| Metric | 11384851:btcusd:triple_med_gx:lsma90_80 | 11384851:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 44.84% | 206.05% |
| Max Drawdown | -12.72% | -67.18% |
| Sharpe | 0.48 | 0.44 |
| Sortino | 0.88 | 0.65 |
| Payoff Ratio | 1.45 | 1.29 |
| Profit Factor | 1.37 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.89 | 0.71 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 84.71 | 2.93 |
| Outlier Loss Ratio | 4.58 | 2.74 |
| Volatility (ann.) | 6.16% | 26.45% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.91 | 0.58 |
| Skew | 7.64 | 0.2 |
| Kurtosis | 207.78 | 6.31 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.89% | 2.7% |
| Expected Yearly % | 9.7% | 32.27% |
| Kelly Criterion | 6.67% | 13.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.25% |
| Expected Shortfall (cVaR) | -0.52% | -2.25% |
| Year | 11384851:BTCUSD | 11384851:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 5.21 | -0.10 | + |
| 2023 | 155.54 | -1.47 | -0.01 | - |
| 2024 | 121.00 | 43.60 | 0.36 | - |
| 2025 | 17.02 | -2.71 | -0.16 | - |
| Metric | 11384851:btcusd:triple_med_gx:lsma90_80 | 11384851:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.3% | 31.76% |
| 6M | 6.8% | 12.25% |
| YTD | -2.71% | 17.02% |
| 1Y | 21.09% | 57.19% |
| 3Y (ann.) | 13.05% | 55.42% |
| 5Y (ann.) | 11.57% | 39.18% |
| Metric | 11384851:btcusd:triple_med_gx:lsma90_80 | 11384851:BTCUSD |
|---|---|---|
| Max Drawdown | -12.72% | -67.18% |
| Longest DD Days | 587.0 | 683.0 |
| Avg. Drawdown | -2.37% | -6.21% |
| Avg. Drawdown Days | 52.0 | 29.0 |
| Recovery Factor | 3.53 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-10 | 2024-05-20 | -12.72 | 587 |
| 2022-05-31 | 2022-09-09 | -8.58 | 100 |
| 2025-03-17 | 2025-06-11 | -7.40 | 85 |
| 2024-05-21 | 2024-07-14 | -4.60 | 54 |
| 2022-01-25 | 2022-05-02 | -2.89 | 97 |
| 2025-01-28 | 2025-03-17 | -2.07 | 48 |
| 2022-05-02 | 2022-05-30 | -1.69 | 28 |
| 2024-07-15 | 2024-08-23 | -1.68 | 39 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11384851:btcusd:triple_med_gx:lsma90_80 | 11384851:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.72% | -9.32% |
| Best Week | 12.05% | 35.75% |
| Worst Week | -5.17% | -29.64% |
| Best Month | 15.01% | 43.77% |
| Worst Month | -5.3% | -37.12% |
| Best Year | 43.6% | 155.54% |
| Worst Year | -2.71% | -53.69% |
| Avg. Up Day | 0.89% | 0.92% |
| Avg. Down Day | -0.61% | -0.71% |
| Avg. Up Week | 3.45% | 8.28% |
| Avg. Down Week | -1.26% | -4.2% |
| Avg. Up Month | 3.59% | 14.19% |
| Avg. Down Month | -2.7% | -12.5% |
| Win Days % | 44.72% | 51.27% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 40.54% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |