| Metric | 11385178:btcusd:triple_med_gx:lsma90_80 | 11385178:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 31.2% | 183.63% |
| Max Drawdown | -10.83% | -67.18% |
| Sharpe | 0.4 | 0.43 |
| Sortino | 0.68 | 0.62 |
| Payoff Ratio | 1.42 | 1.25 |
| Profit Factor | 1.36 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.88 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 106.47 | 2.77 |
| Outlier Loss Ratio | 3.78 | 2.61 |
| Volatility (ann.) | 5.5% | 26.35% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.78 | 0.54 |
| Skew | 5.13 | 0.2 |
| Kurtosis | 196.37 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.58% |
| Expected Yearly % | 7.02% | 29.77% |
| Kelly Criterion | 7.54% | 12.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.24% |
| Expected Shortfall (cVaR) | -0.47% | -2.24% |
| Year | 11385178:BTCUSD | 11385178:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 7.28 | -0.13 | + |
| 2023 | 155.54 | 5.14 | 0.03 | - |
| 2024 | 121.00 | 24.57 | 0.20 | - |
| 2025 | 17.02 | -6.63 | -0.39 | - |
| Metric | 11385178:btcusd:triple_med_gx:lsma90_80 | 11385178:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.68% | 31.76% |
| 6M | -4.28% | 12.25% |
| YTD | -6.63% | 17.02% |
| 1Y | -2.23% | 57.19% |
| 3Y (ann.) | 4.91% | 55.42% |
| 5Y (ann.) | 8.43% | 36.43% |
| Metric | 11385178:btcusd:triple_med_gx:lsma90_80 | 11385178:BTCUSD |
|---|---|---|
| Max Drawdown | -10.83% | -67.18% |
| Longest DD Days | 709.0 | 683.0 |
| Avg. Drawdown | -2.62% | -6.9% |
| Avg. Drawdown Days | 67.0 | 35.0 |
| Recovery Factor | 2.88 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2024-04-04 | -10.83 | 709 |
| 2024-07-04 | 2024-11-10 | -9.68 | 128 |
| 2024-12-16 | 2025-06-11 | -9.30 | 176 |
| 2024-04-04 | 2024-05-03 | -3.50 | 28 |
| 2024-05-04 | 2024-05-15 | -3.11 | 11 |
| 2022-03-07 | 2022-03-23 | -1.55 | 16 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2022-02-03 | 2022-02-03 | -0.59 | 0 |
| 2024-05-03 | 2024-05-03 | -0.44 | 0 |
| Metric | 11385178:btcusd:triple_med_gx:lsma90_80 | 11385178:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 12.28% | 35.75% |
| Worst Week | -7.42% | -29.64% |
| Best Month | 15.8% | 43.77% |
| Worst Month | -7.42% | -37.12% |
| Best Year | 24.57% | 155.54% |
| Worst Year | -6.63% | -57.08% |
| Avg. Up Day | 0.97% | 1.0% |
| Avg. Down Day | -0.69% | -0.8% |
| Avg. Up Week | 3.34% | 8.7% |
| Avg. Down Week | -3.25% | -4.8% |
| Avg. Up Month | 4.98% | 15.78% |
| Avg. Down Month | -4.19% | -19.41% |
| Win Days % | 45.75% | 51.32% |
| Win Month % | 58.82% | 60.98% |
| Win Week % | 57.14% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |