| Metric | 11382441:btcusd:triple_med_gx:lsma90_70 | 11382441:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 30.06% | 199.65% |
| Max Drawdown | -16.92% | -67.18% |
| Sharpe | 0.3 | 0.44 |
| Sortino | 0.47 | 0.64 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.65 | 0.64 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 63.29 | 3.14 |
| Outlier Loss Ratio | 3.8 | 2.98 |
| Volatility (ann.) | 7.38% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.48 | 0.57 |
| Skew | 2.72 | 0.2 |
| Kurtosis | 83.92 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.63% | 2.65% |
| Expected Yearly % | 6.79% | 31.57% |
| Kelly Criterion | 2.06% | 9.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.24% |
| Expected Shortfall (cVaR) | -0.63% | -2.24% |
| Year | 11382441:BTCUSD | 11382441:btcusd:triple_med_gx:lsma90_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 31.71 | -0.58 | + |
| 2023 | 155.54 | 5.53 | 0.04 | - |
| 2024 | 121.00 | -6.24 | -0.05 | - |
| 2025 | 17.02 | -0.20 | -0.01 | - |
| Metric | 11382441:btcusd:triple_med_gx:lsma90_70 | 11382441:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.53% | 31.76% |
| 6M | 2.52% | 12.25% |
| YTD | -0.2% | 17.02% |
| 1Y | -1.85% | 57.19% |
| 3Y (ann.) | 7.48% | 55.42% |
| 5Y (ann.) | 8.11% | 38.5% |
| Metric | 11382441:btcusd:triple_med_gx:lsma90_70 | 11382441:BTCUSD |
|---|---|---|
| Max Drawdown | -16.92% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -4.65% | -6.29% |
| Avg. Drawdown Days | 78.0 | 31.0 |
| Recovery Factor | 1.78 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-06-11 | -16.92 | 436 |
| 2022-02-05 | 2022-07-27 | -14.42 | 172 |
| 2022-10-26 | 2023-06-21 | -8.58 | 237 |
| 2023-08-04 | 2023-12-04 | -7.89 | 122 |
| 2022-07-30 | 2022-10-04 | -6.48 | 66 |
| 2024-01-11 | 2024-03-04 | -5.44 | 53 |
| 2023-12-29 | 2024-01-11 | -2.60 | 12 |
| 2022-07-28 | 2022-07-30 | -1.13 | 1 |
| 2022-07-28 | 2022-07-28 | -0.54 | 0 |
| 2022-10-25 | 2022-10-25 | -0.35 | 0 |
| Metric | 11382441:btcusd:triple_med_gx:lsma90_70 | 11382441:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.13% | -9.32% |
| Best Week | 13.5% | 35.75% |
| Worst Week | -9.18% | -29.64% |
| Best Month | 19.78% | 43.77% |
| Worst Month | -11.58% | -37.12% |
| Best Year | 31.71% | 155.54% |
| Worst Year | -6.24% | -54.66% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 4.09% | 6.72% |
| Avg. Down Week | -2.63% | -3.94% |
| Avg. Up Month | 7.25% | 12.14% |
| Avg. Down Month | -3.87% | -18.02% |
| Win Days % | 47.12% | 51.27% |
| Win Month % | 41.67% | 61.9% |
| Win Week % | 43.94% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |