| Metric | 11392173:btcusd:triple_med_gx:lsma90_105 | 11392173:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 8.6% | 202.8% |
| Max Drawdown | -13.51% | -67.18% |
| Sharpe | 0.13 | 0.44 |
| Sortino | 0.2 | 0.64 |
| Payoff Ratio | 1.11 | 1.02 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.54 | 0.56 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 80.94 | 3.01 |
| Outlier Loss Ratio | 4.18 | 2.92 |
| Volatility (ann.) | 6.14% | 26.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.18 | 0.58 |
| Skew | 2.52 | 0.2 |
| Kurtosis | 103.23 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.2% | 2.67% |
| Expected Yearly % | 2.08% | 31.91% |
| Kelly Criterion | -3.89% | 3.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.24% |
| Expected Shortfall (cVaR) | -0.53% | -2.24% |
| Year | 11392173:BTCUSD | 11392173:btcusd:triple_med_gx:lsma90_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 1.85 | -0.03 | + |
| 2023 | 155.54 | 15.55 | 0.10 | - |
| 2024 | 121.00 | -8.40 | -0.07 | - |
| 2025 | 16.76 | 0.74 | 0.04 | - |
| Metric | 11392173:btcusd:triple_med_gx:lsma90_105 | 11392173:BTCUSD |
|---|---|---|
| MTD | 1.32% | 4.16% |
| 3M | -1.77% | 31.46% |
| 6M | -1.53% | 12.77% |
| YTD | 0.74% | 16.76% |
| 1Y | -3.72% | 56.84% |
| 3Y (ann.) | 2.54% | 55.31% |
| 5Y (ann.) | 2.48% | 38.89% |
| Metric | 11392173:btcusd:triple_med_gx:lsma90_105 | 11392173:BTCUSD |
|---|---|---|
| Max Drawdown | -13.51% | -67.18% |
| Longest DD Days | 531.0 | 683.0 |
| Avg. Drawdown | -6.5% | -6.06% |
| Avg. Drawdown Days | 167.0 | 30.0 |
| Recovery Factor | 0.64 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2023-06-06 | -13.51 | 461 |
| 2023-12-28 | 2025-06-11 | -13.28 | 531 |
| 2023-07-16 | 2023-11-15 | -9.28 | 122 |
| 2023-11-16 | 2023-12-27 | -4.55 | 41 |
| 2023-06-07 | 2023-06-20 | -3.78 | 13 |
| 2022-02-03 | 2022-02-03 | -0.77 | 0 |
| 2023-07-15 | 2023-07-16 | -0.32 | 1 |
| Metric | 11392173:btcusd:triple_med_gx:lsma90_105 | 11392173:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.13% | -9.32% |
| Best Week | 11.98% | 35.75% |
| Worst Week | -7.15% | -29.64% |
| Best Month | 11.98% | 43.77% |
| Worst Month | -6.99% | -37.12% |
| Best Year | 15.55% | 155.54% |
| Worst Year | -8.4% | -54.08% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.71% | -0.79% |
| Avg. Up Week | 2.26% | 7.23% |
| Avg. Down Week | -2.35% | -3.86% |
| Avg. Up Month | 3.99% | 13.47% |
| Avg. Down Month | -2.71% | -11.07% |
| Win Days % | 45.39% | 51.27% |
| Win Month % | 45.0% | 61.9% |
| Win Week % | 51.39% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |