| Metric | 11385156:btcusd:triple_med_gx:lsma90_80 | 11385156:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 29.32% | 208.37% |
| Max Drawdown | -14.36% | -67.18% |
| Sharpe | 0.39 | 0.44 |
| Sortino | 0.67 | 0.64 |
| Payoff Ratio | 1.5 | 1.33 |
| Profit Factor | 1.31 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.85 | 0.73 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 107.23 | 2.87 |
| Outlier Loss Ratio | 4.1 | 2.68 |
| Volatility (ann.) | 5.05% | 26.11% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.54 | 0.57 |
| Skew | 3.82 | 0.2 |
| Kurtosis | 115.8 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.72% |
| Expected Yearly % | 6.64% | 32.52% |
| Kelly Criterion | 5.44% | 14.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.22% |
| Expected Shortfall (cVaR) | -0.43% | -2.22% |
| Year | 11385156:BTCUSD | 11385156:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 7.42 | -0.13 | + |
| 2023 | 155.54 | -2.55 | -0.02 | - |
| 2024 | 121.00 | 33.34 | 0.28 | - |
| 2025 | 27.10 | -7.35 | -0.27 | - |
| Metric | 11385156:btcusd:triple_med_gx:lsma90_80 | 11385156:BTCUSD |
|---|---|---|
| MTD | 2.45% | 10.71% |
| 3M | 0.47% | 41.88% |
| 6M | 1.16% | 22.91% |
| YTD | -7.35% | 27.1% |
| 1Y | 3.56% | 82.29% |
| 3Y (ann.) | 4.24% | 77.48% |
| 5Y (ann.) | 7.72% | 38.5% |
| Metric | 11385156:btcusd:triple_med_gx:lsma90_80 | 11385156:BTCUSD |
|---|---|---|
| Max Drawdown | -14.36% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -2.89% | -6.54% |
| Avg. Drawdown Days | 74.0 | 33.0 |
| Recovery Factor | 2.04 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-05-03 | -14.36 | 642 |
| 2025-01-06 | 2025-07-17 | -10.79 | 191 |
| 2024-05-16 | 2024-11-10 | -6.07 | 178 |
| 2022-03-06 | 2022-03-24 | -2.86 | 17 |
| 2024-05-14 | 2024-05-15 | -2.38 | 1 |
| 2022-07-16 | 2022-07-30 | -1.67 | 13 |
| 2022-06-29 | 2022-07-16 | -1.43 | 17 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2022-02-05 | 2022-03-06 | -0.86 | 28 |
| 2022-04-26 | 2022-05-24 | -0.66 | 27 |
| Metric | 11385156:btcusd:triple_med_gx:lsma90_80 | 11385156:BTCUSD |
|---|---|---|
| Best Day | 4.32% | 9.33% |
| Worst Day | -4.11% | -9.32% |
| Best Week | 8.58% | 35.75% |
| Worst Week | -8.42% | -29.64% |
| Best Month | 15.21% | 43.77% |
| Worst Month | -8.42% | -37.12% |
| Best Year | 33.34% | 155.54% |
| Worst Year | -7.35% | -57.04% |
| Avg. Up Day | 0.98% | 1.01% |
| Avg. Down Day | -0.65% | -0.76% |
| Avg. Up Week | 2.72% | 8.76% |
| Avg. Down Week | -2.17% | -5.59% |
| Avg. Up Month | 3.33% | 14.84% |
| Avg. Down Month | -1.47% | -12.44% |
| Win Days % | 43.22% | 51.32% |
| Win Month % | 55.26% | 61.9% |
| Win Week % | 51.85% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |