| Metric | 11384350:btcusd:triple_med_gx:lsma90_80 | 11384350:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 3.52% | 206.05% |
| Max Drawdown | -17.88% | -67.18% |
| Sharpe | 0.08 | 0.44 |
| Sortino | 0.12 | 0.65 |
| Payoff Ratio | 1.4 | 1.31 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.57 | 0.72 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 142.34 | 2.6 |
| Outlier Loss Ratio | 4.36 | 2.54 |
| Volatility (ann.) | 4.7% | 26.45% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.06 | 0.58 |
| Skew | 2.48 | 0.2 |
| Kurtosis | 221.14 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.08% | 2.7% |
| Expected Yearly % | 0.87% | 32.27% |
| Kelly Criterion | -6.43% | 14.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.25% |
| Expected Shortfall (cVaR) | -0.4% | -2.25% |
| Year | 11384350:BTCUSD | 11384350:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 16.08 | -0.30 | + |
| 2023 | 155.54 | -8.72 | -0.06 | - |
| 2024 | 121.00 | 0.46 | 0.00 | - |
| 2025 | 17.02 | -2.75 | -0.16 | - |
| Metric | 11384350:btcusd:triple_med_gx:lsma90_80 | 11384350:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.35% | 31.76% |
| 6M | -1.63% | 12.25% |
| YTD | -2.75% | 17.02% |
| 1Y | -2.76% | 57.19% |
| 3Y (ann.) | -1.29% | 55.42% |
| 5Y (ann.) | 1.03% | 39.18% |
| Metric | 11384350:btcusd:triple_med_gx:lsma90_80 | 11384350:BTCUSD |
|---|---|---|
| Max Drawdown | -17.88% | -67.18% |
| Longest DD Days | 1000.0 | 683.0 |
| Avg. Drawdown | -2.73% | -6.21% |
| Avg. Drawdown Days | 85.0 | 29.0 |
| Recovery Factor | 0.2 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-15 | 2025-06-11 | -17.88 | 1000 |
| 2022-04-26 | 2022-06-07 | -6.96 | 42 |
| 2022-07-05 | 2022-07-16 | -3.83 | 11 |
| 2022-03-10 | 2022-04-01 | -2.18 | 21 |
| 2022-07-01 | 2022-07-03 | -1.41 | 2 |
| 2022-07-04 | 2022-07-04 | -0.92 | 0 |
| 2022-07-16 | 2022-08-10 | -0.86 | 24 |
| 2022-09-08 | 2022-09-08 | -0.55 | 0 |
| 2022-07-04 | 2022-07-04 | -0.18 | 0 |
| 2022-04-25 | 2022-04-25 | -0.18 | 0 |
| Metric | 11384350:btcusd:triple_med_gx:lsma90_80 | 11384350:BTCUSD |
|---|---|---|
| Best Day | 6.08% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 7.68% | 35.75% |
| Worst Week | -6.01% | -29.64% |
| Best Month | 5.92% | 43.77% |
| Worst Month | -5.75% | -37.12% |
| Best Year | 16.08% | 155.54% |
| Worst Year | -8.72% | -53.69% |
| Avg. Up Day | 0.89% | 0.95% |
| Avg. Down Day | -0.64% | -0.72% |
| Avg. Up Week | 2.5% | 6.2% |
| Avg. Down Week | -1.28% | -4.19% |
| Avg. Up Month | 1.35% | 18.12% |
| Avg. Down Month | -2.25% | -10.94% |
| Win Days % | 37.93% | 51.27% |
| Win Month % | 44.12% | 61.9% |
| Win Week % | 38.6% | 51.11% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 50.0% | 75.0% |