| Metric | 11383099:btcusd:triple_med_gx:lsma90_75 | 11383099:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 10.4% | 206.05% |
| Max Drawdown | -15.95% | -67.18% |
| Sharpe | 0.16 | 0.44 |
| Sortino | 0.25 | 0.65 |
| Payoff Ratio | 1.36 | 1.17 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.62 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 102.47 | 2.83 |
| Outlier Loss Ratio | 4.36 | 2.69 |
| Volatility (ann.) | 5.41% | 26.45% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.19 | 0.58 |
| Skew | 2.79 | 0.2 |
| Kurtosis | 144.85 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.24% | 2.7% |
| Expected Yearly % | 2.5% | 32.27% |
| Kelly Criterion | -2.08% | 9.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.25% |
| Expected Shortfall (cVaR) | -0.46% | -2.25% |
| Year | 11383099:BTCUSD | 11383099:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 6.38 | -0.12 | + |
| 2023 | 155.54 | -5.12 | -0.03 | - |
| 2024 | 121.00 | 9.79 | 0.08 | - |
| 2025 | 17.02 | -0.38 | -0.02 | - |
| Metric | 11383099:btcusd:triple_med_gx:lsma90_75 | 11383099:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.12% | 31.76% |
| 6M | 0.85% | 12.25% |
| YTD | -0.38% | 17.02% |
| 1Y | 2.59% | 57.19% |
| 3Y (ann.) | 2.63% | 55.42% |
| 5Y (ann.) | 2.97% | 39.18% |
| Metric | 11383099:btcusd:triple_med_gx:lsma90_75 | 11383099:BTCUSD |
|---|---|---|
| Max Drawdown | -15.95% | -67.18% |
| Longest DD Days | 871.0 | 683.0 |
| Avg. Drawdown | -3.55% | -6.21% |
| Avg. Drawdown Days | 106.0 | 29.0 |
| Recovery Factor | 0.65 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-06-11 | -15.95 | 871 |
| 2022-07-30 | 2023-01-20 | -7.75 | 174 |
| 2022-04-26 | 2022-05-30 | -7.50 | 34 |
| 2022-07-01 | 2022-07-18 | -3.09 | 16 |
| 2022-02-12 | 2022-04-01 | -2.60 | 47 |
| 2022-06-09 | 2022-07-01 | -1.11 | 21 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-06-08 | 2022-06-09 | -0.18 | 0 |
| 2022-07-30 | 2022-07-30 | -0.18 | 0 |
| 2022-02-12 | 2022-02-12 | -0.18 | 0 |
| Metric | 11383099:btcusd:triple_med_gx:lsma90_75 | 11383099:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 9.52% | 35.75% |
| Worst Week | -4.66% | -29.64% |
| Best Month | 9.52% | 43.77% |
| Worst Month | -5.66% | -37.12% |
| Best Year | 9.79% | 155.54% |
| Worst Year | -5.12% | -53.69% |
| Avg. Up Day | 0.86% | 0.9% |
| Avg. Down Day | -0.63% | -0.77% |
| Avg. Up Week | 2.93% | 5.84% |
| Avg. Down Week | -1.45% | -3.74% |
| Avg. Up Month | 2.67% | 17.05% |
| Avg. Down Month | -1.66% | -12.98% |
| Win Days % | 41.09% | 51.27% |
| Win Month % | 43.24% | 61.9% |
| Win Week % | 42.65% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |