| Metric | 11382000:btcusd:triple_med_gx:lsma90_70 | 11382000:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 44.75% | 206.05% |
| Max Drawdown | -14.58% | -67.18% |
| Sharpe | 0.49 | 0.44 |
| Sortino | 0.84 | 0.65 |
| Payoff Ratio | 1.32 | 1.2 |
| Profit Factor | 1.31 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.8 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 75.0 | 2.96 |
| Outlier Loss Ratio | 4.73 | 2.85 |
| Volatility (ann.) | 5.89% | 26.45% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.79 | 0.58 |
| Skew | 4.48 | 0.2 |
| Kurtosis | 114.43 | 6.31 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.88% | 2.7% |
| Expected Yearly % | 9.69% | 32.27% |
| Kelly Criterion | 5.95% | 10.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.25% |
| Expected Shortfall (cVaR) | -0.5% | -2.25% |
| Year | 11382000:BTCUSD | 11382000:btcusd:triple_med_gx:lsma90_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 21.08 | -0.39 | + |
| 2023 | 155.54 | -6.28 | -0.04 | - |
| 2024 | 121.00 | 36.38 | 0.30 | - |
| 2025 | 17.02 | -6.47 | -0.38 | - |
| Metric | 11382000:btcusd:triple_med_gx:lsma90_70 | 11382000:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.45% | 31.76% |
| 6M | -0.04% | 12.25% |
| YTD | -6.47% | 17.02% |
| 1Y | 23.08% | 57.19% |
| 3Y (ann.) | 5.91% | 55.42% |
| 5Y (ann.) | 11.55% | 39.18% |
| Metric | 11382000:btcusd:triple_med_gx:lsma90_70 | 11382000:BTCUSD |
|---|---|---|
| Max Drawdown | -14.58% | -67.18% |
| Longest DD Days | 799.0 | 683.0 |
| Avg. Drawdown | -1.85% | -6.21% |
| Avg. Drawdown Days | 42.0 | 29.0 |
| Recovery Factor | 3.07 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2024-09-26 | -14.58 | 799 |
| 2025-01-26 | 2025-06-11 | -11.18 | 136 |
| 2022-04-28 | 2022-05-30 | -4.26 | 31 |
| 2022-06-08 | 2022-07-04 | -3.55 | 26 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2022-03-09 | 2022-04-28 | -1.27 | 49 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2022-07-16 | 2022-07-16 | -1.15 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| Metric | 11382000:btcusd:triple_med_gx:lsma90_70 | 11382000:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -3.74% | -9.32% |
| Best Week | 10.69% | 35.75% |
| Worst Week | -9.72% | -29.64% |
| Best Month | 11.46% | 43.77% |
| Worst Month | -5.32% | -37.12% |
| Best Year | 36.38% | 155.54% |
| Worst Year | -6.47% | -53.69% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.6% | -0.69% |
| Avg. Up Week | 3.29% | 6.14% |
| Avg. Down Week | -1.86% | -5.04% |
| Avg. Up Month | 4.15% | 18.57% |
| Avg. Down Month | -2.28% | -14.7% |
| Win Days % | 46.55% | 51.27% |
| Win Month % | 46.15% | 61.9% |
| Win Week % | 46.58% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |