| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 60.36% | 167.48% |
| Max Drawdown | -14.44% | -67.18% |
| Sharpe | 0.52 | 0.38 |
| Sortino | 0.89 | 0.55 |
| Payoff Ratio | 1.41 | 1.15 |
| Profit Factor | 1.34 | 1.06 |
| Common Sense Ratio | NaN | 1.04 |
| CPC Index | 0.86 | 0.63 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 72.0 | 3.09 |
| Outlier Loss Ratio | 4.17 | 2.81 |
| Volatility (ann.) | 6.35% | 25.59% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.91 | 0.44 |
| Skew | 3.95 | 0.19 |
| Kurtosis | 92.98 | 6.58 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.01% | 2.12% |
| Expected Yearly % | 12.53% | 27.89% |
| Kelly Criterion | 6.75% | 9.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.18% |
| Expected Shortfall (cVaR) | -0.54% | -2.18% |
| Year | 11383432:BTCUSD | 11383432:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 26.59 | -0.50 | + |
| 2023 | 155.54 | 8.94 | 0.06 | - |
| 2024 | 121.00 | 27.22 | 0.22 | - |
| 2025 | 2.28 | -8.59 | -3.77 | - |
| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| MTD | -5.8% | -12.85% |
| 3M | -4.17% | -18.73% |
| 6M | -3.82% | -7.45% |
| YTD | -8.59% | 2.28% |
| 1Y | -6.59% | 5.34% |
| 3Y (ann.) | 9.39% | 78.97% |
| 5Y (ann.) | 13.16% | 29.38% |
| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| Max Drawdown | -14.44% | -67.18% |
| Longest DD Days | 293.0 | 683.0 |
| Avg. Drawdown | -2.15% | -6.61% |
| Avg. Drawdown Days | 31.0 | 29.0 |
| Recovery Factor | 4.18 | 2.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-11-17 | -14.44 | 293 |
| 2022-02-16 | 2022-05-30 | -6.33 | 103 |
| 2024-12-19 | 2025-01-27 | -5.40 | 39 |
| 2022-08-19 | 2023-01-25 | -5.17 | 159 |
| 2022-07-20 | 2022-07-28 | -4.75 | 8 |
| 2023-09-08 | 2024-02-09 | -4.66 | 154 |
| 2024-03-11 | 2024-05-18 | -4.53 | 67 |
| 2024-05-27 | 2024-07-26 | -3.94 | 60 |
| 2022-07-05 | 2022-07-18 | -3.83 | 12 |
| 2023-04-21 | 2023-06-06 | -3.55 | 46 |
| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 9.67% | 35.75% |
| Worst Week | -5.8% | -29.64% |
| Best Month | 17.79% | 43.77% |
| Worst Month | -5.8% | -37.12% |
| Best Year | 27.22% | 155.54% |
| Worst Year | -8.59% | -53.69% |
| Avg. Up Day | 0.93% | 0.96% |
| Avg. Down Day | -0.66% | -0.84% |
| Avg. Up Week | 2.45% | 6.49% |
| Avg. Down Week | -1.44% | -5.79% |
| Avg. Up Month | 3.77% | 16.28% |
| Avg. Down Month | -2.52% | -12.65% |
| Win Days % | 45.47% | 51.43% |
| Win Month % | 52.17% | 59.57% |
| Win Week % | 53.49% | 50.74% |
| Win Quarter % | 50.0% | 56.25% |
| Win Year % | 75.0% | 75.0% |