| Metric | 11389850:btcusd:triple_med_gx:lsma90_95 | 11389850:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 15.76% | 172.77% |
| Max Drawdown | -8.5% | -67.18% |
| Sharpe | 0.3 | 0.42 |
| Sortino | 0.6 | 0.61 |
| Payoff Ratio | 1.78 | 1.24 |
| Profit Factor | 1.51 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.12 | 0.68 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 216.95 | 2.4 |
| Outlier Loss Ratio | 3.58 | 2.41 |
| Volatility (ann.) | 4.01% | 26.26% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.53 | 0.53 |
| Skew | 15.49 | 0.19 |
| Kurtosis | 595.12 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.36% | 2.48% |
| Expected Yearly % | 3.73% | 28.51% |
| Kelly Criterion | 9.12% | 11.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.34% | -2.23% |
| Expected Shortfall (cVaR) | -0.34% | -2.23% |
| Year | 11389850:BTCUSD | 11389850:btcusd:triple_med_gx:lsma90_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 6.33 | -0.11 | + |
| 2023 | 155.54 | 7.25 | 0.05 | - |
| 2024 | 121.00 | -3.22 | -0.03 | - |
| 2025 | 17.02 | 4.88 | 0.29 | - |
| Metric | 11389850:btcusd:triple_med_gx:lsma90_95 | 11389850:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.19% | 31.76% |
| 6M | 4.88% | 12.25% |
| YTD | 4.88% | 17.02% |
| 1Y | 7.77% | 57.19% |
| 3Y (ann.) | 1.92% | 55.42% |
| 5Y (ann.) | 4.52% | 35.42% |
| Metric | 11389850:btcusd:triple_med_gx:lsma90_95 | 11389850:BTCUSD |
|---|---|---|
| Max Drawdown | -8.5% | -67.18% |
| Longest DD Days | 599.0 | 683.0 |
| Avg. Drawdown | -2.36% | -7.19% |
| Avg. Drawdown Days | 125.0 | 37.0 |
| Recovery Factor | 1.85 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-10-20 | 2025-06-11 | -8.50 | 599 |
| 2022-08-09 | 2023-06-16 | -6.62 | 311 |
| 2023-06-17 | 2023-10-20 | -2.97 | 124 |
| 2022-03-18 | 2022-03-18 | -1.30 | 0 |
| 2022-03-20 | 2022-06-17 | -1.28 | 89 |
| 2022-02-24 | 2022-02-24 | -0.18 | 0 |
| 2022-03-17 | 2022-03-17 | -0.18 | 0 |
| 2022-08-08 | 2022-08-09 | -0.18 | 0 |
| 2022-03-19 | 2022-03-19 | -0.06 | 0 |
| Metric | 11389850:btcusd:triple_med_gx:lsma90_95 | 11389850:BTCUSD |
|---|---|---|
| Best Day | 6.93% | 9.33% |
| Worst Day | -4.64% | -9.32% |
| Best Week | 6.91% | 35.75% |
| Worst Week | -5.57% | -29.64% |
| Best Month | 6.91% | 43.77% |
| Worst Month | -5.57% | -37.12% |
| Best Year | 7.25% | 155.54% |
| Worst Year | -3.22% | -58.73% |
| Avg. Up Day | 1.23% | 1.28% |
| Avg. Down Day | -0.69% | -1.03% |
| Avg. Up Week | 1.53% | 10.03% |
| Avg. Down Week | -1.92% | -4.45% |
| Avg. Up Month | 3.89% | 11.48% |
| Avg. Down Month | -1.11% | -9.5% |
| Win Days % | 41.76% | 51.3% |
| Win Month % | 43.48% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |