| Metric | 11384683:btcusd:triple_med_gx:lsma90_80 | 11384683:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 38.66% | 206.05% |
| Max Drawdown | -12.27% | -67.18% |
| Sharpe | 0.49 | 0.44 |
| Sortino | 0.87 | 0.65 |
| Payoff Ratio | 1.5 | 1.2 |
| Profit Factor | 1.43 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.97 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 104.64 | 2.78 |
| Outlier Loss Ratio | 4.13 | 2.58 |
| Volatility (ann.) | 5.23% | 26.45% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.83 | 0.58 |
| Skew | 5.82 | 0.2 |
| Kurtosis | 177.71 | 6.31 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.78% | 2.7% |
| Expected Yearly % | 8.51% | 32.27% |
| Kelly Criterion | 8.35% | 10.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.25% |
| Expected Shortfall (cVaR) | -0.44% | -2.25% |
| Year | 11384683:BTCUSD | 11384683:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 5.64 | -0.11 | + |
| 2023 | 155.54 | 3.02 | 0.02 | - |
| 2024 | 121.00 | 20.60 | 0.17 | - |
| 2025 | 17.02 | 5.65 | 0.33 | - |
| Metric | 11384683:btcusd:triple_med_gx:lsma90_80 | 11384683:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.34% | 31.76% |
| 6M | 2.23% | 12.25% |
| YTD | 5.65% | 17.02% |
| 1Y | 14.35% | 57.19% |
| 3Y (ann.) | 10.41% | 55.42% |
| 5Y (ann.) | 10.14% | 39.18% |
| Metric | 11384683:btcusd:triple_med_gx:lsma90_80 | 11384683:BTCUSD |
|---|---|---|
| Max Drawdown | -12.27% | -67.18% |
| Longest DD Days | 599.0 | 683.0 |
| Avg. Drawdown | -2.42% | -6.21% |
| Avg. Drawdown Days | 52.0 | 29.0 |
| Recovery Factor | 3.15 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-03-11 | -12.27 | 599 |
| 2024-05-18 | 2024-08-23 | -7.13 | 97 |
| 2022-07-05 | 2022-07-18 | -4.74 | 12 |
| 2024-12-20 | 2025-03-30 | -4.74 | 100 |
| 2022-05-31 | 2022-07-04 | -4.01 | 34 |
| 2022-02-16 | 2022-05-30 | -3.78 | 103 |
| 2024-08-25 | 2024-09-26 | -2.95 | 32 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2025-03-30 | 2025-05-19 | -1.72 | 50 |
| 2024-05-01 | 2024-05-02 | -1.30 | 0 |
| Metric | 11384683:btcusd:triple_med_gx:lsma90_80 | 11384683:BTCUSD |
|---|---|---|
| Best Day | 6.59% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 10.28% | 35.75% |
| Worst Week | -5.06% | -29.64% |
| Best Month | 11.63% | 43.77% |
| Worst Month | -5.06% | -37.12% |
| Best Year | 20.6% | 155.54% |
| Worst Year | 3.02% | -53.69% |
| Avg. Up Day | 0.96% | 1.01% |
| Avg. Down Day | -0.64% | -0.84% |
| Avg. Up Week | 2.96% | 7.48% |
| Avg. Down Week | -1.59% | -5.63% |
| Avg. Up Month | 2.72% | 13.57% |
| Avg. Down Month | -2.11% | -11.65% |
| Win Days % | 45.08% | 51.27% |
| Win Month % | 58.33% | 61.9% |
| Win Week % | 56.36% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |