| Metric | 11391195:btcusd:triple_med_gx:lsma90_100 | 11391195:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -17.01% | 157.49% |
| Max Drawdown | -33.74% | -67.18% |
| Sharpe | -0.23 | 0.4 |
| Sortino | -0.3 | 0.58 |
| Payoff Ratio | 0.86 | 0.72 |
| Profit Factor | 0.78 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.29 | 0.39 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 182.83 | 2.51 |
| Outlier Loss Ratio | 2.45 | 2.46 |
| Volatility (ann.) | 5.47% | 26.25% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.16 | 0.49 |
| Skew | -4.72 | 0.18 |
| Kurtosis | 447.95 | 6.47 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.45% | 2.33% |
| Expected Yearly % | -4.55% | 26.67% |
| Kelly Criterion | -22.88% | -16.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.23% |
| Expected Shortfall (cVaR) | -0.47% | -2.23% |
| Year | 11391195:BTCUSD | 11391195:btcusd:triple_med_gx:lsma90_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | 15.86 | -0.26 | + |
| 2023 | 155.54 | 3.68 | 0.02 | - |
| 2024 | 121.00 | -19.03 | -0.16 | - |
| 2025 | 17.02 | -14.67 | -0.86 | - |
| Metric | 11391195:btcusd:triple_med_gx:lsma90_100 | 11391195:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.66% | 31.76% |
| 6M | -14.67% | 12.25% |
| YTD | -14.67% | 17.02% |
| 1Y | -25.78% | 57.19% |
| 3Y (ann.) | -8.39% | 55.42% |
| 5Y (ann.) | -5.45% | 32.86% |
| Metric | 11391195:btcusd:triple_med_gx:lsma90_100 | 11391195:BTCUSD |
|---|---|---|
| Max Drawdown | -33.74% | -67.18% |
| Longest DD Days | 599.0 | 683.0 |
| Avg. Drawdown | -4.92% | -7.07% |
| Avg. Drawdown Days | 110.0 | 37.0 |
| Recovery Factor | -0.5 | 2.34 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-10-20 | 2025-06-11 | -33.74 | 599 |
| 2022-04-10 | 2022-06-15 | -4.16 | 66 |
| 2022-06-16 | 2022-11-10 | -3.23 | 147 |
| 2022-12-21 | 2023-06-15 | -2.01 | 176 |
| 2023-07-11 | 2023-07-11 | -0.34 | 0 |
| 2023-10-18 | 2023-10-19 | -0.23 | 0 |
| 2022-04-10 | 2022-04-10 | -0.18 | 0 |
| 2022-02-24 | 2022-02-24 | -0.18 | 0 |
| 2023-08-19 | 2023-08-19 | -0.18 | 0 |
| Metric | 11391195:btcusd:triple_med_gx:lsma90_100 | 11391195:BTCUSD |
|---|---|---|
| Best Day | 7.09% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 10.22% | 35.75% |
| Worst Week | -11.53% | -29.64% |
| Best Month | 10.22% | 43.77% |
| Worst Month | -11.53% | -37.12% |
| Best Year | 15.86% | 155.54% |
| Worst Year | -19.03% | -61.04% |
| Avg. Up Day | 0.89% | 0.93% |
| Avg. Down Day | -1.04% | -1.29% |
| Avg. Up Week | 1.34% | 5.07% |
| Avg. Down Week | -2.74% | -5.61% |
| Avg. Up Month | 2.8% | 13.02% |
| Avg. Down Month | -4.21% | -12.16% |
| Win Days % | 43.33% | 51.27% |
| Win Month % | 43.33% | 60.98% |
| Win Week % | 38.24% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |