| Metric | 11383875:btcusd:triple_med_gx:lsma90_75 | 11383875:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 26.2% | 162.58% |
| Max Drawdown | -11.97% | -67.18% |
| Sharpe | 0.33 | 0.41 |
| Sortino | 0.57 | 0.59 |
| Payoff Ratio | 1.28 | 1.16 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.76 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 96.21 | 2.82 |
| Outlier Loss Ratio | 3.78 | 2.7 |
| Volatility (ann.) | 5.8% | 26.28% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.6 | 0.5 |
| Skew | 6.24 | 0.18 |
| Kurtosis | 176.68 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.57% | 2.38% |
| Expected Yearly % | 5.99% | 27.3% |
| Kelly Criterion | 5.27% | 9.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.23% |
| Expected Shortfall (cVaR) | -0.49% | -2.23% |
| Year | 11383875:BTCUSD | 11383875:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 15.34 | -0.25 | + |
| 2023 | 155.54 | 10.04 | 0.06 | - |
| 2024 | 121.00 | 7.04 | 0.06 | - |
| 2025 | 17.02 | -7.11 | -0.42 | - |
| Metric | 11383875:btcusd:triple_med_gx:lsma90_75 | 11383875:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.72% | 31.76% |
| 6M | -7.46% | 12.25% |
| YTD | -7.11% | 17.02% |
| 1Y | 0.27% | 57.19% |
| 3Y (ann.) | 2.93% | 55.42% |
| 5Y (ann.) | 7.2% | 33.42% |
| Metric | 11383875:btcusd:triple_med_gx:lsma90_75 | 11383875:BTCUSD |
|---|---|---|
| Max Drawdown | -11.97% | -67.18% |
| Longest DD Days | 425.0 | 683.0 |
| Avg. Drawdown | -3.32% | -6.97% |
| Avg. Drawdown Days | 56.0 | 36.0 |
| Recovery Factor | 2.19 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-05 | 2023-12-04 | -11.97 | 425 |
| 2024-02-02 | 2024-07-10 | -11.21 | 158 |
| 2024-12-17 | 2025-06-11 | -8.22 | 176 |
| 2022-05-25 | 2022-09-09 | -6.84 | 106 |
| 2024-08-20 | 2024-09-17 | -4.59 | 28 |
| 2022-03-09 | 2022-03-24 | -3.12 | 14 |
| 2024-08-18 | 2024-08-20 | -2.10 | 1 |
| 2024-09-17 | 2024-10-18 | -1.55 | 30 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| 2024-10-18 | 2024-11-10 | -1.46 | 22 |
| Metric | 11383875:btcusd:triple_med_gx:lsma90_75 | 11383875:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 9.15% | 35.75% |
| Worst Week | -7.04% | -29.64% |
| Best Month | 11.67% | 43.77% |
| Worst Month | -7.04% | -37.12% |
| Best Year | 15.34% | 155.54% |
| Worst Year | -7.11% | -60.27% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.7% | -0.79% |
| Avg. Up Week | 3.19% | 8.45% |
| Avg. Down Week | -2.48% | -5.08% |
| Avg. Up Month | 3.67% | 17.4% |
| Avg. Down Month | -1.86% | -12.77% |
| Win Days % | 46.76% | 51.28% |
| Win Month % | 51.52% | 60.98% |
| Win Week % | 52.5% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |