| Metric | 11386591:btcusd:triple_med_gx:lsma90_85 | 11386591:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 10.67% | 196.5% |
| Max Drawdown | -13.81% | -67.18% |
| Sharpe | 0.23 | 0.44 |
| Sortino | 0.48 | 0.64 |
| Payoff Ratio | 1.47 | 1.22 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.79 | 0.67 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 218.41 | 2.42 |
| Outlier Loss Ratio | 4.88 | 2.45 |
| Volatility (ann.) | 3.49% | 26.35% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.22 | 0.57 |
| Skew | 16.59 | 0.2 |
| Kurtosis | 607.49 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.25% | 2.69% |
| Expected Yearly % | 2.57% | 31.22% |
| Kelly Criterion | 1.22% | 11.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.24% |
| Expected Shortfall (cVaR) | -0.3% | -2.24% |
| Year | 11386591:BTCUSD | 11386591:btcusd:triple_med_gx:lsma90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 11.94 | -0.22 | + |
| 2023 | 155.54 | -5.67 | -0.04 | - |
| 2024 | 121.00 | 10.02 | 0.08 | - |
| 2025 | 17.02 | -4.74 | -0.28 | - |
| Metric | 11386591:btcusd:triple_med_gx:lsma90_85 | 11386591:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.91% | 31.76% |
| 6M | -5.36% | 12.25% |
| YTD | -4.74% | 17.02% |
| 1Y | 1.79% | 57.19% |
| 3Y (ann.) | -1.35% | 55.42% |
| 5Y (ann.) | 3.07% | 38.32% |
| Metric | 11386591:btcusd:triple_med_gx:lsma90_85 | 11386591:BTCUSD |
|---|---|---|
| Max Drawdown | -13.81% | -67.18% |
| Longest DD Days | 1076.0 | 683.0 |
| Avg. Drawdown | -2.61% | -6.97% |
| Avg. Drawdown Days | 179.0 | 36.0 |
| Recovery Factor | 0.77 | 2.93 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-01 | 2025-06-11 | -13.81 | 1076 |
| 2022-03-08 | 2022-03-09 | -1.06 | 0 |
| 2022-03-24 | 2022-03-24 | -0.27 | 0 |
| 2022-04-26 | 2022-04-27 | -0.18 | 0 |
| 2022-05-24 | 2022-05-24 | -0.18 | 0 |
| 2022-06-30 | 2022-06-30 | -0.18 | 0 |
| Metric | 11386591:btcusd:triple_med_gx:lsma90_85 | 11386591:BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -2.97% | -9.32% |
| Best Week | 5.84% | 35.75% |
| Worst Week | -2.75% | -29.64% |
| Best Month | 9.28% | 43.77% |
| Worst Month | -3.02% | -37.12% |
| Best Year | 11.94% | 155.54% |
| Worst Year | -5.67% | -55.14% |
| Avg. Up Day | 0.82% | 0.87% |
| Avg. Down Day | -0.55% | -0.72% |
| Avg. Up Week | 2.04% | 7.75% |
| Avg. Down Week | -1.06% | -4.76% |
| Avg. Up Month | 3.27% | 13.59% |
| Avg. Down Month | -0.95% | -6.33% |
| Win Days % | 41.13% | 51.33% |
| Win Month % | 40.62% | 60.98% |
| Win Week % | 43.59% | 50.84% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |