| Metric | 11382112:btcusd:triple_med_gx:lsma90_70 | 11382112:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 9.84% | 206.05% |
| Max Drawdown | -24.91% | -67.18% |
| Sharpe | 0.13 | 0.44 |
| Sortino | 0.19 | 0.65 |
| Payoff Ratio | 1.22 | 1.17 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.58 | 0.65 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 63.11 | 3.14 |
| Outlier Loss Ratio | 3.72 | 3.01 |
| Volatility (ann.) | 8.05% | 26.45% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.11 | 0.58 |
| Skew | 1.14 | 0.2 |
| Kurtosis | 94.86 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.22% | 2.7% |
| Expected Yearly % | 2.37% | 32.27% |
| Kelly Criterion | -1.51% | 9.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.25% |
| Expected Shortfall (cVaR) | -0.69% | -2.25% |
| Year | 11382112:BTCUSD | 11382112:btcusd:triple_med_gx:lsma90_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | -0.82 | 0.02 | + |
| 2023 | 155.54 | 0.88 | 0.01 | - |
| 2024 | 121.00 | 21.62 | 0.18 | - |
| 2025 | 17.02 | -9.73 | -0.57 | - |
| Metric | 11382112:btcusd:triple_med_gx:lsma90_70 | 11382112:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.14% | 31.76% |
| 6M | -19.2% | 12.25% |
| YTD | -9.73% | 17.02% |
| 1Y | -4.2% | 57.19% |
| 3Y (ann.) | 1.77% | 55.42% |
| 5Y (ann.) | 2.81% | 39.18% |
| Metric | 11382112:btcusd:triple_med_gx:lsma90_70 | 11382112:BTCUSD |
|---|---|---|
| Max Drawdown | -24.91% | -67.18% |
| Longest DD Days | 833.0 | 683.0 |
| Avg. Drawdown | -5.55% | -6.21% |
| Avg. Drawdown Days | 92.0 | 29.0 |
| Recovery Factor | 0.4 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-09 | 2024-11-19 | -24.91 | 833 |
| 2024-12-13 | 2025-06-11 | -21.64 | 179 |
| 2022-03-09 | 2022-07-18 | -12.02 | 130 |
| 2022-07-20 | 2022-07-27 | -4.75 | 7 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-02-16 | 2022-03-09 | -1.18 | 21 |
| 2024-11-22 | 2024-12-12 | -1.11 | 20 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| Metric | 11382112:btcusd:triple_med_gx:lsma90_70 | 11382112:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.69% | 35.75% |
| Worst Week | -10.81% | -29.64% |
| Best Month | 21.89% | 43.77% |
| Worst Month | -14.17% | -37.12% |
| Best Year | 21.62% | 155.54% |
| Worst Year | -9.73% | -53.69% |
| Avg. Up Day | 0.96% | 0.99% |
| Avg. Down Day | -0.78% | -0.84% |
| Avg. Up Week | 3.56% | 6.21% |
| Avg. Down Week | -2.67% | -4.58% |
| Avg. Up Month | 4.35% | 14.65% |
| Avg. Down Month | -5.07% | -11.27% |
| Win Days % | 44.2% | 51.27% |
| Win Month % | 52.5% | 61.9% |
| Win Week % | 48.68% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |