| Metric | 11383830:btcusd:triple_med_gx:lsma90_75 | 11383830:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 20.79% | 183.63% |
| Max Drawdown | -19.07% | -67.18% |
| Sharpe | 0.25 | 0.43 |
| Sortino | 0.39 | 0.62 |
| Payoff Ratio | 1.25 | 1.24 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.67 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 85.89 | 2.95 |
| Outlier Loss Ratio | 3.62 | 2.81 |
| Volatility (ann.) | 6.44% | 26.35% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.3 | 0.54 |
| Skew | 2.72 | 0.2 |
| Kurtosis | 124.77 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.46% | 2.58% |
| Expected Yearly % | 4.84% | 29.77% |
| Kelly Criterion | 1.67% | 12.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.24% |
| Expected Shortfall (cVaR) | -0.55% | -2.24% |
| Year | 11383830:BTCUSD | 11383830:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 1.24 | -0.02 | + |
| 2023 | 155.54 | 8.29 | 0.05 | - |
| 2024 | 121.00 | 7.85 | 0.06 | - |
| 2025 | 17.02 | 2.16 | 0.13 | - |
| Metric | 11383830:btcusd:triple_med_gx:lsma90_75 | 11383830:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.35% | 31.76% |
| 6M | 0.82% | 12.25% |
| YTD | 2.16% | 17.02% |
| 1Y | 0.55% | 57.19% |
| 3Y (ann.) | 2.73% | 55.42% |
| 5Y (ann.) | 5.79% | 36.43% |
| Metric | 11383830:btcusd:triple_med_gx:lsma90_75 | 11383830:BTCUSD |
|---|---|---|
| Max Drawdown | -19.07% | -67.18% |
| Longest DD Days | 1142.0 | 683.0 |
| Avg. Drawdown | -4.12% | -6.9% |
| Avg. Drawdown Days | 166.0 | 35.0 |
| Recovery Factor | 1.09 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2025-06-11 | -19.07 | 1142 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2022-03-06 | 2022-03-22 | -2.59 | 15 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-03-06 | 2022-03-06 | -0.18 | 0 |
| 2022-04-25 | 2022-04-25 | -0.18 | 0 |
| 2022-03-24 | 2022-03-24 | -0.09 | 0 |
| Metric | 11383830:btcusd:triple_med_gx:lsma90_75 | 11383830:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 8.74% | 35.75% |
| Worst Week | -6.21% | -29.64% |
| Best Month | 10.71% | 43.77% |
| Worst Month | -8.7% | -37.12% |
| Best Year | 8.29% | 155.54% |
| Worst Year | 1.24% | -57.08% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 3.15% | 8.17% |
| Avg. Down Week | -2.47% | -4.47% |
| Avg. Up Month | 3.97% | 17.56% |
| Avg. Down Month | -2.54% | -14.32% |
| Win Days % | 45.29% | 51.32% |
| Win Month % | 52.94% | 60.98% |
| Win Week % | 52.27% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |