| Metric | 11386525:btcusd:triple_med_gx:lsma90_85 | 11386525:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 11.89% | 188.04% |
| Max Drawdown | -12.15% | -67.18% |
| Sharpe | 0.23 | 0.43 |
| Sortino | 0.43 | 0.63 |
| Payoff Ratio | 1.93 | 1.63 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.83 | 0.9 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 166.01 | 2.42 |
| Outlier Loss Ratio | 4.2 | 2.45 |
| Volatility (ann.) | 4.01% | 26.35% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.28 | 0.55 |
| Skew | 8.66 | 0.2 |
| Kurtosis | 228.19 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.27% | 2.55% |
| Expected Yearly % | 2.85% | 30.28% |
| Kelly Criterion | 0.75% | 21.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.34% | -2.24% |
| Expected Shortfall (cVaR) | -0.34% | -2.24% |
| Year | 11386525:BTCUSD | 11386525:btcusd:triple_med_gx:lsma90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 1.37 | -0.02 | + |
| 2023 | 155.54 | 0.52 | 0.00 | - |
| 2024 | 121.00 | 13.80 | 0.11 | - |
| 2025 | 17.02 | -3.52 | -0.21 | - |
| Metric | 11386525:btcusd:triple_med_gx:lsma90_85 | 11386525:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.15% | 31.76% |
| 6M | -4.52% | 12.25% |
| YTD | -3.52% | 17.02% |
| 1Y | -6.07% | 57.19% |
| 3Y (ann.) | 1.77% | 55.42% |
| 5Y (ann.) | 3.4% | 36.99% |
| Metric | 11386525:btcusd:triple_med_gx:lsma90_85 | 11386525:BTCUSD |
|---|---|---|
| Max Drawdown | -12.15% | -67.18% |
| Longest DD Days | 613.0 | 683.0 |
| Avg. Drawdown | -2.26% | -6.61% |
| Avg. Drawdown Days | 90.0 | 33.0 |
| Recovery Factor | 0.98 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-04-04 | -12.15 | 613 |
| 2024-07-02 | 2025-06-11 | -6.79 | 343 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2024-04-04 | 2024-05-03 | -1.35 | 28 |
| 2022-02-05 | 2022-03-24 | -1.13 | 46 |
| 2022-06-29 | 2022-07-17 | -1.03 | 18 |
| 2024-05-16 | 2024-05-16 | -0.65 | 0 |
| 2022-03-25 | 2022-04-25 | -0.19 | 31 |
| 2022-02-05 | 2022-02-05 | -0.18 | 0 |
| 2022-05-24 | 2022-05-24 | -0.18 | 0 |
| Metric | 11386525:btcusd:triple_med_gx:lsma90_85 | 11386525:BTCUSD |
|---|---|---|
| Best Day | 4.93% | 9.33% |
| Worst Day | -3.5% | -9.32% |
| Best Week | 5.28% | 35.75% |
| Worst Week | -3.72% | -29.64% |
| Best Month | 7.16% | 43.77% |
| Worst Month | -3.67% | -37.12% |
| Best Year | 13.8% | 155.54% |
| Worst Year | -3.52% | -56.42% |
| Avg. Up Day | 1.2% | 1.26% |
| Avg. Down Day | -0.62% | -0.77% |
| Avg. Up Week | 1.8% | 9.79% |
| Avg. Down Week | -1.49% | -5.06% |
| Avg. Up Month | 2.66% | 17.02% |
| Avg. Down Month | -1.43% | -12.38% |
| Win Days % | 34.67% | 51.3% |
| Win Month % | 47.06% | 61.9% |
| Win Week % | 47.83% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |