| Metric | 11385250:btcusd:triple_med_gx:lsma90_80 | 11385250:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 13.29% | 162.54% |
| Max Drawdown | -12.7% | -67.18% |
| Sharpe | 0.2 | 0.41 |
| Sortino | 0.35 | 0.59 |
| Payoff Ratio | 1.45 | 1.34 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.71 | 0.74 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 127.84 | 2.64 |
| Outlier Loss Ratio | 3.61 | 2.59 |
| Volatility (ann.) | 5.3% | 26.29% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.3 | 0.5 |
| Skew | 6.5 | 0.18 |
| Kurtosis | 281.84 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.3% | 2.38% |
| Expected Yearly % | 3.17% | 27.29% |
| Kelly Criterion | 0.6% | 15.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -2.23% |
| Expected Shortfall (cVaR) | -0.45% | -2.23% |
| Year | 11385250:BTCUSD | 11385250:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 3.40 | -0.06 | + |
| 2023 | 155.54 | 3.61 | 0.02 | - |
| 2024 | 121.00 | 18.25 | 0.15 | - |
| 2025 | 17.02 | -10.58 | -0.62 | - |
| Metric | 11385250:btcusd:triple_med_gx:lsma90_80 | 11385250:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.24% | 31.76% |
| 6M | -10.58% | 12.25% |
| YTD | -10.58% | 17.02% |
| 1Y | -6.05% | 57.19% |
| 3Y (ann.) | 4.56% | 55.42% |
| 5Y (ann.) | 3.8% | 33.45% |
| Metric | 11385250:btcusd:triple_med_gx:lsma90_80 | 11385250:BTCUSD |
|---|---|---|
| Max Drawdown | -12.7% | -67.18% |
| Longest DD Days | 575.0 | 683.0 |
| Avg. Drawdown | -4.28% | -7.17% |
| Avg. Drawdown Days | 110.0 | 37.0 |
| Recovery Factor | 1.05 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-05 | 2024-05-02 | -12.70 | 575 |
| 2025-01-07 | 2025-06-11 | -11.97 | 154 |
| 2022-03-09 | 2022-09-09 | -8.65 | 183 |
| 2024-08-20 | 2024-09-17 | -3.85 | 28 |
| 2024-09-17 | 2024-11-10 | -2.83 | 53 |
| 2022-03-08 | 2022-03-09 | -1.06 | 0 |
| 2024-05-04 | 2024-08-20 | -0.85 | 107 |
| 2024-05-03 | 2024-05-03 | -0.44 | 0 |
| 2024-05-02 | 2024-05-03 | -0.23 | 0 |
| 2022-10-04 | 2022-10-04 | -0.18 | 0 |
| Metric | 11385250:btcusd:triple_med_gx:lsma90_80 | 11385250:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 9.67% | 35.75% |
| Worst Week | -4.28% | -29.64% |
| Best Month | 9.93% | 43.77% |
| Worst Month | -4.28% | -37.12% |
| Best Year | 18.25% | 155.54% |
| Worst Year | -10.58% | -60.27% |
| Avg. Up Day | 1.08% | 1.1% |
| Avg. Down Day | -0.74% | -0.82% |
| Avg. Up Week | 2.56% | 8.87% |
| Avg. Down Week | -2.2% | -5.01% |
| Avg. Up Month | 2.97% | 23.91% |
| Avg. Down Month | -1.46% | -11.21% |
| Win Days % | 41.12% | 51.29% |
| Win Month % | 46.67% | 60.98% |
| Win Week % | 52.63% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |