| Metric | 11383043:btcusd:triple_med_gx:lsma90_75 | 11383043:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 11.88% | 206.05% |
| Max Drawdown | -21.03% | -67.18% |
| Sharpe | 0.18 | 0.44 |
| Sortino | 0.28 | 0.65 |
| Payoff Ratio | 1.32 | 1.15 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.63 | 0.63 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 101.83 | 2.86 |
| Outlier Loss Ratio | 4.37 | 2.69 |
| Volatility (ann.) | 5.34% | 26.45% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.16 | 0.58 |
| Skew | 1.97 | 0.2 |
| Kurtosis | 140.76 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.27% | 2.7% |
| Expected Yearly % | 2.85% | 32.27% |
| Kelly Criterion | -0.62% | 8.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -2.25% |
| Expected Shortfall (cVaR) | -0.46% | -2.25% |
| Year | 11383043:BTCUSD | 11383043:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 17.26 | -0.32 | + |
| 2023 | 155.54 | -6.23 | -0.04 | - |
| 2024 | 121.00 | 4.01 | 0.03 | - |
| 2025 | 17.02 | -2.17 | -0.13 | - |
| Metric | 11383043:btcusd:triple_med_gx:lsma90_75 | 11383043:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.6% | 31.76% |
| 6M | -0.9% | 12.25% |
| YTD | -2.17% | 17.02% |
| 1Y | 4.94% | 57.19% |
| 3Y (ann.) | 1.49% | 55.42% |
| 5Y (ann.) | 3.37% | 39.18% |
| Metric | 11383043:btcusd:triple_med_gx:lsma90_75 | 11383043:BTCUSD |
|---|---|---|
| Max Drawdown | -21.03% | -67.18% |
| Longest DD Days | 1000.0 | 683.0 |
| Avg. Drawdown | -3.28% | -6.21% |
| Avg. Drawdown Days | 87.0 | 29.0 |
| Recovery Factor | 0.56 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-15 | 2025-06-11 | -21.03 | 1000 |
| 2022-04-26 | 2022-06-07 | -8.63 | 42 |
| 2022-06-08 | 2022-07-04 | -4.80 | 26 |
| 2022-07-05 | 2022-07-16 | -3.83 | 11 |
| 2022-03-10 | 2022-04-01 | -2.18 | 21 |
| 2022-09-08 | 2022-09-08 | -0.55 | 0 |
| 2022-08-11 | 2022-09-07 | -0.37 | 27 |
| 2022-08-08 | 2022-08-10 | -0.28 | 1 |
| 2022-07-16 | 2022-07-17 | -0.22 | 0 |
| 2022-07-29 | 2022-07-30 | -0.18 | 0 |
| Metric | 11383043:btcusd:triple_med_gx:lsma90_75 | 11383043:BTCUSD |
|---|---|---|
| Best Day | 6.08% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 9.15% | 35.75% |
| Worst Week | -7.6% | -29.64% |
| Best Month | 7.05% | 43.77% |
| Worst Month | -9.21% | -37.12% |
| Best Year | 17.26% | 155.54% |
| Worst Year | -6.23% | -53.69% |
| Avg. Up Day | 0.82% | 0.85% |
| Avg. Down Day | -0.62% | -0.74% |
| Avg. Up Week | 3.48% | 5.6% |
| Avg. Down Week | -1.63% | -4.84% |
| Avg. Up Month | 1.88% | 15.8% |
| Avg. Down Month | -3.3% | -10.39% |
| Win Days % | 42.69% | 51.27% |
| Win Month % | 47.37% | 61.9% |
| Win Week % | 40.58% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |