| Metric | 11381889:btcusd:triple_med_gx:lsma90_70 | 11381889:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 18.33% | 206.05% |
| Max Drawdown | -14.36% | -67.18% |
| Sharpe | 0.25 | 0.44 |
| Sortino | 0.37 | 0.65 |
| Payoff Ratio | 1.21 | 1.08 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 84.23 | 2.93 |
| Outlier Loss Ratio | 4.44 | 2.8 |
| Volatility (ann.) | 5.56% | 26.45% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.36 | 0.58 |
| Skew | -0.17 | 0.2 |
| Kurtosis | 99.35 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.4% | 2.7% |
| Expected Yearly % | 4.3% | 32.27% |
| Kelly Criterion | 0.09% | 6.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.25% |
| Expected Shortfall (cVaR) | -0.48% | -2.25% |
| Year | 11381889:BTCUSD | 11381889:btcusd:triple_med_gx:lsma90_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 9.48 | -0.18 | + |
| 2023 | 155.54 | -5.87 | -0.04 | - |
| 2024 | 121.00 | 12.03 | 0.10 | - |
| 2025 | 17.02 | 2.50 | 0.15 | - |
| Metric | 11381889:btcusd:triple_med_gx:lsma90_70 | 11381889:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.85% | 31.76% |
| 6M | 5.65% | 12.25% |
| YTD | 2.5% | 17.02% |
| 1Y | 5.1% | 57.19% |
| 3Y (ann.) | 3.08% | 55.42% |
| 5Y (ann.) | 5.1% | 39.18% |
| Metric | 11381889:btcusd:triple_med_gx:lsma90_70 | 11381889:BTCUSD |
|---|---|---|
| Max Drawdown | -14.36% | -67.18% |
| Longest DD Days | 920.0 | 683.0 |
| Avg. Drawdown | -3.08% | -6.21% |
| Avg. Drawdown Days | 129.0 | 29.0 |
| Recovery Factor | 1.28 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2024-12-12 | -14.36 | 920 |
| 2025-01-24 | 2025-04-22 | -8.17 | 88 |
| 2024-12-12 | 2025-01-10 | -2.02 | 28 |
| 2022-02-12 | 2022-04-27 | -1.56 | 73 |
| 2025-01-16 | 2025-01-24 | -0.76 | 8 |
| 2025-04-30 | 2025-06-11 | -0.46 | 42 |
| 2022-05-27 | 2022-05-27 | -0.18 | 0 |
| 2022-06-06 | 2022-06-06 | -0.18 | 0 |
| 2022-05-28 | 2022-05-28 | -0.05 | 0 |
| Metric | 11381889:btcusd:triple_med_gx:lsma90_70 | 11381889:BTCUSD |
|---|---|---|
| Best Day | 4.28% | 9.33% |
| Worst Day | -6.11% | -9.32% |
| Best Week | 10.7% | 35.75% |
| Worst Week | -6.85% | -29.64% |
| Best Month | 11.46% | 43.77% |
| Worst Month | -5.7% | -37.12% |
| Best Year | 12.03% | 155.54% |
| Worst Year | -5.87% | -53.69% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.63% | -0.74% |
| Avg. Up Week | 3.24% | 5.38% |
| Avg. Down Week | -1.75% | -4.57% |
| Avg. Up Month | 2.99% | 18.72% |
| Avg. Down Month | -2.23% | -13.7% |
| Win Days % | 45.26% | 51.27% |
| Win Month % | 46.15% | 61.9% |
| Win Week % | 46.67% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |