| Metric | 11388100:btcusd:triple_med_gx:lsma80_90 | 11388100:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 10.11% | 155.55% |
| Max Drawdown | -19.34% | -67.18% |
| Sharpe | 0.17 | 0.4 |
| Sortino | 0.26 | 0.58 |
| Payoff Ratio | 1.05 | 0.85 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.59 | 0.46 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 142.28 | 2.58 |
| Outlier Loss Ratio | 2.91 | 2.45 |
| Volatility (ann.) | 4.96% | 26.3% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.15 | 0.48 |
| Skew | 2.52 | 0.18 |
| Kurtosis | 221.75 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.24% | 2.31% |
| Expected Yearly % | 2.44% | 26.44% |
| Kelly Criterion | -1.71% | -6.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.24% |
| Expected Shortfall (cVaR) | -0.42% | -2.24% |
| Year | 11388100:BTCUSD | 11388100:btcusd:triple_med_gx:lsma80_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.33 | 7.35 | -0.12 | + |
| 2023 | 155.54 | 5.56 | 0.04 | - |
| 2024 | 121.00 | 3.51 | 0.03 | - |
| 2025 | 17.02 | -6.12 | -0.36 | - |
| Metric | 11388100:btcusd:triple_med_gx:lsma80_90 | 11388100:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.31% | 31.76% |
| 6M | -6.12% | 12.25% |
| YTD | -6.12% | 17.02% |
| 1Y | -8.72% | 57.19% |
| 3Y (ann.) | 1.49% | 55.42% |
| 5Y (ann.) | 2.92% | 32.41% |
| Metric | 11388100:btcusd:triple_med_gx:lsma80_90 | 11388100:BTCUSD |
|---|---|---|
| Max Drawdown | -19.34% | -67.18% |
| Longest DD Days | 467.0 | 683.0 |
| Avg. Drawdown | -2.72% | -7.64% |
| Avg. Drawdown Days | 60.0 | 40.0 |
| Recovery Factor | 0.52 | 2.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-29 | 2025-06-11 | -19.34 | 467 |
| 2022-09-25 | 2022-11-10 | -5.37 | 46 |
| 2022-04-09 | 2022-05-10 | -4.43 | 30 |
| 2023-12-19 | 2024-01-08 | -2.78 | 20 |
| 2022-08-04 | 2022-09-25 | -2.37 | 52 |
| 2024-01-09 | 2024-02-27 | -2.09 | 49 |
| 2022-12-19 | 2022-12-20 | -1.96 | 0 |
| 2023-04-03 | 2023-10-20 | -1.60 | 199 |
| 2023-10-20 | 2023-11-10 | -1.49 | 21 |
| 2023-03-06 | 2023-04-03 | -0.63 | 28 |
| Metric | 11388100:btcusd:triple_med_gx:lsma80_90 | 11388100:BTCUSD |
|---|---|---|
| Best Day | 5.72% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 11.77% | 35.75% |
| Worst Week | -8.5% | -29.64% |
| Best Month | 11.77% | 43.77% |
| Worst Month | -9.13% | -37.12% |
| Best Year | 7.35% | 155.54% |
| Worst Year | -6.12% | -61.33% |
| Avg. Up Day | 0.94% | 0.98% |
| Avg. Down Day | -0.9% | -1.15% |
| Avg. Up Week | 2.71% | 6.6% |
| Avg. Down Week | -1.85% | -5.7% |
| Avg. Up Month | 2.73% | 14.93% |
| Avg. Down Month | -2.56% | -9.51% |
| Win Days % | 47.95% | 51.28% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 51.35% | 50.0% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |