| Metric | 11386910:btcusd:triple_med_gx:lsma90_85 | 11386910:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 4.98% | 152.93% |
| Max Drawdown | -4.0% | -67.18% |
| Sharpe | 0.21 | 0.4 |
| Sortino | 0.38 | 0.58 |
| Payoff Ratio | 1.57 | 1.61 |
| Profit Factor | 1.32 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.81 | 0.88 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 487.68 | 2.4 |
| Outlier Loss Ratio | 4.97 | 2.36 |
| Volatility (ann.) | 1.85% | 26.28% |
| R^2 | 0.0 | 0.0 |
| Calmar | 0.37 | 0.48 |
| Skew | 11.6 | 0.18 |
| Kurtosis | 451.97 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.12% | 2.29% |
| Expected Yearly % | 1.22% | 26.11% |
| Kelly Criterion | -0.23% | 20.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.16% | -2.23% |
| Expected Shortfall (cVaR) | -0.16% | -2.23% |
| Year | 11386910:BTCUSD | 11386910:btcusd:triple_med_gx:lsma90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 1.56 | -0.03 | + |
| 2023 | 155.54 | 3.71 | 0.02 | - |
| 2024 | 121.00 | -1.48 | -0.01 | - |
| 2025 | 17.02 | 1.16 | 0.07 | - |
| Metric | 11386910:btcusd:triple_med_gx:lsma90_85 | 11386910:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.16% | 31.76% |
| 6M | 1.16% | 12.25% |
| YTD | 1.16% | 17.02% |
| 1Y | 0.51% | 57.19% |
| 3Y (ann.) | 2.44% | 55.42% |
| 5Y (ann.) | 1.48% | 32.3% |
| Metric | 11386910:btcusd:triple_med_gx:lsma90_85 | 11386910:BTCUSD |
|---|---|---|
| Max Drawdown | -4.0% | -67.18% |
| Longest DD Days | 671.0 | 683.0 |
| Avg. Drawdown | -1.2% | -7.61% |
| Avg. Drawdown Days | 109.0 | 38.0 |
| Recovery Factor | 1.24 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-08-10 | 2025-06-11 | -4.00 | 671 |
| 2022-05-26 | 2022-10-04 | -3.04 | 131 |
| 2022-10-05 | 2022-11-30 | -1.50 | 56 |
| 2023-03-01 | 2023-03-17 | -0.49 | 16 |
| 2023-05-27 | 2023-05-28 | -0.18 | 0 |
| 2023-06-20 | 2023-06-21 | -0.18 | 0 |
| 2023-03-01 | 2023-03-01 | -0.18 | 0 |
| 2023-05-28 | 2023-05-28 | -0.04 | 0 |
| Metric | 11386910:btcusd:triple_med_gx:lsma90_85 | 11386910:BTCUSD |
|---|---|---|
| Best Day | 3.26% | 9.33% |
| Worst Day | -1.83% | -9.32% |
| Best Week | 3.07% | 35.75% |
| Worst Week | -2.36% | -29.64% |
| Best Month | 2.76% | 43.77% |
| Worst Month | -2.36% | -37.12% |
| Best Year | 3.71% | 155.54% |
| Worst Year | -1.48% | -61.73% |
| Avg. Up Day | 0.87% | 0.94% |
| Avg. Down Day | -0.55% | -0.58% |
| Avg. Up Week | 1.35% | 8.31% |
| Avg. Down Week | -1.24% | -4.0% |
| Avg. Up Month | 1.38% | 10.87% |
| Avg. Down Month | -1.2% | -11.86% |
| Win Days % | 38.71% | 51.27% |
| Win Month % | 55.56% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |