| Metric | 11377180:btcusd:triple_med_gx:lsma90_50 | 11377180:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 3.23% | 240.34% |
| Max Drawdown | -29.43% | -67.18% |
| Sharpe | 0.07 | 0.47 |
| Sortino | 0.1 | 0.68 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.52 | 0.57 |
| Tail Ratio | 1.38 | 0.99 |
| Outlier Win Ratio | 47.1 | 3.18 |
| Outlier Loss Ratio | 4.37 | 3.2 |
| Volatility (ann.) | 8.37% | 26.24% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.03 | 0.63 |
| Skew | 0.27 | 0.2 |
| Kurtosis | 65.28 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.07% | 2.89% |
| Expected Yearly % | 0.8% | 35.82% |
| Kelly Criterion | -3.12% | 4.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.23% |
| Expected Shortfall (cVaR) | -0.72% | -2.23% |
| Year | 11377180:BTCUSD | 11377180:btcusd:triple_med_gx:lsma90_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 36.49 | -0.68 | + |
| 2023 | 155.54 | -9.31 | -0.06 | - |
| 2024 | 121.00 | -11.22 | -0.09 | - |
| 2025 | 30.14 | -6.07 | -0.20 | - |
| Metric | 11377180:btcusd:triple_med_gx:lsma90_50 | 11377180:BTCUSD |
|---|---|---|
| MTD | 0.65% | 13.36% |
| 3M | 3.34% | 45.08% |
| 6M | -5.25% | 28.47% |
| YTD | -6.07% | 30.14% |
| 1Y | -1.95% | 105.13% |
| 3Y (ann.) | -2.68% | 81.7% |
| 5Y (ann.) | 0.92% | 42.27% |
| Metric | 11377180:btcusd:triple_med_gx:lsma90_50 | 11377180:BTCUSD |
|---|---|---|
| Max Drawdown | -29.43% | -67.18% |
| Longest DD Days | 950.0 | 683.0 |
| Avg. Drawdown | -4.85% | -6.0% |
| Avg. Drawdown Days | 87.0 | 29.0 |
| Recovery Factor | 0.11 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-07 | 2025-07-14 | -29.43 | 950 |
| 2022-06-08 | 2022-09-08 | -8.90 | 92 |
| 2022-04-26 | 2022-06-07 | -7.61 | 42 |
| 2022-10-23 | 2022-11-24 | -5.45 | 31 |
| 2022-02-05 | 2022-03-25 | -4.55 | 48 |
| 2022-09-14 | 2022-10-04 | -3.16 | 19 |
| 2022-03-25 | 2022-04-01 | -2.82 | 7 |
| 2022-04-23 | 2022-04-25 | -2.66 | 2 |
| 2022-11-24 | 2022-11-30 | -1.41 | 5 |
| 2022-02-03 | 2022-02-03 | -0.59 | 0 |
| Metric | 11377180:btcusd:triple_med_gx:lsma90_50 | 11377180:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 12.88% | 35.75% |
| Worst Week | -9.09% | -29.64% |
| Best Month | 10.3% | 43.77% |
| Worst Month | -15.69% | -37.12% |
| Best Year | 36.49% | 155.54% |
| Worst Year | -11.22% | -53.69% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 2.78% | 5.0% |
| Avg. Down Week | -2.44% | -3.74% |
| Avg. Up Month | 3.45% | 17.0% |
| Avg. Down Month | -4.53% | -13.21% |
| Win Days % | 46.36% | 51.29% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 48.45% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |