| Metric | 11384740:btcusd:triple_med_gx:lsma90_80 | 11384740:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 30.62% | 206.05% |
| Max Drawdown | -7.34% | -67.18% |
| Sharpe | 0.39 | 0.44 |
| Sortino | 0.67 | 0.65 |
| Payoff Ratio | 1.45 | 1.29 |
| Profit Factor | 1.3 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.82 | 0.71 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 97.31 | 2.86 |
| Outlier Loss Ratio | 4.23 | 2.71 |
| Volatility (ann.) | 5.48% | 26.45% |
| R^2 | 0.04 | 0.04 |
| Calmar | 1.12 | 0.58 |
| Skew | 5.14 | 0.2 |
| Kurtosis | 133.24 | 6.31 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.7% |
| Expected Yearly % | 6.91% | 32.27% |
| Kelly Criterion | 4.45% | 13.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.25% |
| Expected Shortfall (cVaR) | -0.47% | -2.25% |
| Year | 11384740:BTCUSD | 11384740:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 7.38 | -0.14 | + |
| 2023 | 155.54 | 5.94 | 0.04 | - |
| 2024 | 121.00 | 18.54 | 0.15 | - |
| 2025 | 17.02 | -3.13 | -0.18 | - |
| Metric | 11384740:btcusd:triple_med_gx:lsma90_80 | 11384740:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.3% | 31.76% |
| 6M | -1.74% | 12.25% |
| YTD | -3.13% | 17.02% |
| 1Y | 10.56% | 57.19% |
| 3Y (ann.) | 7.19% | 55.42% |
| 5Y (ann.) | 8.21% | 39.18% |
| Metric | 11384740:btcusd:triple_med_gx:lsma90_80 | 11384740:BTCUSD |
|---|---|---|
| Max Drawdown | -7.34% | -67.18% |
| Longest DD Days | 207.0 | 683.0 |
| Avg. Drawdown | -2.32% | -6.21% |
| Avg. Drawdown Days | 39.0 | 29.0 |
| Recovery Factor | 4.17 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-06-11 | -7.34 | 134 |
| 2022-08-19 | 2023-03-14 | -6.90 | 207 |
| 2022-02-16 | 2022-05-30 | -6.69 | 103 |
| 2022-07-20 | 2022-08-10 | -5.79 | 21 |
| 2022-07-05 | 2022-07-19 | -4.38 | 14 |
| 2023-09-08 | 2024-02-11 | -4.32 | 156 |
| 2022-05-31 | 2022-07-04 | -4.18 | 34 |
| 2023-03-26 | 2023-06-06 | -3.53 | 71 |
| 2024-06-27 | 2024-07-15 | -3.40 | 17 |
| 2024-02-11 | 2024-05-18 | -2.98 | 96 |
| Metric | 11384740:btcusd:triple_med_gx:lsma90_80 | 11384740:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 7.85% | 35.75% |
| Worst Week | -3.13% | -29.64% |
| Best Month | 10.54% | 43.77% |
| Worst Month | -4.75% | -37.12% |
| Best Year | 18.54% | 155.54% |
| Worst Year | -3.13% | -53.69% |
| Avg. Up Day | 0.95% | 0.99% |
| Avg. Down Day | -0.66% | -0.77% |
| Avg. Up Week | 2.29% | 6.97% |
| Avg. Down Week | -1.22% | -7.08% |
| Avg. Up Month | 2.68% | 18.81% |
| Avg. Down Month | -2.11% | -11.83% |
| Win Days % | 43.42% | 51.27% |
| Win Month % | 53.85% | 61.9% |
| Win Week % | 52.31% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |