| Metric | 11390658:btcusd:triple_med_gx:lsma90_100 | 11390658:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -1.63% | 195.42% |
| Max Drawdown | -20.67% | -67.18% |
| Sharpe | 0.0 | 0.44 |
| Sortino | 0.01 | 0.63 |
| Payoff Ratio | 1.16 | 0.98 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.49 | 0.54 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 100.45 | 2.88 |
| Outlier Loss Ratio | 4.33 | 2.76 |
| Volatility (ann.) | 5.31% | 26.36% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.02 | 0.56 |
| Skew | 0.2 | 0.2 |
| Kurtosis | 95.66 | 6.39 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.04% | 2.61% |
| Expected Yearly % | -0.41% | 31.1% |
| Kelly Criterion | -8.5% | 1.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.24% |
| Expected Shortfall (cVaR) | -0.46% | -2.24% |
| Year | 11390658:BTCUSD | 11390658:btcusd:triple_med_gx:lsma90_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 4.73 | -0.09 | + |
| 2023 | 155.54 | 6.73 | 0.04 | - |
| 2024 | 121.00 | -7.54 | -0.06 | - |
| 2025 | 17.02 | -4.82 | -0.28 | - |
| Metric | 11390658:btcusd:triple_med_gx:lsma90_100 | 11390658:BTCUSD |
|---|---|---|
| MTD | 1.32% | 4.4% |
| 3M | -0.2% | 31.76% |
| 6M | -10.55% | 12.25% |
| YTD | -4.82% | 17.02% |
| 1Y | -11.19% | 57.19% |
| 3Y (ann.) | -1.55% | 55.42% |
| 5Y (ann.) | -0.49% | 37.84% |
| Metric | 11390658:btcusd:triple_med_gx:lsma90_100 | 11390658:BTCUSD |
|---|---|---|
| Max Drawdown | -20.67% | -67.18% |
| Longest DD Days | 695.0 | 683.0 |
| Avg. Drawdown | -4.2% | -6.6% |
| Avg. Drawdown Days | 103.0 | 32.0 |
| Recovery Factor | -0.08 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-16 | 2025-06-11 | -20.67 | 695 |
| 2022-11-25 | 2023-06-06 | -7.11 | 193 |
| 2022-03-01 | 2022-06-06 | -6.35 | 96 |
| 2022-08-11 | 2022-10-26 | -3.32 | 76 |
| 2022-07-12 | 2022-07-13 | -2.96 | 1 |
| 2022-07-14 | 2022-08-10 | -2.39 | 27 |
| 2023-06-07 | 2023-06-20 | -1.53 | 13 |
| 2022-02-03 | 2022-02-03 | -0.77 | 0 |
| 2022-10-26 | 2022-11-25 | -0.61 | 29 |
| 2023-07-15 | 2023-07-16 | -0.32 | 1 |
| Metric | 11390658:btcusd:triple_med_gx:lsma90_100 | 11390658:BTCUSD |
|---|---|---|
| Best Day | 4.17% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 5.83% | 35.75% |
| Worst Week | -6.28% | -29.64% |
| Best Month | 9.1% | 43.77% |
| Worst Month | -6.8% | -37.12% |
| Best Year | 6.73% | 155.54% |
| Worst Year | -7.54% | -55.3% |
| Avg. Up Day | 0.78% | 0.81% |
| Avg. Down Day | -0.67% | -0.83% |
| Avg. Up Week | 1.47% | 6.8% |
| Avg. Down Week | -2.11% | -4.15% |
| Avg. Up Month | 2.26% | 13.8% |
| Avg. Down Month | -3.25% | -9.3% |
| Win Days % | 41.62% | 51.27% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 50.65% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |