| Metric | 11401382:btcusd:triple_med_gx:lsma105_135 | 11401382:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 2.23% | 195.83% |
| Max Drawdown | -12.78% | -67.18% |
| Sharpe | 0.06 | 0.44 |
| Sortino | 0.08 | 0.64 |
| Payoff Ratio | 1.11 | 0.97 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.51 | 0.53 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 109.17 | 2.89 |
| Outlier Loss Ratio | 4.09 | 2.76 |
| Volatility (ann.) | 5.22% | 26.35% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.05 | 0.57 |
| Skew | -2.25 | 0.2 |
| Kurtosis | 163.79 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.05% | 2.68% |
| Expected Yearly % | 0.55% | 31.15% |
| Kelly Criterion | -6.32% | 0.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.24% |
| Expected Shortfall (cVaR) | -0.45% | -2.24% |
| Year | 11401382:BTCUSD | 11401382:btcusd:triple_med_gx:lsma105_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 14.00 | -0.25 | + |
| 2023 | 155.54 | -1.97 | -0.01 | - |
| 2024 | 121.00 | 1.68 | 0.01 | - |
| 2025 | 16.76 | -10.03 | -0.60 | - |
| Metric | 11401382:btcusd:triple_med_gx:lsma105_135 | 11401382:BTCUSD |
|---|---|---|
| MTD | -1.76% | 4.16% |
| 3M | -2.75% | 31.46% |
| 6M | -8.99% | 12.77% |
| YTD | -10.03% | 16.76% |
| 1Y | -7.22% | 56.84% |
| 3Y (ann.) | -1.67% | 55.31% |
| 5Y (ann.) | 0.66% | 38.19% |
| Metric | 11401382:btcusd:triple_med_gx:lsma105_135 | 11401382:BTCUSD |
|---|---|---|
| Max Drawdown | -12.78% | -67.18% |
| Longest DD Days | 959.0 | 683.0 |
| Avg. Drawdown | -2.65% | -6.97% |
| Avg. Drawdown Days | 100.0 | 36.0 |
| Recovery Factor | 0.17 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-25 | 2025-06-11 | -12.78 | 959 |
| 2022-08-13 | 2022-10-25 | -4.64 | 73 |
| 2022-08-11 | 2022-08-13 | -3.77 | 1 |
| 2022-04-21 | 2022-06-23 | -2.94 | 62 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-06-23 | 2022-06-23 | -1.54 | 0 |
| 2022-06-24 | 2022-06-24 | -1.03 | 0 |
| 2022-02-28 | 2022-02-28 | -0.18 | 0 |
| 2022-03-07 | 2022-03-07 | -0.18 | 0 |
| 2022-04-19 | 2022-04-19 | -0.18 | 0 |
| Metric | 11401382:btcusd:triple_med_gx:lsma105_135 | 11401382:BTCUSD |
|---|---|---|
| Best Day | 4.24% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 5.74% | 35.75% |
| Worst Week | -7.1% | -29.64% |
| Best Month | 5.74% | 43.77% |
| Worst Month | -7.59% | -37.12% |
| Best Year | 14.0% | 155.54% |
| Worst Year | -10.03% | -55.14% |
| Avg. Up Day | 0.78% | 0.81% |
| Avg. Down Day | -0.7% | -0.83% |
| Avg. Up Week | 2.21% | 8.86% |
| Avg. Down Week | -1.77% | -3.64% |
| Avg. Up Month | 2.17% | 13.32% |
| Avg. Down Month | -2.13% | -8.96% |
| Win Days % | 44.14% | 51.32% |
| Win Month % | 43.24% | 60.98% |
| Win Week % | 40.0% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |