| Metric | 11386086:btcusd:triple_med_gx:lsma90_85 | 11386086:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 6.56% | 206.05% |
| Max Drawdown | -7.08% | -67.18% |
| Sharpe | 0.14 | 0.44 |
| Sortino | 0.24 | 0.65 |
| Payoff Ratio | 1.71 | 1.35 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.7 | 0.75 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 185.43 | 2.44 |
| Outlier Loss Ratio | 4.52 | 2.45 |
| Volatility (ann.) | 3.91% | 26.45% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.27 | 0.58 |
| Skew | 9.24 | 0.2 |
| Kurtosis | 372.9 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.15% | 2.7% |
| Expected Yearly % | 1.6% | 32.27% |
| Kelly Criterion | -1.81% | 15.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.25% |
| Expected Shortfall (cVaR) | -0.33% | -2.25% |
| Year | 11386086:BTCUSD | 11386086:btcusd:triple_med_gx:lsma90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | -1.63 | 0.03 | + |
| 2023 | 155.54 | 4.65 | 0.03 | - |
| 2024 | 121.00 | 9.14 | 0.08 | - |
| 2025 | 17.02 | -5.15 | -0.30 | - |
| Metric | 11386086:btcusd:triple_med_gx:lsma90_85 | 11386086:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.64% | 31.76% |
| 6M | -5.15% | 12.25% |
| YTD | -5.15% | 17.02% |
| 1Y | 2.07% | 57.19% |
| 3Y (ann.) | 2.29% | 55.42% |
| 5Y (ann.) | 1.9% | 39.18% |
| Metric | 11386086:btcusd:triple_med_gx:lsma90_85 | 11386086:BTCUSD |
|---|---|---|
| Max Drawdown | -7.08% | -67.18% |
| Longest DD Days | 321.0 | 683.0 |
| Avg. Drawdown | -2.46% | -6.21% |
| Avg. Drawdown Days | 117.0 | 29.0 |
| Recovery Factor | 0.93 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-11 | 2022-07-20 | -7.08 | 130 |
| 2024-08-26 | 2025-06-11 | -5.50 | 289 |
| 2022-07-20 | 2023-06-06 | -5.00 | 321 |
| 2023-09-08 | 2024-07-15 | -4.18 | 311 |
| 2022-02-17 | 2022-03-11 | -0.92 | 22 |
| 2024-07-26 | 2024-08-23 | -0.77 | 27 |
| 2024-08-25 | 2024-08-25 | -0.44 | 0 |
| 2023-07-02 | 2023-09-07 | -0.34 | 67 |
| 2024-08-24 | 2024-08-24 | -0.23 | 0 |
| 2022-02-16 | 2022-02-16 | -0.18 | 0 |
| Metric | 11386086:btcusd:triple_med_gx:lsma90_85 | 11386086:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 5.09% | 35.75% |
| Worst Week | -2.5% | -29.64% |
| Best Month | 5.07% | 43.77% |
| Worst Month | -3.11% | -37.12% |
| Best Year | 9.14% | 155.54% |
| Worst Year | -5.15% | -53.69% |
| Avg. Up Day | 0.98% | 1.05% |
| Avg. Down Day | -0.57% | -0.78% |
| Avg. Up Week | 1.43% | 7.73% |
| Avg. Down Week | -0.75% | -6.8% |
| Avg. Up Month | 1.85% | 15.66% |
| Avg. Down Month | -1.32% | -12.18% |
| Win Days % | 35.8% | 51.27% |
| Win Month % | 42.42% | 61.9% |
| Win Week % | 39.22% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |