| Metric | 11385225:btcusd:triple_med_gx:lsma90_80 | 11385225:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 34.81% | 162.58% |
| Max Drawdown | -10.74% | -67.18% |
| Sharpe | 0.46 | 0.41 |
| Sortino | 0.88 | 0.59 |
| Payoff Ratio | 1.54 | 1.36 |
| Profit Factor | 1.48 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.05 | 0.74 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 115.98 | 2.68 |
| Outlier Loss Ratio | 4.0 | 2.56 |
| Volatility (ann.) | 5.15% | 26.28% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.87 | 0.5 |
| Skew | 8.89 | 0.18 |
| Kurtosis | 251.59 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.73% | 2.38% |
| Expected Yearly % | 7.75% | 27.3% |
| Kelly Criterion | 11.04% | 15.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.23% |
| Expected Shortfall (cVaR) | -0.44% | -2.23% |
| Year | 11385225:BTCUSD | 11385225:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 9.04 | -0.15 | + |
| 2023 | 155.54 | 7.91 | 0.05 | - |
| 2024 | 121.00 | 23.94 | 0.20 | - |
| 2025 | 17.02 | -7.57 | -0.44 | - |
| Metric | 11385225:btcusd:triple_med_gx:lsma90_80 | 11385225:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.68% | 31.76% |
| 6M | -7.29% | 12.25% |
| YTD | -7.57% | 17.02% |
| 1Y | 0.47% | 57.19% |
| 3Y (ann.) | 6.04% | 55.42% |
| 5Y (ann.) | 9.33% | 33.42% |
| Metric | 11385225:btcusd:triple_med_gx:lsma90_80 | 11385225:BTCUSD |
|---|---|---|
| Max Drawdown | -10.74% | -67.18% |
| Longest DD Days | 425.0 | 683.0 |
| Avg. Drawdown | -2.12% | -6.97% |
| Avg. Drawdown Days | 53.0 | 36.0 |
| Recovery Factor | 3.24 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-05 | 2023-12-04 | -10.74 | 425 |
| 2024-12-17 | 2025-06-11 | -7.74 | 176 |
| 2022-05-25 | 2022-10-04 | -6.64 | 132 |
| 2024-08-20 | 2024-09-17 | -3.80 | 28 |
| 2022-03-09 | 2022-03-24 | -3.12 | 14 |
| 2024-09-17 | 2024-11-10 | -1.68 | 53 |
| 2024-05-02 | 2024-05-02 | -1.12 | 0 |
| 2024-02-02 | 2024-04-05 | -0.92 | 63 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2024-05-04 | 2024-08-19 | -0.85 | 107 |
| Metric | 11385225:btcusd:triple_med_gx:lsma90_80 | 11385225:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 8.58% | 35.75% |
| Worst Week | -6.08% | -29.64% |
| Best Month | 9.8% | 43.77% |
| Worst Month | -6.08% | -37.12% |
| Best Year | 23.94% | 155.54% |
| Worst Year | -7.57% | -60.27% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.63% | -0.73% |
| Avg. Up Week | 2.52% | 9.25% |
| Avg. Down Week | -2.37% | -6.14% |
| Avg. Up Month | 3.91% | 17.72% |
| Avg. Down Month | -0.64% | -17.75% |
| Win Days % | 46.12% | 51.28% |
| Win Month % | 58.06% | 60.98% |
| Win Week % | 62.16% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |