| Metric | 11386141:btcusd:triple_med_gx:lsma90_85 | 11386141:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 23.07% | 206.05% |
| Max Drawdown | -11.77% | -67.18% |
| Sharpe | 0.41 | 0.44 |
| Sortino | 0.89 | 0.65 |
| Payoff Ratio | 2.02 | 1.42 |
| Profit Factor | 1.48 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.09 | 0.78 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 163.01 | 2.51 |
| Outlier Loss Ratio | 5.18 | 2.45 |
| Volatility (ann.) | 3.92% | 26.45% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.54 | 0.58 |
| Skew | 13.07 | 0.2 |
| Kurtosis | 364.88 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.5% | 2.7% |
| Expected Yearly % | 5.33% | 32.27% |
| Kelly Criterion | 4.95% | 16.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -2.25% |
| Expected Shortfall (cVaR) | -0.33% | -2.25% |
| Year | 11386141:BTCUSD | 11386141:btcusd:triple_med_gx:lsma90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 9.98 | -0.19 | + |
| 2023 | 155.54 | -7.88 | -0.05 | - |
| 2024 | 121.00 | 19.03 | 0.16 | - |
| 2025 | 17.02 | 2.05 | 0.12 | - |
| Metric | 11386141:btcusd:triple_med_gx:lsma90_85 | 11386141:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.05% | 31.76% |
| 6M | 2.05% | 12.25% |
| YTD | 2.05% | 17.02% |
| 1Y | 7.19% | 57.19% |
| 3Y (ann.) | 5.36% | 55.42% |
| 5Y (ann.) | 6.33% | 39.18% |
| Metric | 11386141:btcusd:triple_med_gx:lsma90_85 | 11386141:BTCUSD |
|---|---|---|
| Max Drawdown | -11.77% | -67.18% |
| Longest DD Days | 560.0 | 683.0 |
| Avg. Drawdown | -2.35% | -6.21% |
| Avg. Drawdown Days | 88.0 | 29.0 |
| Recovery Factor | 1.96 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-07 | 2024-05-20 | -11.77 | 560 |
| 2022-07-20 | 2022-09-09 | -6.20 | 50 |
| 2025-01-16 | 2025-06-11 | -2.31 | 146 |
| 2022-02-16 | 2022-05-02 | -2.30 | 74 |
| 2024-05-29 | 2024-07-12 | -1.76 | 44 |
| 2024-07-15 | 2024-09-26 | -1.20 | 73 |
| 2024-07-12 | 2024-07-14 | -1.17 | 2 |
| 2024-09-27 | 2025-01-15 | -0.72 | 110 |
| 2022-07-05 | 2022-07-05 | -0.18 | 0 |
| 2022-07-20 | 2022-07-20 | -0.18 | 0 |
| Metric | 11386141:btcusd:triple_med_gx:lsma90_85 | 11386141:BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -3.5% | -9.32% |
| Best Week | 9.6% | 35.75% |
| Worst Week | -3.18% | -29.64% |
| Best Month | 12.15% | 43.77% |
| Worst Month | -2.33% | -37.12% |
| Best Year | 19.03% | 155.54% |
| Worst Year | -7.88% | -53.69% |
| Avg. Up Day | 1.08% | 1.14% |
| Avg. Down Day | -0.53% | -0.8% |
| Avg. Up Week | 2.74% | 7.67% |
| Avg. Down Week | -0.97% | -4.55% |
| Avg. Up Month | 3.39% | 12.65% |
| Avg. Down Month | -0.62% | -10.63% |
| Win Days % | 36.47% | 51.27% |
| Win Month % | 41.18% | 61.9% |
| Win Week % | 40.74% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |