| Metric | 11384242:btcusd:triple_med_gx:lsma90_80 | 11384242:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 12.73% | 206.05% |
| Max Drawdown | -12.86% | -67.18% |
| Sharpe | 0.23 | 0.44 |
| Sortino | 0.39 | 0.65 |
| Payoff Ratio | 1.52 | 1.36 |
| Profit Factor | 1.19 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.73 | 0.75 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 138.27 | 2.64 |
| Outlier Loss Ratio | 5.13 | 2.54 |
| Volatility (ann.) | 4.24% | 26.45% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.28 | 0.58 |
| Skew | 5.8 | 0.2 |
| Kurtosis | 221.33 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.29% | 2.7% |
| Expected Yearly % | 3.04% | 32.27% |
| Kelly Criterion | 1.25% | 15.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.25% |
| Expected Shortfall (cVaR) | -0.36% | -2.25% |
| Year | 11384242:BTCUSD | 11384242:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 23.83 | -0.44 | + |
| 2023 | 155.54 | -11.04 | -0.07 | - |
| 2024 | 121.00 | 9.04 | 0.07 | - |
| 2025 | 17.02 | -6.15 | -0.36 | - |
| Metric | 11384242:btcusd:triple_med_gx:lsma90_80 | 11384242:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.82% | 31.76% |
| 6M | -6.15% | 12.25% |
| YTD | -6.15% | 17.02% |
| 1Y | -7.74% | 57.19% |
| 3Y (ann.) | 2.74% | 55.42% |
| 5Y (ann.) | 3.61% | 39.18% |
| Metric | 11384242:btcusd:triple_med_gx:lsma90_80 | 11384242:BTCUSD |
|---|---|---|
| Max Drawdown | -12.86% | -67.18% |
| Longest DD Days | 869.0 | 683.0 |
| Avg. Drawdown | -2.91% | -6.21% |
| Avg. Drawdown Days | 115.0 | 29.0 |
| Recovery Factor | 0.99 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-24 | 2025-06-11 | -12.86 | 869 |
| 2022-01-26 | 2022-04-28 | -7.02 | 92 |
| 2022-06-06 | 2022-07-04 | -2.95 | 28 |
| 2022-04-30 | 2022-05-29 | -2.78 | 29 |
| 2022-10-08 | 2023-01-21 | -2.00 | 105 |
| 2022-09-08 | 2022-09-08 | -0.55 | 0 |
| 2022-08-11 | 2022-09-07 | -0.37 | 27 |
| 2022-04-29 | 2022-04-30 | -0.18 | 0 |
| 2022-08-10 | 2022-08-10 | -0.18 | 0 |
| 2022-09-14 | 2022-09-14 | -0.18 | 0 |
| Metric | 11384242:btcusd:triple_med_gx:lsma90_80 | 11384242:BTCUSD |
|---|---|---|
| Best Day | 6.08% | 9.33% |
| Worst Day | -4.15% | -9.32% |
| Best Week | 9.15% | 35.75% |
| Worst Week | -4.32% | -29.64% |
| Best Month | 9.44% | 43.77% |
| Worst Month | -4.32% | -37.12% |
| Best Year | 23.83% | 155.54% |
| Worst Year | -11.04% | -53.69% |
| Avg. Up Day | 0.77% | 0.8% |
| Avg. Down Day | -0.5% | -0.59% |
| Avg. Up Week | 3.32% | 7.22% |
| Avg. Down Week | -1.03% | -4.05% |
| Avg. Up Month | 2.25% | 27.73% |
| Avg. Down Month | -0.76% | -11.07% |
| Win Days % | 40.38% | 51.27% |
| Win Month % | 36.11% | 61.9% |
| Win Week % | 31.58% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |