| Metric | 11386944:btcusd:triple_med_gx:lsma90_85 | 11386944:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 22.42% | 196.26% |
| Max Drawdown | -3.6% | -67.18% |
| Sharpe | 0.57 | 0.44 |
| Sortino | 1.36 | 0.63 |
| Payoff Ratio | 2.27 | 1.95 |
| Profit Factor | 2.09 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 2.03 | 1.07 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 261.97 | 2.41 |
| Outlier Loss Ratio | 5.07 | 2.38 |
| Volatility (ann.) | 2.65% | 26.03% |
| R^2 | 0.01 | 0.01 |
| Calmar | 1.7 | 0.56 |
| Skew | 13.14 | 0.18 |
| Kurtosis | 318.36 | 6.58 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.62% |
| Expected Yearly % | 5.19% | 31.19% |
| Kelly Criterion | 17.48% | 26.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.22% | -2.21% |
| Expected Shortfall (cVaR) | -0.22% | -2.21% |
| Year | 11386944:BTCUSD | 11386944:btcusd:triple_med_gx:lsma90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 6.89 | -0.12 | + |
| 2023 | 155.54 | 7.01 | 0.05 | - |
| 2024 | 121.00 | 3.57 | 0.03 | - |
| 2025 | 27.10 | 3.33 | 0.12 | - |
| Metric | 11386944:btcusd:triple_med_gx:lsma90_85 | 11386944:BTCUSD |
|---|---|---|
| MTD | 2.95% | 10.71% |
| 3M | 1.05% | 41.88% |
| 6M | 3.33% | 22.91% |
| YTD | 3.33% | 27.1% |
| 1Y | 4.63% | 82.29% |
| 3Y (ann.) | 6.59% | 77.48% |
| 5Y (ann.) | 6.11% | 37.53% |
| Metric | 11386944:btcusd:triple_med_gx:lsma90_85 | 11386944:BTCUSD |
|---|---|---|
| Max Drawdown | -3.6% | -67.18% |
| Longest DD Days | 339.0 | 683.0 |
| Avg. Drawdown | -1.15% | -6.96% |
| Avg. Drawdown Days | 48.0 | 36.0 |
| Recovery Factor | 6.22 | 2.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-21 | 2025-07-02 | -3.60 | 42 |
| 2022-05-26 | 2022-07-04 | -3.04 | 38 |
| 2022-12-01 | 2023-03-17 | -2.62 | 106 |
| 2023-08-10 | 2024-07-15 | -1.80 | 339 |
| 2024-10-21 | 2025-01-15 | -1.55 | 86 |
| 2024-08-24 | 2024-09-18 | -1.25 | 25 |
| 2022-11-30 | 2022-11-30 | -0.73 | 0 |
| 2025-03-17 | 2025-04-17 | -0.57 | 30 |
| 2024-10-20 | 2024-10-20 | -0.18 | 0 |
| 2025-03-17 | 2025-03-17 | -0.18 | 0 |
| Metric | 11386944:btcusd:triple_med_gx:lsma90_85 | 11386944:BTCUSD |
|---|---|---|
| Best Day | 3.41% | 9.33% |
| Worst Day | -1.92% | -9.32% |
| Best Week | 4.72% | 35.75% |
| Worst Week | -3.6% | -29.64% |
| Best Month | 4.72% | 43.77% |
| Worst Month | -2.36% | -37.12% |
| Best Year | 7.01% | 155.54% |
| Worst Year | 3.33% | -58.73% |
| Avg. Up Day | 1.14% | 1.2% |
| Avg. Down Day | -0.5% | -0.62% |
| Avg. Up Week | 2.32% | 8.96% |
| Avg. Down Week | -1.37% | -4.0% |
| Avg. Up Month | 2.35% | 11.4% |
| Avg. Down Month | -0.96% | -9.82% |
| Win Days % | 42.68% | 51.32% |
| Win Month % | 61.9% | 61.9% |
| Win Week % | 63.64% | 51.1% |
| Win Quarter % | 61.54% | 60.0% |
| Win Year % | 100.0% | 75.0% |