| Metric | 11381944:btcusd:triple_med_gx:lsma90_70 | 11381944:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 38.32% | 206.05% |
| Max Drawdown | -14.59% | -67.18% |
| Sharpe | 0.45 | 0.44 |
| Sortino | 0.77 | 0.65 |
| Payoff Ratio | 1.34 | 1.17 |
| Profit Factor | 1.29 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 80.82 | 2.93 |
| Outlier Loss Ratio | 4.61 | 2.75 |
| Volatility (ann.) | 5.71% | 26.45% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.69 | 0.58 |
| Skew | 5.02 | 0.2 |
| Kurtosis | 118.56 | 6.31 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.78% | 2.7% |
| Expected Yearly % | 8.45% | 32.27% |
| Kelly Criterion | 4.89% | 9.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.25% |
| Expected Shortfall (cVaR) | -0.48% | -2.25% |
| Year | 11381944:BTCUSD | 11381944:btcusd:triple_med_gx:lsma90_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 25.28 | -0.47 | + |
| 2023 | 155.54 | -9.94 | -0.06 | - |
| 2024 | 121.00 | 23.44 | 0.19 | - |
| 2025 | 17.02 | -0.68 | -0.04 | - |
| Metric | 11381944:btcusd:triple_med_gx:lsma90_70 | 11381944:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.29% | 31.76% |
| 6M | 3.49% | 12.25% |
| YTD | -0.68% | 17.02% |
| 1Y | 11.34% | 57.19% |
| 3Y (ann.) | 6.4% | 55.42% |
| 5Y (ann.) | 10.06% | 39.18% |
| Metric | 11381944:btcusd:triple_med_gx:lsma90_70 | 11381944:BTCUSD |
|---|---|---|
| Max Drawdown | -14.59% | -67.18% |
| Longest DD Days | 775.0 | 683.0 |
| Avg. Drawdown | -1.9% | -6.21% |
| Avg. Drawdown Days | 45.0 | 29.0 |
| Recovery Factor | 2.63 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-11 | 2024-09-24 | -14.59 | 775 |
| 2025-01-26 | 2025-04-22 | -7.01 | 86 |
| 2022-04-28 | 2022-05-29 | -2.36 | 31 |
| 2022-07-01 | 2022-07-04 | -2.31 | 2 |
| 2022-07-15 | 2022-07-19 | -2.29 | 4 |
| 2022-02-13 | 2022-03-08 | -1.91 | 22 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2022-07-01 | 2022-07-01 | -1.51 | 0 |
| 2024-10-23 | 2024-11-19 | -1.51 | 26 |
| 2025-04-23 | 2025-06-11 | -1.03 | 49 |
| Metric | 11381944:btcusd:triple_med_gx:lsma90_70 | 11381944:BTCUSD |
|---|---|---|
| Best Day | 6.59% | 9.33% |
| Worst Day | -3.49% | -9.32% |
| Best Week | 7.67% | 35.75% |
| Worst Week | -6.4% | -29.64% |
| Best Month | 10.43% | 43.77% |
| Worst Month | -3.6% | -37.12% |
| Best Year | 25.28% | 155.54% |
| Worst Year | -9.94% | -53.69% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.6% | -0.71% |
| Avg. Up Week | 3.15% | 6.13% |
| Avg. Down Week | -1.41% | -4.51% |
| Avg. Up Month | 3.8% | 20.44% |
| Avg. Down Month | -1.25% | -10.79% |
| Win Days % | 45.54% | 51.27% |
| Win Month % | 43.59% | 61.9% |
| Win Week % | 43.66% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |