| Metric | 11384795:btcusd:triple_med_gx:lsma90_80 | 11384795:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 31.97% | 206.05% |
| Max Drawdown | -14.08% | -67.18% |
| Sharpe | 0.37 | 0.44 |
| Sortino | 0.64 | 0.65 |
| Payoff Ratio | 1.44 | 1.24 |
| Profit Factor | 1.29 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.79 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 90.74 | 2.89 |
| Outlier Loss Ratio | 4.3 | 2.75 |
| Volatility (ann.) | 6.0% | 26.45% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.61 | 0.58 |
| Skew | 5.3 | 0.2 |
| Kurtosis | 155.02 | 6.31 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.7% |
| Expected Yearly % | 7.18% | 32.27% |
| Kelly Criterion | 3.09% | 11.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.25% |
| Expected Shortfall (cVaR) | -0.51% | -2.25% |
| Year | 11384795:BTCUSD | 11384795:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 11.56 | -0.22 | + |
| 2023 | 155.54 | -8.55 | -0.05 | - |
| 2024 | 121.00 | 31.76 | 0.26 | - |
| 2025 | 17.02 | -1.84 | -0.11 | - |
| Metric | 11384795:btcusd:triple_med_gx:lsma90_80 | 11384795:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.03% | 31.76% |
| 6M | -0.98% | 12.25% |
| YTD | -1.84% | 17.02% |
| 1Y | 11.51% | 57.19% |
| 3Y (ann.) | 8.0% | 55.42% |
| 5Y (ann.) | 8.54% | 39.18% |
| Metric | 11384795:btcusd:triple_med_gx:lsma90_80 | 11384795:BTCUSD |
|---|---|---|
| Max Drawdown | -14.08% | -67.18% |
| Longest DD Days | 588.0 | 683.0 |
| Avg. Drawdown | -2.83% | -6.21% |
| Avg. Drawdown Days | 55.0 | 29.0 |
| Recovery Factor | 2.27 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-10 | 2024-05-20 | -14.08 | 588 |
| 2024-12-20 | 2025-06-11 | -6.32 | 173 |
| 2022-07-30 | 2022-09-09 | -5.92 | 40 |
| 2022-05-31 | 2022-07-19 | -5.73 | 48 |
| 2022-07-20 | 2022-07-30 | -4.75 | 10 |
| 2022-01-24 | 2022-01-24 | -4.42 | 0 |
| 2022-03-11 | 2022-05-02 | -3.56 | 51 |
| 2024-05-21 | 2024-07-15 | -3.28 | 55 |
| 2024-08-24 | 2024-09-26 | -3.07 | 33 |
| 2022-02-17 | 2022-03-11 | -1.94 | 22 |
| Metric | 11384795:btcusd:triple_med_gx:lsma90_80 | 11384795:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 9.83% | 35.75% |
| Worst Week | -3.66% | -29.64% |
| Best Month | 9.83% | 43.77% |
| Worst Month | -3.8% | -37.12% |
| Best Year | 31.76% | 155.54% |
| Worst Year | -8.55% | -53.69% |
| Avg. Up Day | 0.96% | 1.0% |
| Avg. Down Day | -0.67% | -0.8% |
| Avg. Up Week | 2.7% | 7.19% |
| Avg. Down Week | -0.9% | -5.61% |
| Avg. Up Month | 2.87% | 16.56% |
| Avg. Down Month | -1.56% | -16.15% |
| Win Days % | 42.86% | 51.27% |
| Win Month % | 45.0% | 61.9% |
| Win Week % | 41.43% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |