| Metric | 11383787:btcusd:triple_med_gx:lsma90_75 | 11383787:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 8.57% | 188.04% |
| Max Drawdown | -18.57% | -67.18% |
| Sharpe | 0.12 | 0.43 |
| Sortino | 0.19 | 0.63 |
| Payoff Ratio | 1.22 | 1.22 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.58 | 0.67 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 80.17 | 3.01 |
| Outlier Loss Ratio | 3.63 | 2.94 |
| Volatility (ann.) | 6.75% | 26.35% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.13 | 0.55 |
| Skew | 2.0 | 0.2 |
| Kurtosis | 110.49 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.2% | 2.55% |
| Expected Yearly % | 2.08% | 30.28% |
| Kelly Criterion | -1.94% | 11.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.24% |
| Expected Shortfall (cVaR) | -0.58% | -2.24% |
| Year | 11383787:BTCUSD | 11383787:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 6.49 | -0.12 | + |
| 2023 | 155.54 | 4.28 | 0.03 | - |
| 2024 | 121.00 | 3.57 | 0.03 | - |
| 2025 | 17.02 | -5.60 | -0.33 | - |
| Metric | 11383787:btcusd:triple_med_gx:lsma90_75 | 11383787:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.34% | 31.76% |
| 6M | -3.38% | 12.25% |
| YTD | -5.6% | 17.02% |
| 1Y | -9.06% | 57.19% |
| 3Y (ann.) | -1.24% | 55.42% |
| 5Y (ann.) | 2.48% | 36.99% |
| Metric | 11383787:btcusd:triple_med_gx:lsma90_75 | 11383787:BTCUSD |
|---|---|---|
| Max Drawdown | -18.57% | -67.18% |
| Longest DD Days | 1046.0 | 683.0 |
| Avg. Drawdown | -2.99% | -6.61% |
| Avg. Drawdown Days | 108.0 | 33.0 |
| Recovery Factor | 0.46 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2025-06-11 | -18.57 | 1046 |
| 2022-05-23 | 2022-07-28 | -6.24 | 65 |
| 2022-03-05 | 2022-03-24 | -2.52 | 18 |
| 2022-04-24 | 2022-04-25 | -2.16 | 1 |
| 2022-07-28 | 2022-07-30 | -1.13 | 1 |
| 2022-02-05 | 2022-03-05 | -0.86 | 27 |
| 2022-07-28 | 2022-07-28 | -0.54 | 0 |
| 2022-02-05 | 2022-02-05 | -0.32 | 0 |
| 2022-03-25 | 2022-04-24 | -0.19 | 30 |
| 2022-02-04 | 2022-02-04 | -0.18 | 0 |
| Metric | 11383787:btcusd:triple_med_gx:lsma90_75 | 11383787:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.04% | -9.32% |
| Best Week | 10.54% | 35.75% |
| Worst Week | -8.08% | -29.64% |
| Best Month | 9.81% | 43.77% |
| Worst Month | -8.08% | -37.12% |
| Best Year | 6.49% | 155.54% |
| Worst Year | -5.6% | -56.42% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 3.18% | 9.97% |
| Avg. Down Week | -2.6% | -4.98% |
| Avg. Up Month | 4.4% | 17.89% |
| Avg. Down Month | -3.31% | -14.57% |
| Win Days % | 44.02% | 51.3% |
| Win Month % | 47.22% | 61.9% |
| Win Week % | 48.08% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |