| Metric | 11386810:btcusd:triple_med_gx:lsma90_85 | 11386810:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 0.61% | 158.34% |
| Max Drawdown | -6.24% | -67.18% |
| Sharpe | 0.03 | 0.4 |
| Sortino | 0.06 | 0.58 |
| Payoff Ratio | 1.57 | 1.35 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.55 | 0.74 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 422.57 | 2.39 |
| Outlier Loss Ratio | 5.37 | 2.45 |
| Volatility (ann.) | 2.15% | 26.26% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.03 | 0.49 |
| Skew | 11.49 | 0.18 |
| Kurtosis | 409.45 | 6.46 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.01% | 2.34% |
| Expected Yearly % | 0.15% | 26.78% |
| Kelly Criterion | -8.01% | 15.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.19% | -2.23% |
| Expected Shortfall (cVaR) | -0.19% | -2.23% |
| Year | 11386810:BTCUSD | 11386810:btcusd:triple_med_gx:lsma90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | -3.46 | 0.06 | + |
| 2023 | 155.54 | 5.78 | 0.04 | - |
| 2024 | 121.00 | 1.02 | 0.01 | - |
| 2025 | 17.02 | -2.46 | -0.14 | - |
| Metric | 11386810:btcusd:triple_med_gx:lsma90_85 | 11386810:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.46% | 31.76% |
| 6M | -2.46% | 12.25% |
| YTD | -2.46% | 17.02% |
| 1Y | -0.23% | 57.19% |
| 3Y (ann.) | 1.71% | 55.42% |
| 5Y (ann.) | 0.18% | 33.06% |
| Metric | 11386810:btcusd:triple_med_gx:lsma90_85 | 11386810:BTCUSD |
|---|---|---|
| Max Drawdown | -6.24% | -67.18% |
| Longest DD Days | 455.0 | 683.0 |
| Avg. Drawdown | -2.69% | -6.83% |
| Avg. Drawdown Days | 212.0 | 36.0 |
| Recovery Factor | 0.1 | 2.36 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-12 | 2023-03-17 | -6.24 | 370 |
| 2024-10-21 | 2025-06-11 | -4.11 | 233 |
| 2023-06-21 | 2024-09-18 | -2.69 | 455 |
| 2023-05-28 | 2023-05-28 | -0.22 | 0 |
| 2024-10-20 | 2024-10-20 | -0.18 | 0 |
| Metric | 11386810:btcusd:triple_med_gx:lsma90_85 | 11386810:BTCUSD |
|---|---|---|
| Best Day | 3.26% | 9.33% |
| Worst Day | -1.92% | -9.32% |
| Best Week | 3.07% | 35.75% |
| Worst Week | -2.89% | -29.64% |
| Best Month | 3.07% | 43.77% |
| Worst Month | -3.15% | -37.12% |
| Best Year | 5.78% | 155.54% |
| Worst Year | -3.46% | -60.91% |
| Avg. Up Day | 0.8% | 0.87% |
| Avg. Down Day | -0.51% | -0.65% |
| Avg. Up Week | 1.37% | 7.13% |
| Avg. Down Week | -1.06% | -4.41% |
| Avg. Up Month | 1.33% | 9.0% |
| Avg. Down Month | -1.47% | -6.92% |
| Win Days % | 34.09% | 51.26% |
| Win Month % | 45.0% | 60.98% |
| Win Week % | 44.0% | 50.28% |
| Win Quarter % | 38.46% | 57.14% |
| Win Year % | 50.0% | 75.0% |