| Metric | 11385136:btcusd:triple_med_gx:lsma90_80 | 11385136:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 24.58% | 188.04% |
| Max Drawdown | -16.45% | -67.18% |
| Sharpe | 0.34 | 0.43 |
| Sortino | 0.59 | 0.63 |
| Payoff Ratio | 1.47 | 1.38 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.82 | 0.76 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 107.14 | 2.76 |
| Outlier Loss Ratio | 4.01 | 2.65 |
| Volatility (ann.) | 5.12% | 26.35% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.41 | 0.55 |
| Skew | 4.43 | 0.2 |
| Kurtosis | 128.05 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.55% |
| Expected Yearly % | 5.65% | 30.28% |
| Kelly Criterion | 5.21% | 16.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.24% |
| Expected Shortfall (cVaR) | -0.44% | -2.24% |
| Year | 11385136:BTCUSD | 11385136:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 1.49 | -0.03 | + |
| 2023 | 155.54 | 2.23 | 0.01 | - |
| 2024 | 121.00 | 29.29 | 0.24 | - |
| 2025 | 17.02 | -7.13 | -0.42 | - |
| Metric | 11385136:btcusd:triple_med_gx:lsma90_80 | 11385136:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.99% | 31.76% |
| 6M | -6.0% | 12.25% |
| YTD | -7.13% | 17.02% |
| 1Y | -6.69% | 57.19% |
| 3Y (ann.) | 5.02% | 55.42% |
| 5Y (ann.) | 6.76% | 36.99% |
| Metric | 11385136:btcusd:triple_med_gx:lsma90_80 | 11385136:BTCUSD |
|---|---|---|
| Max Drawdown | -16.45% | -67.18% |
| Longest DD Days | 613.0 | 683.0 |
| Avg. Drawdown | -2.69% | -6.61% |
| Avg. Drawdown Days | 60.0 | 33.0 |
| Recovery Factor | 1.49 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-04-04 | -16.45 | 613 |
| 2024-12-16 | 2025-06-11 | -9.48 | 177 |
| 2024-07-11 | 2024-12-16 | -7.52 | 157 |
| 2022-06-28 | 2022-07-17 | -3.20 | 18 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-03-25 | 2022-04-25 | -2.15 | 31 |
| 2022-07-29 | 2022-07-30 | -1.09 | 1 |
| 2022-02-04 | 2022-03-23 | -1.02 | 47 |
| 2024-05-14 | 2024-05-15 | -0.99 | 0 |
| 2024-04-04 | 2024-05-02 | -0.91 | 27 |
| Metric | 11385136:btcusd:triple_med_gx:lsma90_80 | 11385136:BTCUSD |
|---|---|---|
| Best Day | 4.93% | 9.33% |
| Worst Day | -4.11% | -9.32% |
| Best Week | 8.79% | 35.75% |
| Worst Week | -8.05% | -29.64% |
| Best Month | 16.75% | 43.77% |
| Worst Month | -8.05% | -37.12% |
| Best Year | 29.29% | 155.54% |
| Worst Year | -7.13% | -56.42% |
| Avg. Up Day | 0.96% | 0.99% |
| Avg. Down Day | -0.65% | -0.71% |
| Avg. Up Week | 3.01% | 10.65% |
| Avg. Down Week | -2.09% | -6.11% |
| Avg. Up Month | 4.15% | 17.25% |
| Avg. Down Month | -2.04% | -13.92% |
| Win Days % | 43.51% | 51.3% |
| Win Month % | 48.57% | 61.9% |
| Win Week % | 47.06% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |