| Metric | 11384515:btcusd:triple_med_gx:lsma90_80 | 11384515:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 3.11% | 206.05% |
| Max Drawdown | -15.53% | -67.18% |
| Sharpe | 0.07 | 0.44 |
| Sortino | 0.12 | 0.65 |
| Payoff Ratio | 1.36 | 1.29 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.54 | 0.71 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 145.45 | 2.64 |
| Outlier Loss Ratio | 4.18 | 2.55 |
| Volatility (ann.) | 4.48% | 26.45% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.06 | 0.58 |
| Skew | 7.36 | 0.2 |
| Kurtosis | 230.86 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.07% | 2.7% |
| Expected Yearly % | 0.77% | 32.27% |
| Kelly Criterion | -8.41% | 13.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -2.25% |
| Expected Shortfall (cVaR) | -0.38% | -2.25% |
| Year | 11384515:BTCUSD | 11384515:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 16.20 | -0.30 | + |
| 2023 | 155.54 | -10.09 | -0.06 | - |
| 2024 | 121.00 | 11.52 | 0.10 | - |
| 2025 | 17.02 | -11.50 | -0.68 | - |
| Metric | 11384515:btcusd:triple_med_gx:lsma90_80 | 11384515:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.62% | 31.76% |
| 6M | -10.13% | 12.25% |
| YTD | -11.5% | 17.02% |
| 1Y | -8.34% | 57.19% |
| 3Y (ann.) | -2.29% | 55.42% |
| 5Y (ann.) | 0.91% | 39.18% |
| Metric | 11384515:btcusd:triple_med_gx:lsma90_80 | 11384515:BTCUSD |
|---|---|---|
| Max Drawdown | -15.53% | -67.18% |
| Longest DD Days | 1035.0 | 683.0 |
| Avg. Drawdown | -2.21% | -6.21% |
| Avg. Drawdown Days | 100.0 | 29.0 |
| Recovery Factor | 0.2 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-11 | 2025-06-11 | -15.53 | 1035 |
| 2022-04-28 | 2022-05-30 | -2.36 | 31 |
| 2022-07-15 | 2022-07-19 | -2.29 | 4 |
| 2022-07-02 | 2022-07-03 | -1.26 | 1 |
| 2022-04-02 | 2022-04-28 | -0.96 | 26 |
| 2022-07-04 | 2022-07-04 | -0.92 | 0 |
| 2022-05-30 | 2022-06-07 | -0.24 | 8 |
| 2022-03-08 | 2022-03-08 | -0.18 | 0 |
| 2022-07-15 | 2022-07-15 | -0.18 | 0 |
| 2022-07-07 | 2022-07-08 | -0.18 | 0 |
| Metric | 11384515:btcusd:triple_med_gx:lsma90_80 | 11384515:BTCUSD |
|---|---|---|
| Best Day | 6.59% | 9.33% |
| Worst Day | -3.49% | -9.32% |
| Best Week | 8.82% | 35.75% |
| Worst Week | -4.84% | -29.64% |
| Best Month | 7.9% | 43.77% |
| Worst Month | -4.84% | -37.12% |
| Best Year | 16.2% | 155.54% |
| Worst Year | -11.5% | -53.69% |
| Avg. Up Day | 0.94% | 0.98% |
| Avg. Down Day | -0.69% | -0.76% |
| Avg. Up Week | 2.84% | 6.33% |
| Avg. Down Week | -1.47% | -4.6% |
| Avg. Up Month | 2.75% | 18.19% |
| Avg. Down Month | -1.69% | -9.67% |
| Win Days % | 37.56% | 51.27% |
| Win Month % | 38.89% | 61.9% |
| Win Week % | 39.62% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |