| Metric | 11386546:btcusd:triple_med_gx:lsma90_85 | 11386546:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 14.36% | 183.93% |
| Max Drawdown | -11.34% | -67.18% |
| Sharpe | 0.3 | 0.43 |
| Sortino | 0.54 | 0.62 |
| Payoff Ratio | 1.72 | 1.52 |
| Profit Factor | 1.32 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.89 | 0.84 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 179.23 | 2.47 |
| Outlier Loss Ratio | 4.55 | 2.45 |
| Volatility (ann.) | 3.56% | 26.34% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.36 | 0.54 |
| Skew | 6.44 | 0.2 |
| Kurtosis | 204.61 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.33% | 2.58% |
| Expected Yearly % | 3.41% | 29.81% |
| Kelly Criterion | 3.68% | 19.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.24% |
| Expected Shortfall (cVaR) | -0.3% | -2.24% |
| Year | 11386546:BTCUSD | 11386546:btcusd:triple_med_gx:lsma90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 2.79 | -0.05 | + |
| 2023 | 155.54 | -7.80 | -0.05 | - |
| 2024 | 121.00 | 25.04 | 0.21 | - |
| 2025 | 17.02 | -3.49 | -0.21 | - |
| Metric | 11386546:btcusd:triple_med_gx:lsma90_85 | 11386546:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.28% | 31.76% |
| 6M | -1.89% | 12.25% |
| YTD | -3.49% | 17.02% |
| 1Y | 6.07% | 57.19% |
| 3Y (ann.) | 3.79% | 55.42% |
| 5Y (ann.) | 4.08% | 36.44% |
| Metric | 11386546:btcusd:triple_med_gx:lsma90_85 | 11386546:BTCUSD |
|---|---|---|
| Max Drawdown | -11.34% | -67.18% |
| Longest DD Days | 547.0 | 683.0 |
| Avg. Drawdown | -2.12% | -6.73% |
| Avg. Drawdown Days | 68.0 | 34.0 |
| Recovery Factor | 1.27 | 2.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-05 | 2024-04-04 | -11.34 | 547 |
| 2025-01-07 | 2025-06-11 | -4.19 | 154 |
| 2022-07-30 | 2022-10-04 | -3.96 | 66 |
| 2024-04-04 | 2024-05-15 | -3.22 | 41 |
| 2022-02-05 | 2022-03-24 | -2.31 | 47 |
| 2022-07-16 | 2022-07-30 | -1.67 | 13 |
| 2024-12-16 | 2024-12-16 | -1.38 | 0 |
| 2024-05-16 | 2024-09-02 | -1.15 | 109 |
| 2022-06-30 | 2022-07-16 | -0.97 | 16 |
| 2022-04-26 | 2022-05-24 | -0.66 | 28 |
| Metric | 11386546:btcusd:triple_med_gx:lsma90_85 | 11386546:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -3.68% | -9.32% |
| Best Week | 5.22% | 35.75% |
| Worst Week | -4.05% | -29.64% |
| Best Month | 5.22% | 43.77% |
| Worst Month | -4.16% | -37.12% |
| Best Year | 25.04% | 155.54% |
| Worst Year | -7.8% | -57.04% |
| Avg. Up Day | 0.97% | 1.03% |
| Avg. Down Day | -0.56% | -0.68% |
| Avg. Up Week | 1.95% | 9.81% |
| Avg. Down Week | -1.29% | -5.37% |
| Avg. Up Month | 2.01% | 16.17% |
| Avg. Down Month | -0.66% | -15.34% |
| Win Days % | 39.1% | 51.31% |
| Win Month % | 51.43% | 60.98% |
| Win Week % | 46.81% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |