| Metric | 11388153:btcusd:triple_med_gx:lsma80_90 | 11388153:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 11.28% | 145.96% |
| Max Drawdown | -15.95% | -67.18% |
| Sharpe | 0.19 | 0.39 |
| Sortino | 0.29 | 0.56 |
| Payoff Ratio | 1.18 | 0.96 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.65 | 0.52 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 159.47 | 2.5 |
| Outlier Loss Ratio | 3.05 | 2.46 |
| Volatility (ann.) | 4.91% | 26.27% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.2 | 0.46 |
| Skew | 3.11 | 0.18 |
| Kurtosis | 273.69 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.22% |
| Expected Yearly % | 2.71% | 25.23% |
| Kelly Criterion | -1.68% | 0.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.23% |
| Expected Shortfall (cVaR) | -0.42% | -2.23% |
| Year | 11388153:BTCUSD | 11388153:btcusd:triple_med_gx:lsma80_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | 18.54 | -0.30 | + |
| 2023 | 155.54 | 3.77 | 0.02 | - |
| 2024 | 121.00 | -8.13 | -0.07 | - |
| 2025 | 17.02 | -1.52 | -0.09 | - |
| Metric | 11388153:btcusd:triple_med_gx:lsma80_90 | 11388153:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.63% | 31.76% |
| 6M | -1.52% | 12.25% |
| YTD | -1.52% | 17.02% |
| 1Y | -5.52% | 57.19% |
| 3Y (ann.) | 1.17% | 55.42% |
| 5Y (ann.) | 3.26% | 30.99% |
| Metric | 11388153:btcusd:triple_med_gx:lsma80_90 | 11388153:BTCUSD |
|---|---|---|
| Max Drawdown | -15.95% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -2.78% | -7.76% |
| Avg. Drawdown Days | 107.0 | 41.0 |
| Recovery Factor | 0.71 | 2.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-06-11 | -15.95 | 450 |
| 2022-05-10 | 2022-09-27 | -3.82 | 139 |
| 2022-10-22 | 2022-11-10 | -3.10 | 19 |
| 2022-12-21 | 2023-12-19 | -2.03 | 363 |
| 2023-12-20 | 2024-02-28 | -1.10 | 69 |
| 2022-02-23 | 2022-02-23 | -0.69 | 0 |
| 2022-04-10 | 2022-05-10 | -0.59 | 30 |
| 2022-02-22 | 2022-02-22 | -0.18 | 0 |
| 2022-04-09 | 2022-04-09 | -0.18 | 0 |
| 2022-12-19 | 2022-12-20 | -0.18 | 0 |
| Metric | 11388153:btcusd:triple_med_gx:lsma80_90 | 11388153:BTCUSD |
|---|---|---|
| Best Day | 5.8% | 9.33% |
| Worst Day | -5.82% | -9.32% |
| Best Week | 7.26% | 35.75% |
| Worst Week | -8.5% | -29.64% |
| Best Month | 7.26% | 43.77% |
| Worst Month | -8.5% | -37.12% |
| Best Year | 18.54% | 155.54% |
| Worst Year | -8.13% | -62.78% |
| Avg. Up Day | 1.06% | 1.1% |
| Avg. Down Day | -0.9% | -1.15% |
| Avg. Up Week | 2.04% | 7.0% |
| Avg. Down Week | -2.24% | -7.35% |
| Avg. Up Month | 1.76% | 18.8% |
| Avg. Down Month | -1.43% | -16.27% |
| Win Days % | 45.0% | 51.26% |
| Win Month % | 50.0% | 58.54% |
| Win Week % | 55.56% | 50.0% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |