| Metric | 11384403:btcusd:triple_med_gx:lsma90_80 | 11384403:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 8.93% | 206.05% |
| Max Drawdown | -17.72% | -67.18% |
| Sharpe | 0.17 | 0.44 |
| Sortino | 0.29 | 0.65 |
| Payoff Ratio | 1.49 | 1.32 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.67 | 0.73 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 145.05 | 2.62 |
| Outlier Loss Ratio | 4.56 | 2.53 |
| Volatility (ann.) | 4.39% | 26.45% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.14 | 0.58 |
| Skew | 8.13 | 0.2 |
| Kurtosis | 281.04 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.2% | 2.7% |
| Expected Yearly % | 2.16% | 32.27% |
| Kelly Criterion | -1.5% | 14.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.25% |
| Expected Shortfall (cVaR) | -0.38% | -2.25% |
| Year | 11384403:BTCUSD | 11384403:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 20.10 | -0.37 | + |
| 2023 | 155.54 | -5.48 | -0.04 | - |
| 2024 | 121.00 | -3.55 | -0.03 | - |
| 2025 | 17.02 | -0.50 | -0.03 | - |
| Metric | 11384403:btcusd:triple_med_gx:lsma90_80 | 11384403:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.06% | 31.76% |
| 6M | 1.32% | 12.25% |
| YTD | -0.5% | 17.02% |
| 1Y | -5.74% | 57.19% |
| 3Y (ann.) | 0.12% | 55.42% |
| 5Y (ann.) | 2.56% | 39.18% |
| Metric | 11384403:btcusd:triple_med_gx:lsma90_80 | 11384403:BTCUSD |
|---|---|---|
| Max Drawdown | -17.72% | -67.18% |
| Longest DD Days | 871.0 | 683.0 |
| Avg. Drawdown | -2.52% | -6.21% |
| Avg. Drawdown Days | 87.0 | 29.0 |
| Recovery Factor | 0.5 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-06-11 | -17.72 | 871 |
| 2022-07-17 | 2022-08-10 | -3.42 | 24 |
| 2022-04-29 | 2022-05-30 | -3.39 | 30 |
| 2022-06-09 | 2022-07-06 | -2.12 | 27 |
| 2022-09-15 | 2023-01-20 | -1.98 | 127 |
| 2022-02-12 | 2022-04-01 | -1.55 | 47 |
| 2022-04-26 | 2022-04-27 | -0.89 | 0 |
| 2022-09-08 | 2022-09-09 | -0.68 | 1 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-06-08 | 2022-06-09 | -0.18 | 0 |
| Metric | 11384403:btcusd:triple_med_gx:lsma90_80 | 11384403:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -3.61% | -9.32% |
| Best Week | 8.92% | 35.75% |
| Worst Week | -4.0% | -29.64% |
| Best Month | 8.92% | 43.77% |
| Worst Month | -4.0% | -37.12% |
| Best Year | 20.1% | 155.54% |
| Worst Year | -5.48% | -53.69% |
| Avg. Up Day | 0.86% | 0.91% |
| Avg. Down Day | -0.58% | -0.68% |
| Avg. Up Week | 3.97% | 6.38% |
| Avg. Down Week | -1.1% | -3.39% |
| Avg. Up Month | 2.67% | 20.12% |
| Avg. Down Month | -1.28% | -14.23% |
| Win Days % | 39.3% | 51.27% |
| Win Month % | 38.24% | 61.9% |
| Win Week % | 35.71% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 25.0% | 75.0% |