| Metric | 11385421:btcusd:triple_med_gx:lsma90_80 | 11385421:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 0.39% | 158.34% |
| Max Drawdown | -8.75% | -67.18% |
| Sharpe | 0.03 | 0.4 |
| Sortino | 0.04 | 0.58 |
| Payoff Ratio | 1.25 | 1.18 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.53 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 215.52 | 2.5 |
| Outlier Loss Ratio | 3.87 | 2.47 |
| Volatility (ann.) | 3.36% | 26.26% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.01 | 0.49 |
| Skew | 3.55 | 0.18 |
| Kurtosis | 204.91 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.01% | 2.34% |
| Expected Yearly % | 0.1% | 26.78% |
| Kelly Criterion | -6.01% | 9.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.29% | -2.23% |
| Expected Shortfall (cVaR) | -0.29% | -2.23% |
| Year | 11385421:BTCUSD | 11385421:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 2.53 | -0.04 | + |
| 2023 | 155.54 | 3.31 | 0.02 | - |
| 2024 | 121.00 | -0.42 | -0.00 | - |
| 2025 | 17.02 | -4.83 | -0.28 | - |
| Metric | 11385421:btcusd:triple_med_gx:lsma90_80 | 11385421:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.81% | 31.76% |
| 6M | -4.83% | 12.25% |
| YTD | -4.83% | 17.02% |
| 1Y | -2.87% | 57.19% |
| 3Y (ann.) | 1.06% | 55.42% |
| 5Y (ann.) | 0.12% | 33.06% |
| Metric | 11385421:btcusd:triple_med_gx:lsma90_80 | 11385421:BTCUSD |
|---|---|---|
| Max Drawdown | -8.75% | -67.18% |
| Longest DD Days | 720.0 | 683.0 |
| Avg. Drawdown | -4.05% | -6.83% |
| Avg. Drawdown Days | 291.0 | 36.0 |
| Recovery Factor | 0.04 | 2.36 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-21 | 2025-06-11 | -8.75 | 720 |
| 2022-03-11 | 2023-05-28 | -7.08 | 443 |
| 2023-06-21 | 2023-06-21 | -0.18 | 0 |
| 2022-03-11 | 2022-03-11 | -0.18 | 0 |
| Metric | 11385421:btcusd:triple_med_gx:lsma90_80 | 11385421:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -3.44% | -9.32% |
| Best Week | 4.8% | 35.75% |
| Worst Week | -3.86% | -29.64% |
| Best Month | 4.61% | 43.77% |
| Worst Month | -3.89% | -37.12% |
| Best Year | 3.31% | 155.54% |
| Worst Year | -4.83% | -60.91% |
| Avg. Up Day | 0.82% | 0.85% |
| Avg. Down Day | -0.65% | -0.72% |
| Avg. Up Week | 1.97% | 8.61% |
| Avg. Down Week | -1.19% | -3.92% |
| Avg. Up Month | 2.11% | 10.83% |
| Avg. Down Month | -1.45% | -9.67% |
| Win Days % | 41.1% | 51.26% |
| Win Month % | 39.13% | 60.98% |
| Win Week % | 40.62% | 50.28% |
| Win Quarter % | 23.08% | 57.14% |
| Win Year % | 50.0% | 75.0% |