| Metric | 11384072:btcusd:triple_med_gx:lsma90_75 | 11384072:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 5.09% | 158.34% |
| Max Drawdown | -10.06% | -67.18% |
| Sharpe | 0.11 | 0.4 |
| Sortino | 0.17 | 0.58 |
| Payoff Ratio | 1.2 | 1.06 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 150.51 | 2.63 |
| Outlier Loss Ratio | 3.7 | 2.57 |
| Volatility (ann.) | 4.1% | 26.26% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.15 | 0.49 |
| Skew | 3.78 | 0.18 |
| Kurtosis | 154.51 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.12% | 2.34% |
| Expected Yearly % | 1.25% | 26.78% |
| Kelly Criterion | -0.91% | 5.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -2.23% |
| Expected Shortfall (cVaR) | -0.35% | -2.23% |
| Year | 11384072:BTCUSD | 11384072:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 0.94 | -0.02 | + |
| 2023 | 155.54 | 8.56 | 0.06 | - |
| 2024 | 121.00 | 2.29 | 0.02 | - |
| 2025 | 17.02 | -6.24 | -0.37 | - |
| Metric | 11384072:btcusd:triple_med_gx:lsma90_75 | 11384072:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.6% | 31.76% |
| 6M | -6.24% | 12.25% |
| YTD | -6.24% | 17.02% |
| 1Y | -2.74% | 57.19% |
| 3Y (ann.) | 2.84% | 55.42% |
| 5Y (ann.) | 1.5% | 33.06% |
| Metric | 11384072:btcusd:triple_med_gx:lsma90_75 | 11384072:BTCUSD |
|---|---|---|
| Max Drawdown | -10.06% | -67.18% |
| Longest DD Days | 455.0 | 683.0 |
| Avg. Drawdown | -2.93% | -6.83% |
| Avg. Drawdown Days | 98.0 | 36.0 |
| Recovery Factor | 0.51 | 2.36 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-11 | 2023-03-17 | -10.06 | 370 |
| 2025-01-10 | 2025-06-11 | -9.00 | 151 |
| 2023-06-21 | 2024-09-18 | -3.59 | 455 |
| 2024-10-21 | 2025-01-10 | -2.45 | 81 |
| 2023-05-08 | 2023-05-28 | -2.43 | 19 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| 2022-03-11 | 2022-03-11 | -1.65 | 0 |
| 2024-10-19 | 2024-10-20 | -0.62 | 1 |
| 2022-03-10 | 2022-03-10 | -0.53 | 0 |
| 2023-06-21 | 2023-06-21 | -0.18 | 0 |
| Metric | 11384072:btcusd:triple_med_gx:lsma90_75 | 11384072:BTCUSD |
|---|---|---|
| Best Day | 4.68% | 9.33% |
| Worst Day | -3.44% | -9.32% |
| Best Week | 6.11% | 35.75% |
| Worst Week | -4.12% | -29.64% |
| Best Month | 6.11% | 43.77% |
| Worst Month | -4.79% | -37.12% |
| Best Year | 8.56% | 155.54% |
| Worst Year | -6.24% | -60.91% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.67% | -0.78% |
| Avg. Up Week | 2.42% | 9.97% |
| Avg. Down Week | -1.84% | -5.06% |
| Avg. Up Month | 2.77% | 10.36% |
| Avg. Down Month | -1.07% | -13.83% |
| Win Days % | 45.05% | 51.26% |
| Win Month % | 41.67% | 60.98% |
| Win Week % | 48.48% | 50.28% |
| Win Quarter % | 38.46% | 57.14% |
| Win Year % | 75.0% | 75.0% |