| Metric | 11388964:btcusd:triple_med_gx:lsma90_95 | 11388964:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -3.4% | 208.61% |
| Max Drawdown | -19.74% | -67.18% |
| Sharpe | -0.03 | 0.45 |
| Sortino | -0.05 | 0.65 |
| Payoff Ratio | 1.58 | 1.38 |
| Profit Factor | 0.97 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.51 | 0.76 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 167.23 | 2.51 |
| Outlier Loss Ratio | 3.64 | 2.46 |
| Volatility (ann.) | 4.51% | 26.38% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.05 | 0.59 |
| Skew | 4.89 | 0.2 |
| Kurtosis | 352.85 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.08% | 2.72% |
| Expected Yearly % | -0.86% | 32.54% |
| Kelly Criterion | -8.56% | 15.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.39% | -2.24% |
| Expected Shortfall (cVaR) | -0.39% | -2.24% |
| Year | 11388964:BTCUSD | 11388964:btcusd:triple_med_gx:lsma90_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 9.07 | -0.17 | + |
| 2023 | 155.54 | 6.53 | 0.04 | - |
| 2024 | 121.00 | -10.63 | -0.09 | - |
| 2025 | 17.02 | -6.98 | -0.41 | - |
| Metric | 11388964:btcusd:triple_med_gx:lsma90_95 | 11388964:BTCUSD |
|---|---|---|
| MTD | -0.41% | 4.4% |
| 3M | -6.59% | 31.76% |
| 6M | -11.74% | 12.25% |
| YTD | -6.98% | 17.02% |
| 1Y | -7.23% | 57.19% |
| 3Y (ann.) | -2.17% | 55.42% |
| 5Y (ann.) | -1.02% | 39.6% |
| Metric | 11388964:btcusd:triple_med_gx:lsma90_95 | 11388964:BTCUSD |
|---|---|---|
| Max Drawdown | -19.74% | -67.18% |
| Longest DD Days | 679.0 | 683.0 |
| Avg. Drawdown | -1.84% | -6.33% |
| Avg. Drawdown Days | 57.0 | 31.0 |
| Recovery Factor | -0.17 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-08-02 | 2025-06-11 | -19.74 | 679 |
| 2022-07-11 | 2022-08-08 | -3.52 | 27 |
| 2023-06-18 | 2023-08-01 | -1.43 | 44 |
| 2022-08-08 | 2022-08-20 | -1.38 | 11 |
| 2022-11-22 | 2023-04-09 | -1.12 | 138 |
| 2022-09-30 | 2022-10-23 | -1.11 | 23 |
| 2022-02-01 | 2022-03-01 | -0.98 | 28 |
| 2022-09-02 | 2022-09-29 | -0.48 | 27 |
| 2023-06-18 | 2023-06-18 | -0.18 | 0 |
| 2022-06-25 | 2022-06-25 | -0.18 | 0 |
| Metric | 11388964:btcusd:triple_med_gx:lsma90_95 | 11388964:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.72% | -9.32% |
| Best Week | 5.86% | 35.75% |
| Worst Week | -4.89% | -29.64% |
| Best Month | 5.86% | 43.77% |
| Worst Month | -5.13% | -37.12% |
| Best Year | 9.07% | 155.54% |
| Worst Year | -10.63% | -53.3% |
| Avg. Up Day | 1.14% | 1.21% |
| Avg. Down Day | -0.72% | -0.88% |
| Avg. Up Week | 1.6% | 9.54% |
| Avg. Down Week | -1.67% | -3.57% |
| Avg. Up Month | 2.07% | 11.78% |
| Avg. Down Month | -1.68% | -8.84% |
| Win Days % | 33.53% | 51.28% |
| Win Month % | 44.74% | 61.9% |
| Win Week % | 44.44% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |