% |
| 5Y (ann.) | 2.1% | 35.29% |
| Metric | 11392910:btcusd:triple_med_gx:lsma80_105 | 11392910:BTCUSD |
|---|---|---|
| Max Drawdown | -15.56% | -67.18% |
| Longest DD Days | 480.0 | 683.0 |
| Avg. Drawdown | -5.35% | -7.19% |
| Avg. Drawdown Days | 97.0 | 37.0 |
| Recovery Factor | 0.46 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-10 | 2025-06-11 | -15.56 | 397 |
| 2022-03-20 | 2023-07-13 | -13.65 | 480 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2023-12-22 | 2024-05-09 | -10.05 | 139 |
| 2023-10-20 | 2023-11-15 | -5.32 | 26 |
| 2023-07-14 | 2023-10-20 | -4.73 | 98 |
| 2022-03-18 | 2022-03-18 | -1.30 | 0 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| 2022-02-26 | 2022-03-17 | -0.72 | 19 |
| 2024-05-10 | 2024-05-10 | -0.49 | 0 |
| Metric | 11392910:btcusd:triple_med_gx:lsma80_105 | 11392910:BTCUSD |
|---|---|---|
| Best Day | 6.93% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 6.56% | 35.75% |
| Worst Week | -7.02% | -29.64% |
| Best Month | 6.95% | 43.77% |
| Worst Month | -7.02% | -37.12% |
| Best Year | 12.94% | 155.54% |
| Worst Year | -4.63% | -58.73% |
| Avg. Up Day | 1.05% | 1.06% |
| Avg. Down Day | -0.98% | -1.0% |
| Avg. Up Week | 3.18% | 8.2% |
| Avg. Down Week | -1.74% | -5.8% |
| Avg. Up Month | 2.49% | 11.8% |
| Avg. Down Month | -1.92% | -11.34% |
| Win Days % | 47.74% | 51.29% |
| Win Month % | 44.44% | 60.98% |
| Win Week % | 40.0% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |