| Metric | 11385590:btcusd:triple_med_gx:lsma90_85 | 11385590:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 9.37% | 206.05% |
| Max Drawdown | -8.28% | -67.18% |
| Sharpe | 0.22 | 0.44 |
| Sortino | 0.42 | 0.65 |
| Payoff Ratio | 1.87 | 1.56 |
| Profit Factor | 1.25 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.81 | 0.86 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 215.98 | 2.44 |
| Outlier Loss Ratio | 5.7 | 2.45 |
| Volatility (ann.) | 3.27% | 26.45% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.32 | 0.58 |
| Skew | 12.54 | 0.2 |
| Kurtosis | 461.35 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.21% | 2.7% |
| Expected Yearly % | 2.26% | 32.27% |
| Kelly Criterion | -0.31% | 20.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.28% | -2.25% |
| Expected Shortfall (cVaR) | -0.28% | -2.25% |
| Year | 11385590:BTCUSD | 11385590:btcusd:triple_med_gx:lsma90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 16.26 | -0.30 | + |
| 2023 | 155.54 | -3.61 | -0.02 | - |
| 2024 | 121.00 | 1.32 | 0.01 | - |
| 2025 | 17.02 | -3.67 | -0.22 | - |
| Metric | 11385590:btcusd:triple_med_gx:lsma90_85 | 11385590:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.36% | 31.76% |
| 6M | -3.67% | 12.25% |
| YTD | -3.67% | 17.02% |
| 1Y | -6.73% | 57.19% |
| 3Y (ann.) | 3.59% | 55.42% |
| 5Y (ann.) | 2.68% | 39.18% |
| Metric | 11385590:btcusd:triple_med_gx:lsma90_85 | 11385590:BTCUSD |
|---|---|---|
| Max Drawdown | -8.28% | -67.18% |
| Longest DD Days | 977.0 | 683.0 |
| Avg. Drawdown | -2.44% | -6.21% |
| Avg. Drawdown Days | 189.0 | 29.0 |
| Recovery Factor | 1.13 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-08 | 2025-06-11 | -8.28 | 977 |
| 2022-03-11 | 2022-07-04 | -4.23 | 114 |
| 2022-01-26 | 2022-03-11 | -1.23 | 44 |
| 2022-09-08 | 2022-09-08 | -0.55 | 0 |
| 2022-09-07 | 2022-09-07 | -0.18 | 0 |
| 2022-08-10 | 2022-08-10 | -0.18 | 0 |
| Metric | 11385590:btcusd:triple_med_gx:lsma90_85 | 11385590:BTCUSD |
|---|---|---|
| Best Day | 6.08% | 9.33% |
| Worst Day | -2.94% | -9.32% |
| Best Week | 7.68% | 35.75% |
| Worst Week | -2.88% | -29.64% |
| Best Month | 7.68% | 43.77% |
| Worst Month | -3.62% | -37.12% |
| Best Year | 16.26% | 155.54% |
| Worst Year | -3.67% | -53.69% |
| Avg. Up Day | 0.89% | 0.95% |
| Avg. Down Day | -0.47% | -0.61% |
| Avg. Up Week | 2.47% | 5.98% |
| Avg. Down Week | -0.76% | -3.53% |
| Avg. Up Month | 2.43% | 30.47% |
| Avg. Down Month | -0.76% | -10.65% |
| Win Days % | 34.59% | 51.27% |
| Win Month % | 38.71% | 61.9% |
| Win Week % | 36.96% | 51.11% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 50.0% | 75.0% |