| Metric | 11388313:btcusd:triple_med_gx:lsma105_90 | 11388313:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 11.73% | 147.72% |
| Max Drawdown | -6.4% | -67.18% |
| Sharpe | 0.25 | 0.39 |
| Sortino | 0.42 | 0.57 |
| Payoff Ratio | 1.5 | 1.44 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.78 | 0.79 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 173.9 | 2.6 |
| Outlier Loss Ratio | 4.72 | 2.51 |
| Volatility (ann.) | 3.56% | 26.27% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.53 | 0.47 |
| Skew | 4.44 | 0.18 |
| Kurtosis | 188.3 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.27% | 2.24% |
| Expected Yearly % | 2.81% | 25.46% |
| Kelly Criterion | 3.89% | 17.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -2.23% |
| Expected Shortfall (cVaR) | -0.3% | -2.23% |
| Year | 11388313:BTCUSD | 11388313:btcusd:triple_med_gx:lsma105_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 8.89 | -0.14 | + |
| 2023 | 155.54 | 2.42 | 0.02 | - |
| 2024 | 121.00 | -1.40 | -0.01 | - |
| 2025 | 17.02 | 1.60 | 0.09 | - |
| Metric | 11388313:btcusd:triple_med_gx:lsma105_90 | 11388313:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.94% | 31.76% |
| 6M | 1.6% | 12.25% |
| YTD | 1.6% | 17.02% |
| 1Y | 3.88% | 57.19% |
| 3Y (ann.) | 2.5% | 55.42% |
| 5Y (ann.) | 3.4% | 31.44% |
| Metric | 11388313:btcusd:triple_med_gx:lsma105_90 | 11388313:BTCUSD |
|---|---|---|
| Max Drawdown | -6.4% | -67.18% |
| Longest DD Days | 558.0 | 683.0 |
| Avg. Drawdown | -2.0% | -7.67% |
| Avg. Drawdown Days | 97.0 | 38.0 |
| Recovery Factor | 1.83 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-09-08 | 2025-03-19 | -6.40 | 558 |
| 2022-10-06 | 2023-06-21 | -4.34 | 258 |
| 2022-07-05 | 2022-09-12 | -3.83 | 69 |
| 2025-03-20 | 2025-06-11 | -3.71 | 83 |
| 2023-08-10 | 2023-09-07 | -1.63 | 28 |
| 2022-07-03 | 2022-07-04 | -1.10 | 0 |
| 2022-03-15 | 2022-03-15 | -0.45 | 0 |
| 2022-03-15 | 2022-05-28 | -0.29 | 73 |
| 2022-10-05 | 2022-10-05 | -0.18 | 0 |
| 2022-05-28 | 2022-05-28 | -0.05 | 0 |
| Metric | 11388313:btcusd:triple_med_gx:lsma105_90 | 11388313:BTCUSD |
|---|---|---|
| Best Day | 3.73% | 9.33% |
| Worst Day | -3.83% | -9.32% |
| Best Week | 4.31% | 35.75% |
| Worst Week | -2.67% | -29.64% |
| Best Month | 4.31% | 43.77% |
| Worst Month | -2.81% | -37.12% |
| Best Year | 8.89% | 155.54% |
| Worst Year | -1.4% | -62.52% |
| Avg. Up Day | 0.78% | 0.81% |
| Avg. Down Day | -0.52% | -0.57% |
| Avg. Up Week | 1.6% | 8.19% |
| Avg. Down Week | -0.64% | -3.41% |
| Avg. Up Month | 1.44% | 17.85% |
| Avg. Down Month | -0.67% | -7.91% |
| Win Days % | 42.33% | 51.26% |
| Win Month % | 55.56% | 58.54% |
| Win Week % | 46.88% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |