| Metric | 11389748:btcusd:triple_med_gx:lsma90_95 | 11389748:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -0.84% | 156.76% |
| Max Drawdown | -13.23% | -67.18% |
| Sharpe | 0.0 | 0.4 |
| Sortino | 0.0 | 0.58 |
| Payoff Ratio | 1.58 | 0.92 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.51 | 0.5 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 311.91 | 2.39 |
| Outlier Loss Ratio | 3.74 | 2.45 |
| Volatility (ann.) | 3.64% | 26.27% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.02 | 0.49 |
| Skew | 10.14 | 0.18 |
| Kurtosis | 647.21 | 6.46 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.02% | 2.33% |
| Expected Yearly % | -0.21% | 26.58% |
| Kelly Criterion | -10.78% | -1.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.31% | -2.23% |
| Expected Shortfall (cVaR) | -0.31% | -2.23% |
| Year | 11389748:BTCUSD | 11389748:btcusd:triple_med_gx:lsma90_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 13.54 | -0.22 | + |
| 2023 | 155.54 | -2.99 | -0.02 | - |
| 2024 | 121.00 | -8.96 | -0.07 | - |
| 2025 | 17.02 | -1.11 | -0.07 | - |
| Metric | 11389748:btcusd:triple_med_gx:lsma90_95 | 11389748:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.98% | 31.76% |
| 6M | -1.11% | 12.25% |
| YTD | -1.11% | 17.02% |
| 1Y | -4.48% | 57.19% |
| 3Y (ann.) | -3.42% | 55.42% |
| 5Y (ann.) | -0.25% | 32.84% |
| Metric | 11389748:btcusd:triple_med_gx:lsma90_95 | 11389748:BTCUSD |
|---|---|---|
| Max Drawdown | -13.23% | -67.18% |
| Longest DD Days | 1037.0 | 683.0 |
| Avg. Drawdown | -3.6% | -7.23% |
| Avg. Drawdown Days | 218.0 | 38.0 |
| Recovery Factor | -0.06 | 2.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-08 | 2025-06-11 | -13.23 | 1037 |
| 2022-05-09 | 2022-05-10 | -3.95 | 0 |
| 2022-06-16 | 2022-08-08 | -0.44 | 52 |
| 2022-04-10 | 2022-04-10 | -0.18 | 0 |
| 2022-02-24 | 2022-02-24 | -0.18 | 0 |
| Metric | 11389748:btcusd:triple_med_gx:lsma90_95 | 11389748:BTCUSD |
|---|---|---|
| Best Day | 6.74% | 9.33% |
| Worst Day | -4.82% | -9.32% |
| Best Week | 7.77% | 35.75% |
| Worst Week | -3.02% | -29.64% |
| Best Month | 7.77% | 43.77% |
| Worst Month | -3.02% | -37.12% |
| Best Year | 13.54% | 155.54% |
| Worst Year | -8.96% | -61.15% |
| Avg. Up Day | 1.21% | 1.26% |
| Avg. Down Day | -0.76% | -1.37% |
| Avg. Up Week | 1.21% | 5.64% |
| Avg. Down Week | -0.96% | -6.25% |
| Avg. Up Month | 2.21% | 8.72% |
| Avg. Down Month | -1.14% | -10.67% |
| Win Days % | 32.14% | 51.27% |
| Win Month % | 34.62% | 60.98% |
| Win Week % | 33.33% | 50.28% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 25.0% | 75.0% |