| Metric | 11385557:btcusd:triple_med_gx:lsma90_80 | 11385557:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 26.34% | 172.77% |
| Max Drawdown | -5.44% | -67.18% |
| Sharpe | 0.52 | 0.42 |
| Sortino | 1.04 | 0.61 |
| Payoff Ratio | 1.61 | 1.42 |
| Profit Factor | 1.65 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.22 | 0.78 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 173.41 | 2.52 |
| Outlier Loss Ratio | 4.14 | 2.47 |
| Volatility (ann.) | 3.48% | 26.26% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.34 | 0.53 |
| Skew | 8.07 | 0.19 |
| Kurtosis | 177.51 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.57% | 2.48% |
| Expected Yearly % | 6.02% | 28.51% |
| Kelly Criterion | 12.14% | 17.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.29% | -2.23% |
| Expected Shortfall (cVaR) | -0.29% | -2.23% |
| Year | 11385557:BTCUSD | 11385557:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 2.14 | -0.04 | + |
| 2023 | 155.54 | 9.92 | 0.06 | - |
| 2024 | 121.00 | 8.11 | 0.07 | - |
| 2025 | 17.02 | 4.08 | 0.24 | - |
| Metric | 11385557:btcusd:triple_med_gx:lsma90_80 | 11385557:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.8% | 31.76% |
| 6M | 4.08% | 12.25% |
| YTD | 4.08% | 17.02% |
| 1Y | 16.45% | 57.19% |
| 3Y (ann.) | 9.57% | 55.42% |
| 5Y (ann.) | 7.32% | 35.42% |
| Metric | 11385557:btcusd:triple_med_gx:lsma90_80 | 11385557:BTCUSD |
|---|---|---|
| Max Drawdown | -5.44% | -67.18% |
| Longest DD Days | 379.0 | 683.0 |
| Avg. Drawdown | -1.86% | -7.19% |
| Avg. Drawdown Days | 61.0 | 37.0 |
| Recovery Factor | 4.84 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-26 | 2022-10-04 | -5.44 | 131 |
| 2023-08-10 | 2024-08-23 | -4.62 | 379 |
| 2022-12-01 | 2023-05-28 | -4.43 | 178 |
| 2025-05-21 | 2025-06-11 | -2.96 | 21 |
| 2024-10-21 | 2025-01-15 | -1.88 | 86 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2025-03-16 | 2025-03-17 | -1.60 | 0 |
| 2025-03-17 | 2025-04-17 | -1.39 | 30 |
| 2022-11-30 | 2022-11-30 | -0.73 | 0 |
| 2024-08-24 | 2024-09-17 | -0.38 | 24 |
| Metric | 11385557:btcusd:triple_med_gx:lsma90_80 | 11385557:BTCUSD |
|---|---|---|
| Best Day | 3.41% | 9.33% |
| Worst Day | -2.4% | -9.32% |
| Best Week | 7.68% | 35.75% |
| Worst Week | -3.99% | -29.64% |
| Best Month | 7.68% | 43.77% |
| Worst Month | -3.99% | -37.12% |
| Best Year | 9.92% | 155.54% |
| Worst Year | 2.14% | -58.73% |
| Avg. Up Day | 1.02% | 1.06% |
| Avg. Down Day | -0.63% | -0.74% |
| Avg. Up Week | 2.7% | 10.15% |
| Avg. Down Week | -1.44% | -4.18% |
| Avg. Up Month | 3.14% | 13.35% |
| Avg. Down Month | -1.52% | -8.42% |
| Win Days % | 45.8% | 51.3% |
| Win Month % | 56.52% | 60.98% |
| Win Week % | 57.69% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |