| Metric | 11382167:btcusd:triple_med_gx:lsma90_70 | 11382167:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 16.61% | 206.05% |
| Max Drawdown | -19.12% | -67.18% |
| Sharpe | 0.18 | 0.44 |
| Sortino | 0.27 | 0.65 |
| Payoff Ratio | 1.2 | 1.1 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.59 | 0.61 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 58.53 | 3.14 |
| Outlier Loss Ratio | 3.89 | 3.05 |
| Volatility (ann.) | 7.95% | 26.45% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.24 | 0.58 |
| Skew | 0.05 | 0.2 |
| Kurtosis | 76.37 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.7% |
| Expected Yearly % | 3.92% | 32.27% |
| Kelly Criterion | -1.24% | 7.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.25% |
| Expected Shortfall (cVaR) | -0.68% | -2.25% |
| Year | 11382167:BTCUSD | 11382167:btcusd:triple_med_gx:lsma90_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | -0.61 | 0.01 | + |
| 2023 | 155.54 | 3.59 | 0.02 | - |
| 2024 | 121.00 | 32.95 | 0.27 | - |
| 2025 | 17.02 | -14.81 | -0.87 | - |
| Metric | 11382167:btcusd:triple_med_gx:lsma90_70 | 11382167:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -10.43% | 31.76% |
| 6M | -16.93% | 12.25% |
| YTD | -14.81% | 17.02% |
| 1Y | -2.87% | 57.19% |
| 3Y (ann.) | 6.09% | 55.42% |
| 5Y (ann.) | 4.65% | 39.18% |
| Metric | 11382167:btcusd:triple_med_gx:lsma90_70 | 11382167:BTCUSD |
|---|---|---|
| Max Drawdown | -19.12% | -67.18% |
| Longest DD Days | 622.0 | 683.0 |
| Avg. Drawdown | -3.3% | -6.21% |
| Avg. Drawdown Days | 45.0 | 29.0 |
| Recovery Factor | 0.87 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-06-11 | -19.12 | 173 |
| 2022-08-19 | 2024-05-02 | -18.55 | 622 |
| 2022-02-16 | 2022-07-18 | -15.05 | 152 |
| 2024-05-27 | 2024-08-21 | -5.21 | 86 |
| 2022-07-20 | 2022-07-28 | -4.75 | 8 |
| 2024-10-25 | 2024-11-20 | -2.38 | 26 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| Metric | 11382167:btcusd:triple_med_gx:lsma90_70 | 11382167:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.4% | 35.75% |
| Worst Week | -8.83% | -29.64% |
| Best Month | 18.44% | 43.77% |
| Worst Month | -6.76% | -37.12% |
| Best Year | 32.95% | 155.54% |
| Worst Year | -14.81% | -53.69% |
| Avg. Up Day | 0.93% | 0.95% |
| Avg. Down Day | -0.78% | -0.86% |
| Avg. Up Week | 3.05% | 6.53% |
| Avg. Down Week | -2.23% | -6.2% |
| Avg. Up Month | 3.72% | 16.04% |
| Avg. Down Month | -4.22% | -12.92% |
| Win Days % | 44.78% | 51.27% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 45.24% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |