| Metric | 11391395:btcusd:triple_med_gx:lsma90_105 | 11391395:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 0.69% | 202.8% |
| Max Drawdown | -26.37% | -67.18% |
| Sharpe | 0.04 | 0.44 |
| Sortino | 0.06 | 0.64 |
| Payoff Ratio | 1.49 | 1.35 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.55 | 0.75 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 111.62 | 2.74 |
| Outlier Loss Ratio | 4.46 | 2.68 |
| Volatility (ann.) | 5.61% | 26.34% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.01 | 0.58 |
| Skew | 6.38 | 0.2 |
| Kurtosis | 232.91 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.02% | 2.67% |
| Expected Yearly % | 0.17% | 31.91% |
| Kelly Criterion | -6.65% | 15.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.24% |
| Expected Shortfall (cVaR) | -0.48% | -2.24% |
| Year | 11391395:BTCUSD | 11391395:btcusd:triple_med_gx:lsma90_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 17.27 | -0.32 | + |
| 2023 | 155.54 | -2.57 | -0.02 | - |
| 2024 | 121.00 | -10.84 | -0.09 | - |
| 2025 | 16.76 | -1.16 | -0.07 | - |
| Metric | 11391395:btcusd:triple_med_gx:lsma90_105 | 11391395:BTCUSD |
|---|---|---|
| MTD | -0.31% | 4.16% |
| 3M | 0.07% | 31.46% |
| 6M | -0.25% | 12.77% |
| YTD | -1.16% | 16.76% |
| 1Y | -6.29% | 56.84% |
| 3Y (ann.) | -5.04% | 55.31% |
| 5Y (ann.) | 0.2% | 38.89% |
| Metric | 11391395:btcusd:triple_med_gx:lsma90_105 | 11391395:BTCUSD |
|---|---|---|
| Max Drawdown | -26.37% | -67.18% |
| Longest DD Days | 698.0 | 683.0 |
| Avg. Drawdown | -3.42% | -6.06% |
| Avg. Drawdown Days | 66.0 | 30.0 |
| Recovery Factor | 0.03 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-14 | 2025-06-11 | -26.37 | 698 |
| 2022-08-08 | 2022-08-11 | -4.60 | 2 |
| 2022-08-11 | 2023-02-15 | -4.06 | 188 |
| 2022-04-17 | 2022-04-18 | -3.80 | 1 |
| 2023-05-18 | 2023-07-13 | -3.33 | 56 |
| 2023-05-04 | 2023-05-17 | -2.47 | 13 |
| 2023-04-27 | 2023-05-04 | -2.05 | 7 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-04-19 | 2022-05-15 | -1.46 | 26 |
| 2023-05-18 | 2023-05-18 | -0.62 | 0 |
| Metric | 11391395:btcusd:triple_med_gx:lsma90_105 | 11391395:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 13.42% | 35.75% |
| Worst Week | -5.61% | -29.64% |
| Best Month | 13.42% | 43.77% |
| Worst Month | -9.05% | -37.12% |
| Best Year | 17.27% | 155.54% |
| Worst Year | -10.84% | -54.08% |
| Avg. Up Day | 0.95% | 0.99% |
| Avg. Down Day | -0.64% | -0.73% |
| Avg. Up Week | 1.41% | 5.47% |
| Avg. Down Week | -1.56% | -1.79% |
| Avg. Up Month | 2.67% | 9.56% |
| Avg. Down Month | -2.68% | -6.78% |
| Win Days % | 36.21% | 51.27% |
| Win Month % | 52.78% | 61.9% |
| Win Week % | 43.1% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |