| Metric | 11385701:btcusd:triple_med_gx:lsma90_85 | 11385701:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 0.94% | 206.05% |
| Max Drawdown | -15.31% | -67.18% |
| Sharpe | 0.04 | 0.44 |
| Sortino | 0.06 | 0.65 |
| Payoff Ratio | 1.66 | 1.59 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.57 | 0.88 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 229.97 | 2.38 |
| Outlier Loss Ratio | 4.14 | 2.45 |
| Volatility (ann.) | 3.69% | 26.45% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.02 | 0.58 |
| Skew | 4.95 | 0.2 |
| Kurtosis | 393.44 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.02% | 2.7% |
| Expected Yearly % | 0.23% | 32.27% |
| Kelly Criterion | -7.22% | 20.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.32% | -2.25% |
| Expected Shortfall (cVaR) | -0.32% | -2.25% |
| Year | 11385701:BTCUSD | 11385701:btcusd:triple_med_gx:lsma90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 12.42 | -0.23 | + |
| 2023 | 155.54 | -4.41 | -0.03 | - |
| 2024 | 121.00 | -4.40 | -0.04 | - |
| 2025 | 17.02 | -1.75 | -0.10 | - |
| Metric | 11385701:btcusd:triple_med_gx:lsma90_85 | 11385701:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.15% | 31.76% |
| 6M | -1.75% | 12.25% |
| YTD | -1.75% | 17.02% |
| 1Y | -3.67% | 57.19% |
| 3Y (ann.) | -1.61% | 55.42% |
| 5Y (ann.) | 0.28% | 39.18% |
| Metric | 11385701:btcusd:triple_med_gx:lsma90_85 | 11385701:BTCUSD |
|---|---|---|
| Max Drawdown | -15.31% | -67.18% |
| Longest DD Days | 976.0 | 683.0 |
| Avg. Drawdown | -2.49% | -6.21% |
| Avg. Drawdown Days | 95.0 | 29.0 |
| Recovery Factor | 0.06 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-09 | 2025-06-11 | -15.31 | 976 |
| 2022-07-05 | 2022-07-16 | -3.83 | 11 |
| 2022-04-30 | 2022-06-07 | -2.94 | 38 |
| 2022-03-10 | 2022-04-01 | -2.18 | 21 |
| 2022-07-02 | 2022-07-03 | -1.26 | 1 |
| 2022-07-04 | 2022-07-04 | -0.92 | 0 |
| 2022-04-26 | 2022-04-27 | -0.18 | 0 |
| 2022-04-28 | 2022-04-28 | -0.18 | 0 |
| 2022-09-08 | 2022-09-09 | -0.18 | 0 |
| 2022-02-12 | 2022-02-12 | -0.18 | 0 |
| Metric | 11385701:btcusd:triple_med_gx:lsma90_85 | 11385701:BTCUSD |
|---|---|---|
| Best Day | 6.08% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 5.89% | 35.75% |
| Worst Week | -4.65% | -29.64% |
| Best Month | 5.89% | 43.77% |
| Worst Month | -4.76% | -37.12% |
| Best Year | 12.42% | 155.54% |
| Worst Year | -4.41% | -53.69% |
| Avg. Up Day | 1.1% | 1.2% |
| Avg. Down Day | -0.66% | -0.75% |
| Avg. Up Week | 2.11% | 6.27% |
| Avg. Down Week | -1.38% | -4.17% |
| Avg. Up Month | 1.44% | 20.2% |
| Avg. Down Month | -2.26% | -9.66% |
| Win Days % | 33.06% | 51.27% |
| Win Month % | 36.67% | 61.9% |
| Win Week % | 38.46% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |