| Metric | 11388001:btcusd:triple_med_gx:lsma80_90 | 11388001:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 16.3% | 183.63% |
| Max Drawdown | -16.79% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.38 | 0.62 |
| Payoff Ratio | 1.34 | 1.1 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.69 | 0.61 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 115.39 | 2.75 |
| Outlier Loss Ratio | 3.67 | 2.61 |
| Volatility (ann.) | 5.2% | 26.35% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.27 | 0.54 |
| Skew | 2.06 | 0.2 |
| Kurtosis | 148.98 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.58% |
| Expected Yearly % | 3.85% | 29.77% |
| Kelly Criterion | 0.84% | 7.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.24% |
| Expected Shortfall (cVaR) | -0.44% | -2.24% |
| Year | 11388001:BTCUSD | 11388001:btcusd:triple_med_gx:lsma80_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 2.21 | -0.04 | + |
| 2023 | 155.54 | 15.13 | 0.10 | - |
| 2024 | 121.00 | 7.47 | 0.06 | - |
| 2025 | 17.02 | -8.03 | -0.47 | - |
| Metric | 11388001:btcusd:triple_med_gx:lsma80_90 | 11388001:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.07% | 31.76% |
| 6M | -8.12% | 12.25% |
| YTD | -8.03% | 17.02% |
| 1Y | -11.94% | 57.19% |
| 3Y (ann.) | 5.27% | 55.42% |
| 5Y (ann.) | 4.6% | 36.43% |
| Metric | 11388001:btcusd:triple_med_gx:lsma80_90 | 11388001:BTCUSD |
|---|---|---|
| Max Drawdown | -16.79% | -67.18% |
| Longest DD Days | 579.0 | 683.0 |
| Avg. Drawdown | -3.34% | -6.9% |
| Avg. Drawdown Days | 90.0 | 35.0 |
| Recovery Factor | 0.97 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-06-11 | -16.79 | 312 |
| 2022-03-20 | 2023-10-20 | -9.80 | 579 |
| 2024-01-03 | 2024-02-27 | -7.73 | 55 |
| 2024-02-29 | 2024-07-06 | -3.63 | 128 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| 2024-08-02 | 2024-08-02 | -0.18 | 0 |
| 2022-02-20 | 2022-02-20 | -0.18 | 0 |
| 2022-03-18 | 2022-03-18 | -0.18 | 0 |
| 2023-11-08 | 2023-11-08 | -0.18 | 0 |
| 2023-12-18 | 2023-12-18 | -0.18 | 0 |
| Metric | 11388001:btcusd:triple_med_gx:lsma80_90 | 11388001:BTCUSD |
|---|---|---|
| Best Day | 4.79% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 20.86% | 35.75% |
| Worst Week | -5.48% | -29.64% |
| Best Month | 18.39% | 43.77% |
| Worst Month | -6.67% | -37.12% |
| Best Year | 15.13% | 155.54% |
| Worst Year | -8.03% | -57.08% |
| Avg. Up Day | 0.98% | 1.01% |
| Avg. Down Day | -0.73% | -0.92% |
| Avg. Up Week | 4.96% | 7.82% |
| Avg. Down Week | -2.22% | -6.32% |
| Avg. Up Month | 4.13% | 15.8% |
| Avg. Down Month | -2.0% | -8.85% |
| Win Days % | 43.28% | 51.32% |
| Win Month % | 47.06% | 60.98% |
| Win Week % | 46.81% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |