| Metric | 11385201:btcusd:triple_med_gx:lsma90_80 | 11385201:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 26.83% | 196.5% |
| Max Drawdown | -9.24% | -67.18% |
| Sharpe | 0.36 | 0.44 |
| Sortino | 0.62 | 0.64 |
| Payoff Ratio | 1.35 | 1.24 |
| Profit Factor | 1.35 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.86 | 0.68 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 115.4 | 2.66 |
| Outlier Loss Ratio | 3.85 | 2.59 |
| Volatility (ann.) | 5.24% | 26.35% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.8 | 0.57 |
| Skew | 5.22 | 0.2 |
| Kurtosis | 221.6 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.69% |
| Expected Yearly % | 6.12% | 31.22% |
| Kelly Criterion | 7.7% | 12.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.24% |
| Expected Shortfall (cVaR) | -0.45% | -2.24% |
| Year | 11385201:BTCUSD | 11385201:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 8.29 | -0.15 | + |
| 2023 | 155.54 | 4.69 | 0.03 | - |
| 2024 | 121.00 | 19.86 | 0.16 | - |
| 2025 | 17.02 | -6.65 | -0.39 | - |
| Metric | 11385201:btcusd:triple_med_gx:lsma90_80 | 11385201:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.0% | 31.76% |
| 6M | -4.23% | 12.25% |
| YTD | -6.65% | 17.02% |
| 1Y | 6.07% | 57.19% |
| 3Y (ann.) | 4.0% | 55.42% |
| 5Y (ann.) | 7.35% | 38.32% |
| Metric | 11385201:btcusd:triple_med_gx:lsma90_80 | 11385201:BTCUSD |
|---|---|---|
| Max Drawdown | -9.24% | -67.18% |
| Longest DD Days | 646.0 | 683.0 |
| Avg. Drawdown | -2.93% | -6.97% |
| Avg. Drawdown Days | 100.0 | 36.0 |
| Recovery Factor | 2.9 | 2.93 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2024-02-01 | -9.24 | 646 |
| 2024-12-16 | 2025-06-11 | -8.74 | 176 |
| 2024-02-02 | 2024-05-03 | -6.43 | 91 |
| 2024-08-20 | 2024-09-17 | -2.24 | 28 |
| 2024-09-17 | 2024-11-10 | -1.68 | 53 |
| 2022-03-22 | 2022-03-23 | -1.58 | 1 |
| 2024-05-04 | 2024-08-19 | -0.97 | 107 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2024-12-16 | 2024-12-16 | -0.18 | 0 |
| 2022-03-07 | 2022-03-08 | -0.18 | 0 |
| Metric | 11385201:btcusd:triple_med_gx:lsma90_80 | 11385201:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 8.86% | 35.75% |
| Worst Week | -6.93% | -29.64% |
| Best Month | 13.45% | 43.77% |
| Worst Month | -6.93% | -37.12% |
| Best Year | 19.86% | 155.54% |
| Worst Year | -6.65% | -55.14% |
| Avg. Up Day | 0.9% | 0.93% |
| Avg. Down Day | -0.67% | -0.75% |
| Avg. Up Week | 2.28% | 9.13% |
| Avg. Down Week | -2.64% | -5.61% |
| Avg. Up Month | 3.5% | 17.13% |
| Avg. Down Month | -1.89% | -15.79% |
| Win Days % | 46.98% | 51.33% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 60.53% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |