| Metric | 11386876:btcusd:triple_med_gx:lsma90_85 | 11386876:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 0.41% | 147.72% |
| Max Drawdown | -4.79% | -67.18% |
| Sharpe | 0.02 | 0.39 |
| Sortino | 0.04 | 0.57 |
| Payoff Ratio | 1.29 | 1.04 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.52 | 0.57 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 353.05 | 2.4 |
| Outlier Loss Ratio | 3.93 | 2.42 |
| Volatility (ann.) | 2.52% | 26.27% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.03 | 0.47 |
| Skew | -0.05 | 0.18 |
| Kurtosis | 325.58 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.01% | 2.24% |
| Expected Yearly % | 0.1% | 25.46% |
| Kelly Criterion | -7.36% | 4.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.22% | -2.23% |
| Expected Shortfall (cVaR) | -0.22% | -2.23% |
| Year | 11386876:BTCUSD | 11386876:btcusd:triple_med_gx:lsma90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 0.08 | -0.00 | + |
| 2023 | 155.54 | 3.73 | 0.02 | - |
| 2024 | 121.00 | -1.85 | -0.02 | - |
| 2025 | 17.02 | -1.46 | -0.09 | - |
| Metric | 11386876:btcusd:triple_med_gx:lsma90_85 | 11386876:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.46% | 31.76% |
| 6M | -1.46% | 12.25% |
| YTD | -1.46% | 17.02% |
| 1Y | -1.02% | 57.19% |
| 3Y (ann.) | 0.94% | 55.42% |
| 5Y (ann.) | 0.12% | 31.44% |
| Metric | 11386876:btcusd:triple_med_gx:lsma90_85 | 11386876:BTCUSD |
|---|---|---|
| Max Drawdown | -4.79% | -67.18% |
| Longest DD Days | 456.0 | 683.0 |
| Avg. Drawdown | -2.22% | -7.67% |
| Avg. Drawdown Days | 140.0 | 38.0 |
| Recovery Factor | 0.09 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-21 | 2024-09-19 | -4.79 | 456 |
| 2024-10-20 | 2025-06-11 | -4.00 | 233 |
| 2022-05-26 | 2022-10-04 | -3.04 | 131 |
| 2022-10-05 | 2022-11-30 | -1.90 | 56 |
| 2022-11-30 | 2023-03-17 | -1.58 | 107 |
| 2023-05-27 | 2023-05-28 | -0.18 | 0 |
| 2023-05-28 | 2023-05-28 | -0.04 | 0 |
| Metric | 11386876:btcusd:triple_med_gx:lsma90_85 | 11386876:BTCUSD |
|---|---|---|
| Best Day | 3.26% | 9.33% |
| Worst Day | -3.4% | -9.32% |
| Best Week | 3.07% | 35.75% |
| Worst Week | -2.58% | -29.64% |
| Best Month | 3.07% | 43.77% |
| Worst Month | -2.58% | -37.12% |
| Best Year | 3.73% | 155.54% |
| Worst Year | -1.85% | -62.52% |
| Avg. Up Day | 0.85% | 0.89% |
| Avg. Down Day | -0.66% | -0.86% |
| Avg. Up Week | 1.7% | 10.25% |
| Avg. Down Week | -1.61% | -3.84% |
| Avg. Up Month | 1.79% | 14.61% |
| Avg. Down Month | -1.06% | -9.65% |
| Win Days % | 39.53% | 51.26% |
| Win Month % | 38.1% | 58.54% |
| Win Week % | 39.13% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |