| Metric | 11399602:btcusd:triple_med_gx:lsma95_130 | 11399602:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 4.24% | 182.99% |
| Max Drawdown | -19.61% | -67.18% |
| Sharpe | 0.08 | 0.43 |
| Sortino | 0.12 | 0.62 |
| Payoff Ratio | 1.25 | 1.11 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 89.61 | 2.94 |
| Outlier Loss Ratio | 4.44 | 2.84 |
| Volatility (ann.) | 5.94% | 26.35% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.06 | 0.54 |
| Skew | 1.54 | 0.2 |
| Kurtosis | 198.84 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.1% | 2.57% |
| Expected Yearly % | 1.04% | 29.7% |
| Kelly Criterion | -3.1% | 7.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.24% |
| Expected Shortfall (cVaR) | -0.51% | -2.24% |
| Year | 11399602:BTCUSD | 11399602:btcusd:triple_med_gx:lsma95_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 12.76 | -0.22 | + |
| 2023 | 155.54 | -1.14 | -0.01 | - |
| 2024 | 121.00 | -1.75 | -0.01 | - |
| 2025 | 16.76 | -4.83 | -0.29 | - |
| Metric | 11399602:btcusd:triple_med_gx:lsma95_130 | 11399602:BTCUSD |
|---|---|---|
| MTD | 0.51% | 4.16% |
| 3M | 0.69% | 31.46% |
| 6M | -4.25% | 12.77% |
| YTD | -4.83% | 16.76% |
| 1Y | 0.35% | 56.84% |
| 3Y (ann.) | -4.23% | 55.31% |
| 5Y (ann.) | 1.24% | 36.34% |
| Metric | 11399602:btcusd:triple_med_gx:lsma95_130 | 11399602:BTCUSD |
|---|---|---|
| Max Drawdown | -19.61% | -67.18% |
| Longest DD Days | 1033.0 | 683.0 |
| Avg. Drawdown | -3.75% | -6.9% |
| Avg. Drawdown Days | 99.0 | 35.0 |
| Recovery Factor | 0.22 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-13 | 2025-06-11 | -19.61 | 1033 |
| 2022-05-17 | 2022-06-23 | -5.03 | 37 |
| 2022-02-27 | 2022-02-28 | -4.70 | 1 |
| 2022-08-11 | 2022-08-13 | -3.60 | 1 |
| 2022-04-17 | 2022-04-18 | -3.09 | 1 |
| 2022-04-20 | 2022-04-25 | -1.84 | 5 |
| 2022-08-09 | 2022-08-10 | -1.73 | 1 |
| 2022-05-16 | 2022-05-17 | -0.93 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-03-01 | 2022-03-06 | -0.29 | 5 |
| Metric | 11399602:btcusd:triple_med_gx:lsma95_130 | 11399602:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 9.01% | 35.75% |
| Worst Week | -4.82% | -29.64% |
| Best Month | 9.14% | 43.77% |
| Worst Month | -6.46% | -37.12% |
| Best Year | 12.76% | 155.54% |
| Worst Year | -4.83% | -57.08% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.63% | -0.73% |
| Avg. Up Week | 1.58% | 7.96% |
| Avg. Down Week | -1.54% | -2.9% |
| Avg. Up Month | 1.6% | 10.45% |
| Avg. Down Month | -3.52% | -8.14% |
| Win Days % | 42.82% | 51.31% |
| Win Month % | 56.76% | 60.98% |
| Win Week % | 42.62% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 25.0% | 75.0% |