| Metric | 11386720:btcusd:triple_med_gx:lsma90_85 | 11386720:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 1.06% | 145.96% |
| Max Drawdown | -5.93% | -67.18% |
| Sharpe | 0.05 | 0.39 |
| Sortino | 0.08 | 0.56 |
| Payoff Ratio | 1.61 | 1.3 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.61 | 0.71 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 359.03 | 2.39 |
| Outlier Loss Ratio | 5.35 | 2.46 |
| Volatility (ann.) | 2.27% | 26.27% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.05 | 0.46 |
| Skew | 7.35 | 0.18 |
| Kurtosis | 329.0 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.03% | 2.22% |
| Expected Yearly % | 0.26% | 25.23% |
| Kelly Criterion | -3.46% | 13.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.2% | -2.23% |
| Expected Shortfall (cVaR) | -0.2% | -2.23% |
| Year | 11386720:BTCUSD | 11386720:btcusd:triple_med_gx:lsma90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | 0.99 | -0.02 | + |
| 2023 | 155.54 | 1.21 | 0.01 | - |
| 2024 | 121.00 | -1.02 | -0.01 | - |
| 2025 | 17.02 | -0.10 | -0.01 | - |
| Metric | 11386720:btcusd:triple_med_gx:lsma90_85 | 11386720:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.42% | 31.76% |
| 6M | -0.1% | 12.25% |
| YTD | -0.1% | 17.02% |
| 1Y | -0.57% | 57.19% |
| 3Y (ann.) | -0.19% | 55.42% |
| 5Y (ann.) | 0.32% | 30.99% |
| Metric | 11386720:btcusd:triple_med_gx:lsma90_85 | 11386720:BTCUSD |
|---|---|---|
| Max Drawdown | -5.93% | -67.18% |
| Longest DD Days | 451.0 | 683.0 |
| Avg. Drawdown | -2.45% | -7.76% |
| Avg. Drawdown Days | 149.0 | 41.0 |
| Recovery Factor | 0.18 | 2.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-22 | 2025-06-11 | -5.93 | 293 |
| 2023-05-28 | 2024-08-21 | -3.47 | 451 |
| 2022-05-01 | 2022-10-06 | -3.05 | 157 |
| 2022-10-27 | 2023-03-17 | -2.70 | 141 |
| 2022-03-11 | 2022-03-11 | -1.65 | 0 |
| 2022-03-10 | 2022-03-10 | -0.18 | 0 |
| 2022-04-30 | 2022-05-01 | -0.18 | 0 |
| Metric | 11386720:btcusd:triple_med_gx:lsma90_85 | 11386720:BTCUSD |
|---|---|---|
| Best Day | 3.44% | 9.33% |
| Worst Day | -2.4% | -9.32% |
| Best Week | 3.26% | 35.75% |
| Worst Week | -2.53% | -29.64% |
| Best Month | 3.8% | 43.77% |
| Worst Month | -2.19% | -37.12% |
| Best Year | 1.21% | 155.54% |
| Worst Year | -1.02% | -62.78% |
| Avg. Up Day | 0.75% | 0.82% |
| Avg. Down Day | -0.46% | -0.63% |
| Avg. Up Week | 1.19% | 7.39% |
| Avg. Down Week | -0.37% | -4.94% |
| Avg. Up Month | 1.18% | 14.17% |
| Avg. Down Month | -0.79% | -14.25% |
| Win Days % | 36.19% | 51.26% |
| Win Month % | 44.44% | 58.54% |
| Win Week % | 42.86% | 50.0% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |