| Metric | 11383211:btcusd:triple_med_gx:lsma90_75 | 11383211:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 25.32% | 206.05% |
| Max Drawdown | -13.7% | -67.18% |
| Sharpe | 0.34 | 0.44 |
| Sortino | 0.6 | 0.65 |
| Payoff Ratio | 1.38 | 1.29 |
| Profit Factor | 1.25 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.75 | 0.71 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 98.63 | 2.81 |
| Outlier Loss Ratio | 4.5 | 2.69 |
| Volatility (ann.) | 5.31% | 26.45% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.5 | 0.58 |
| Skew | 6.15 | 0.2 |
| Kurtosis | 151.03 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.7% |
| Expected Yearly % | 5.81% | 32.27% |
| Kelly Criterion | 2.56% | 13.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.25% |
| Expected Shortfall (cVaR) | -0.45% | -2.25% |
| Year | 11383211:BTCUSD | 11383211:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 18.18 | -0.34 | + |
| 2023 | 155.54 | -8.96 | -0.06 | - |
| 2024 | 121.00 | 25.27 | 0.21 | - |
| 2025 | 17.02 | -7.02 | -0.41 | - |
| Metric | 11383211:btcusd:triple_med_gx:lsma90_75 | 11383211:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.67% | 31.76% |
| 6M | 1.3% | 12.25% |
| YTD | -7.02% | 17.02% |
| 1Y | 8.41% | 57.19% |
| 3Y (ann.) | 3.37% | 55.42% |
| 5Y (ann.) | 6.9% | 39.18% |
| Metric | 11383211:btcusd:triple_med_gx:lsma90_75 | 11383211:BTCUSD |
|---|---|---|
| Max Drawdown | -13.7% | -67.18% |
| Longest DD Days | 855.0 | 683.0 |
| Avg. Drawdown | -2.76% | -6.21% |
| Avg. Drawdown Days | 84.0 | 29.0 |
| Recovery Factor | 1.85 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-11 | 2024-12-13 | -13.70 | 855 |
| 2025-01-10 | 2025-06-11 | -9.41 | 151 |
| 2022-02-13 | 2022-03-08 | -2.57 | 23 |
| 2022-04-28 | 2022-05-30 | -2.36 | 31 |
| 2022-07-15 | 2022-07-19 | -2.29 | 4 |
| 2022-07-01 | 2022-07-03 | -1.41 | 2 |
| 2022-04-02 | 2022-04-28 | -0.96 | 26 |
| 2022-07-04 | 2022-07-04 | -0.92 | 0 |
| 2022-07-14 | 2022-07-15 | -0.88 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| Metric | 11383211:btcusd:triple_med_gx:lsma90_75 | 11383211:BTCUSD |
|---|---|---|
| Best Day | 6.59% | 9.33% |
| Worst Day | -3.49% | -9.32% |
| Best Week | 9.47% | 35.75% |
| Worst Week | -5.62% | -29.64% |
| Best Month | 9.47% | 43.77% |
| Worst Month | -5.32% | -37.12% |
| Best Year | 25.27% | 155.54% |
| Worst Year | -8.96% | -53.69% |
| Avg. Up Day | 0.86% | 0.89% |
| Avg. Down Day | -0.62% | -0.69% |
| Avg. Up Week | 3.29% | 5.95% |
| Avg. Down Week | -1.57% | -4.56% |
| Avg. Up Month | 3.02% | 20.44% |
| Avg. Down Month | -2.24% | -10.72% |
| Win Days % | 43.43% | 51.27% |
| Win Month % | 44.74% | 61.9% |
| Win Week % | 40.62% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |