| Metric | 11382223:btcusd:triple_med_gx:lsma90_70 | 11382223:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 33.91% | 206.05% |
| Max Drawdown | -19.44% | -67.18% |
| Sharpe | 0.31 | 0.44 |
| Sortino | 0.47 | 0.65 |
| Payoff Ratio | 1.27 | 1.11 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 0.43 | 1.07 |
| CPC Index | 0.65 | 0.61 |
| Tail Ratio | 0.38 | 0.99 |
| Outlier Win Ratio | 54.08 | 3.2 |
| Outlier Loss Ratio | 4.31 | 3.05 |
| Volatility (ann.) | 8.0% | 26.45% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.46 | 0.58 |
| Skew | 1.49 | 0.2 |
| Kurtosis | 70.56 | 6.31 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.7% | 2.7% |
| Expected Yearly % | 7.57% | 32.27% |
| Kelly Criterion | 0.47% | 7.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.25% |
| Expected Shortfall (cVaR) | -0.68% | -2.25% |
| Year | 11382223:BTCUSD | 11382223:btcusd:triple_med_gx:lsma90_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 11.67 | -0.22 | + |
| 2023 | 155.54 | -9.73 | -0.06 | - |
| 2024 | 121.00 | 30.43 | 0.25 | - |
| 2025 | 17.02 | 1.85 | 0.11 | - |
| Metric | 11382223:btcusd:triple_med_gx:lsma90_70 | 11382223:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.51% | 31.76% |
| 6M | -4.54% | 12.25% |
| YTD | 1.85% | 17.02% |
| 1Y | 11.65% | 57.19% |
| 3Y (ann.) | 7.38% | 55.42% |
| 5Y (ann.) | 9.01% | 39.18% |
| Metric | 11382223:btcusd:triple_med_gx:lsma90_70 | 11382223:BTCUSD |
|---|---|---|
| Max Drawdown | -19.44% | -67.18% |
| Longest DD Days | 763.0 | 683.0 |
| Avg. Drawdown | -3.8% | -6.21% |
| Avg. Drawdown Days | 64.0 | 29.0 |
| Recovery Factor | 1.74 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-08-21 | -19.44 | 763 |
| 2024-12-19 | 2025-01-15 | -10.90 | 27 |
| 2025-01-16 | 2025-06-11 | -9.11 | 146 |
| 2022-01-24 | 2022-04-01 | -7.11 | 67 |
| 2022-05-31 | 2022-07-18 | -5.26 | 47 |
| 2022-04-29 | 2022-05-29 | -4.85 | 30 |
| 2024-08-24 | 2024-09-26 | -2.36 | 33 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| Metric | 11382223:btcusd:triple_med_gx:lsma90_70 | 11382223:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 10.31% | 35.75% |
| Worst Week | -8.83% | -29.64% |
| Best Month | 13.51% | 43.77% |
| Worst Month | -7.56% | -37.12% |
| Best Year | 30.43% | 155.54% |
| Worst Year | -9.73% | -53.69% |
| Avg. Up Day | 0.9% | 0.93% |
| Avg. Down Day | -0.71% | -0.84% |
| Avg. Up Week | 3.24% | 6.9% |
| Avg. Down Week | -1.98% | -5.36% |
| Avg. Up Month | 4.26% | 17.17% |
| Avg. Down Month | -3.19% | -13.0% |
| Win Days % | 44.41% | 51.27% |
| Win Month % | 43.9% | 61.9% |
| Win Week % | 47.83% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |