| Metric | 11382407:btcusd:triple_med_gx:lsma90_70 | 11382407:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 16.79% | 195.42% |
| Max Drawdown | -22.18% | -67.18% |
| Sharpe | 0.19 | 0.44 |
| Sortino | 0.3 | 0.63 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.59 | 0.62 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 61.53 | 3.12 |
| Outlier Loss Ratio | 3.98 | 3.03 |
| Volatility (ann.) | 7.43% | 26.36% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.21 | 0.56 |
| Skew | 2.72 | 0.2 |
| Kurtosis | 80.49 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.61% |
| Expected Yearly % | 3.96% | 31.1% |
| Kelly Criterion | -1.18% | 8.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.24% |
| Expected Shortfall (cVaR) | -0.64% | -2.24% |
| Year | 11382407:BTCUSD | 11382407:btcusd:triple_med_gx:lsma90_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 20.14 | -0.36 | + |
| 2023 | 155.54 | 5.99 | 0.04 | - |
| 2024 | 121.00 | -19.81 | -0.16 | - |
| 2025 | 17.02 | 14.36 | 0.84 | - |
| Metric | 11382407:btcusd:triple_med_gx:lsma90_70 | 11382407:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.94% | 31.76% |
| 6M | 9.84% | 12.25% |
| YTD | 14.36% | 17.02% |
| 1Y | 3.3% | 57.19% |
| 3Y (ann.) | 2.71% | 55.42% |
| 5Y (ann.) | 4.7% | 37.84% |
| Metric | 11382407:btcusd:triple_med_gx:lsma90_70 | 11382407:BTCUSD |
|---|---|---|
| Max Drawdown | -22.18% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -5.49% | -6.6% |
| Avg. Drawdown Days | 94.0 | 32.0 |
| Recovery Factor | 0.76 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-06-11 | -22.18 | 436 |
| 2022-02-16 | 2022-07-28 | -11.23 | 162 |
| 2023-08-02 | 2023-12-27 | -8.53 | 147 |
| 2023-04-11 | 2023-06-21 | -6.70 | 70 |
| 2022-08-11 | 2022-10-26 | -5.61 | 75 |
| 2022-10-26 | 2023-03-14 | -4.62 | 138 |
| 2023-12-28 | 2024-03-31 | -4.24 | 94 |
| 2022-07-28 | 2022-08-10 | -1.61 | 12 |
| 2022-02-03 | 2022-02-03 | -0.59 | 0 |
| 2022-02-02 | 2022-02-03 | -0.18 | 0 |
| Metric | 11382407:btcusd:triple_med_gx:lsma90_70 | 11382407:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 12.28% | 35.75% |
| Worst Week | -7.15% | -29.64% |
| Best Month | 12.71% | 43.77% |
| Worst Month | -11.75% | -37.12% |
| Best Year | 20.14% | 155.54% |
| Worst Year | -19.81% | -55.3% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 2.58% | 7.45% |
| Avg. Down Week | -3.33% | -3.83% |
| Avg. Up Month | 3.94% | 17.33% |
| Avg. Down Month | -3.8% | -12.28% |
| Win Days % | 45.44% | 51.27% |
| Win Month % | 47.37% | 61.9% |
| Win Week % | 56.52% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |