| Metric | 11382935:btcusd:triple_med_gx:lsma90_75 | 11382935:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 11.88% | 206.05% |
| Max Drawdown | -13.28% | -67.18% |
| Sharpe | 0.18 | 0.44 |
| Sortino | 0.29 | 0.65 |
| Payoff Ratio | 1.31 | 1.18 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.63 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 104.15 | 2.87 |
| Outlier Loss Ratio | 4.55 | 2.68 |
| Volatility (ann.) | 5.3% | 26.45% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.25 | 0.58 |
| Skew | 3.38 | 0.2 |
| Kurtosis | 134.06 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.27% | 2.7% |
| Expected Yearly % | 2.85% | 32.27% |
| Kelly Criterion | -1.18% | 9.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.25% |
| Expected Shortfall (cVaR) | -0.45% | -2.25% |
| Year | 11382935:BTCUSD | 11382935:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 17.13 | -0.32 | + |
| 2023 | 155.54 | -9.38 | -0.06 | - |
| 2024 | 121.00 | 8.25 | 0.07 | - |
| 2025 | 17.02 | -2.63 | -0.15 | - |
| Metric | 11382935:btcusd:triple_med_gx:lsma90_75 | 11382935:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.67% | 31.76% |
| 6M | -1.74% | 12.25% |
| YTD | -2.63% | 17.02% |
| 1Y | 1.41% | 57.19% |
| 3Y (ann.) | 2.94% | 55.42% |
| 5Y (ann.) | 3.37% | 39.18% |
| Metric | 11382935:btcusd:triple_med_gx:lsma90_75 | 11382935:BTCUSD |
|---|---|---|
| Max Drawdown | -13.28% | -67.18% |
| Longest DD Days | 869.0 | 683.0 |
| Avg. Drawdown | -4.11% | -6.21% |
| Avg. Drawdown Days | 130.0 | 29.0 |
| Recovery Factor | 0.89 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-24 | 2025-06-11 | -13.28 | 869 |
| 2022-02-11 | 2022-05-30 | -8.65 | 107 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2022-07-05 | 2022-08-11 | -4.44 | 36 |
| 2022-10-07 | 2023-01-24 | -3.90 | 108 |
| 2022-06-06 | 2022-06-30 | -0.68 | 24 |
| 2022-09-08 | 2022-09-08 | -0.55 | 0 |
| 2022-08-11 | 2022-09-07 | -0.46 | 27 |
| 2022-09-14 | 2022-09-14 | -0.18 | 0 |
| Metric | 11382935:btcusd:triple_med_gx:lsma90_75 | 11382935:BTCUSD |
|---|---|---|
| Best Day | 6.08% | 9.33% |
| Worst Day | -4.15% | -9.32% |
| Best Week | 9.05% | 35.75% |
| Worst Week | -4.21% | -29.64% |
| Best Month | 9.34% | 43.77% |
| Worst Month | -4.81% | -37.12% |
| Best Year | 17.13% | 155.54% |
| Worst Year | -9.38% | -53.69% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.6% | -0.7% |
| Avg. Up Week | 2.88% | 5.9% |
| Avg. Down Week | -1.41% | -4.36% |
| Avg. Up Month | 2.29% | 26.94% |
| Avg. Down Month | -2.3% | -8.48% |
| Win Days % | 42.57% | 51.27% |
| Win Month % | 41.67% | 61.9% |
| Win Week % | 41.27% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |