| Metric | 11381777:btcusd:triple_med_gx:lsma90_70 | 11381777:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 6.78% | 206.05% |
| Max Drawdown | -21.21% | -67.18% |
| Sharpe | 0.11 | 0.44 |
| Sortino | 0.16 | 0.65 |
| Payoff Ratio | 1.16 | 1.09 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.54 | 0.6 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 76.94 | 2.97 |
| Outlier Loss Ratio | 4.14 | 2.89 |
| Volatility (ann.) | 6.44% | 26.45% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.09 | 0.58 |
| Skew | 1.0 | 0.2 |
| Kurtosis | 92.3 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.16% | 2.7% |
| Expected Yearly % | 1.65% | 32.27% |
| Kelly Criterion | -4.48% | 6.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.25% |
| Expected Shortfall (cVaR) | -0.55% | -2.25% |
| Year | 11381777:BTCUSD | 11381777:btcusd:triple_med_gx:lsma90_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 7.63 | -0.14 | + |
| 2023 | 155.54 | -6.15 | -0.04 | - |
| 2024 | 121.00 | 6.05 | 0.05 | - |
| 2025 | 17.02 | -0.31 | -0.02 | - |
| Metric | 11381777:btcusd:triple_med_gx:lsma90_70 | 11381777:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.78% | 31.76% |
| 6M | -0.71% | 12.25% |
| YTD | -0.31% | 17.02% |
| 1Y | 1.74% | 57.19% |
| 3Y (ann.) | 1.6% | 55.42% |
| 5Y (ann.) | 1.96% | 39.18% |
| Metric | 11381777:btcusd:triple_med_gx:lsma90_70 | 11381777:BTCUSD |
|---|---|---|
| Max Drawdown | -21.21% | -67.18% |
| Longest DD Days | 1000.0 | 683.0 |
| Avg. Drawdown | -4.78% | -6.21% |
| Avg. Drawdown Days | 106.0 | 29.0 |
| Recovery Factor | 0.32 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-15 | 2025-06-11 | -21.21 | 1000 |
| 2022-04-26 | 2022-06-07 | -10.30 | 42 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2022-07-29 | 2022-08-10 | -4.26 | 12 |
| 2022-07-05 | 2022-07-16 | -3.83 | 11 |
| 2022-03-06 | 2022-04-25 | -3.75 | 50 |
| 2022-06-08 | 2022-06-30 | -3.10 | 22 |
| 2022-09-08 | 2022-09-08 | -0.55 | 0 |
| 2022-08-11 | 2022-09-07 | -0.37 | 27 |
| 2022-07-16 | 2022-07-17 | -0.22 | 0 |
| Metric | 11381777:btcusd:triple_med_gx:lsma90_70 | 11381777:BTCUSD |
|---|---|---|
| Best Day | 6.08% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 7.68% | 35.75% |
| Worst Week | -7.6% | -29.64% |
| Best Month | 7.18% | 43.77% |
| Worst Month | -11.12% | -37.12% |
| Best Year | 7.63% | 155.54% |
| Worst Year | -6.15% | -53.69% |
| Avg. Up Day | 0.83% | 0.86% |
| Avg. Down Day | -0.72% | -0.79% |
| Avg. Up Week | 2.77% | 6.28% |
| Avg. Down Week | -2.22% | -4.19% |
| Avg. Up Month | 2.76% | 18.02% |
| Avg. Down Month | -3.55% | -9.24% |
| Win Days % | 43.92% | 51.27% |
| Win Month % | 43.59% | 61.9% |
| Win Week % | 46.58% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |