| Metric | 11383154:btcusd:triple_med_gx:lsma90_75 | 11383154:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 15.19% | 206.05% |
| Max Drawdown | -12.69% | -67.18% |
| Sharpe | 0.23 | 0.44 |
| Sortino | 0.35 | 0.65 |
| Payoff Ratio | 1.33 | 1.19 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.66 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 103.91 | 2.83 |
| Outlier Loss Ratio | 4.4 | 2.68 |
| Volatility (ann.) | 5.1% | 26.45% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.34 | 0.58 |
| Skew | 0.83 | 0.2 |
| Kurtosis | 142.06 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.7% |
| Expected Yearly % | 3.6% | 32.27% |
| Kelly Criterion | 0.29% | 10.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.25% |
| Expected Shortfall (cVaR) | -0.44% | -2.25% |
| Year | 11383154:BTCUSD | 11383154:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 11.73 | -0.22 | + |
| 2023 | 155.54 | -3.69 | -0.02 | - |
| 2024 | 121.00 | 12.53 | 0.10 | - |
| 2025 | 17.02 | -4.86 | -0.29 | - |
| Metric | 11383154:btcusd:triple_med_gx:lsma90_75 | 11383154:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.33% | 31.76% |
| 6M | -4.2% | 12.25% |
| YTD | -4.86% | 17.02% |
| 1Y | -1.59% | 57.19% |
| 3Y (ann.) | 1.54% | 55.42% |
| 5Y (ann.) | 4.27% | 39.18% |
| Metric | 11383154:btcusd:triple_med_gx:lsma90_75 | 11383154:BTCUSD |
|---|---|---|
| Max Drawdown | -12.69% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -3.59% | -6.21% |
| Avg. Drawdown Days | 122.0 | 29.0 |
| Recovery Factor | 1.2 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2024-03-10 | -12.69 | 642 |
| 2024-04-30 | 2024-08-23 | -8.05 | 115 |
| 2024-10-22 | 2025-06-11 | -6.00 | 231 |
| 2024-03-10 | 2024-04-29 | -1.68 | 50 |
| 2022-03-07 | 2022-04-27 | -1.55 | 50 |
| 2024-09-25 | 2024-09-26 | -1.28 | 1 |
| 2022-05-31 | 2022-06-06 | -0.61 | 6 |
| 2022-05-28 | 2022-05-28 | -0.23 | 0 |
| 2022-03-07 | 2022-03-07 | -0.18 | 0 |
| Metric | 11383154:btcusd:triple_med_gx:lsma90_75 | 11383154:BTCUSD |
|---|---|---|
| Best Day | 4.28% | 9.33% |
| Worst Day | -6.11% | -9.32% |
| Best Week | 9.24% | 35.75% |
| Worst Week | -4.73% | -29.64% |
| Best Month | 9.24% | 43.77% |
| Worst Month | -4.58% | -37.12% |
| Best Year | 12.53% | 155.54% |
| Worst Year | -4.86% | -53.69% |
| Avg. Up Day | 0.82% | 0.85% |
| Avg. Down Day | -0.62% | -0.71% |
| Avg. Up Week | 3.04% | 5.06% |
| Avg. Down Week | -1.47% | -4.27% |
| Avg. Up Month | 1.98% | 20.76% |
| Avg. Down Month | -1.92% | -13.13% |
| Win Days % | 43.16% | 51.27% |
| Win Month % | 44.74% | 61.9% |
| Win Week % | 42.42% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |