| Metric | 11384907:btcusd:triple_med_gx:lsma90_80 | 11384907:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 12.95% | 206.05% |
| Max Drawdown | -11.51% | -67.18% |
| Sharpe | 0.17 | 0.44 |
| Sortino | 0.3 | 0.65 |
| Payoff Ratio | 1.41 | 1.28 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.63 | 0.7 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 81.44 | 2.95 |
| Outlier Loss Ratio | 4.59 | 2.89 |
| Volatility (ann.) | 6.41% | 26.45% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.32 | 0.58 |
| Skew | 6.62 | 0.2 |
| Kurtosis | 180.7 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.29% | 2.7% |
| Expected Yearly % | 3.09% | 32.27% |
| Kelly Criterion | -1.99% | 13.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.25% |
| Expected Shortfall (cVaR) | -0.55% | -2.25% |
| Year | 11384907:BTCUSD | 11384907:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | -6.65 | 0.12 | + |
| 2023 | 155.54 | 3.74 | 0.02 | - |
| 2024 | 121.00 | 16.21 | 0.13 | - |
| 2025 | 17.02 | 0.37 | 0.02 | - |
| Metric | 11384907:btcusd:triple_med_gx:lsma90_80 | 11384907:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.4% |
| 3M | -2.07% | 31.76% |
| 6M | 4.08% | 12.25% |
| YTD | 0.37% | 17.02% |
| 1Y | 2.6% | 57.19% |
| 3Y (ann.) | 6.4% | 55.42% |
| 5Y (ann.) | 3.67% | 39.18% |
| Metric | 11384907:btcusd:triple_med_gx:lsma90_80 | 11384907:BTCUSD |
|---|---|---|
| Max Drawdown | -11.51% | -67.18% |
| Longest DD Days | 382.0 | 683.0 |
| Avg. Drawdown | -4.24% | -6.21% |
| Avg. Drawdown Days | 87.0 | 29.0 |
| Recovery Factor | 1.13 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-10 | 2023-03-29 | -11.51 | 169 |
| 2023-04-17 | 2024-05-03 | -11.40 | 382 |
| 2024-06-12 | 2025-01-17 | -10.28 | 218 |
| 2022-02-15 | 2022-09-09 | -9.07 | 205 |
| 2025-02-15 | 2025-06-11 | -4.71 | 116 |
| 2024-05-21 | 2024-06-12 | -2.49 | 22 |
| 2025-01-28 | 2025-01-29 | -1.41 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-05-05 | 2024-05-20 | -1.22 | 15 |
| 2022-01-25 | 2022-01-26 | -0.81 | 0 |
| Metric | 11384907:btcusd:triple_med_gx:lsma90_80 | 11384907:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.18% | -9.32% |
| Best Week | 10.31% | 35.75% |
| Worst Week | -6.66% | -29.64% |
| Best Month | 11.25% | 43.77% |
| Worst Month | -6.78% | -37.12% |
| Best Year | 16.21% | 155.54% |
| Worst Year | -6.65% | -53.69% |
| Avg. Up Day | 0.91% | 0.94% |
| Avg. Down Day | -0.64% | -0.74% |
| Avg. Up Week | 3.18% | 7.21% |
| Avg. Down Week | -1.7% | -4.79% |
| Avg. Up Month | 3.97% | 17.26% |
| Avg. Down Month | -1.57% | -12.85% |
| Win Days % | 40.38% | 51.27% |
| Win Month % | 36.59% | 61.9% |
| Win Week % | 40.51% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |