| Metric | 11390604:btcusd:triple_med_gx:lsma90_100 | 11390604:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 8.0% | 195.42% |
| Max Drawdown | -13.42% | -67.18% |
| Sharpe | 0.13 | 0.44 |
| Sortino | 0.21 | 0.63 |
| Payoff Ratio | 1.38 | 1.26 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.6 | 0.69 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 98.86 | 2.85 |
| Outlier Loss Ratio | 4.2 | 2.75 |
| Volatility (ann.) | 5.96% | 26.36% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.17 | 0.56 |
| Skew | 6.02 | 0.2 |
| Kurtosis | 230.39 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.18% | 2.61% |
| Expected Yearly % | 1.94% | 31.1% |
| Kelly Criterion | -3.89% | 12.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.24% |
| Expected Shortfall (cVaR) | -0.51% | -2.24% |
| Year | 11390604:BTCUSD | 11390604:btcusd:triple_med_gx:lsma90_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -2.02 | 0.04 | + |
| 2023 | 155.54 | 14.77 | 0.09 | - |
| 2024 | 121.00 | -5.43 | -0.04 | - |
| 2025 | 17.02 | 1.55 | 0.09 | - |
| Metric | 11390604:btcusd:triple_med_gx:lsma90_100 | 11390604:BTCUSD |
|---|---|---|
| MTD | 0.82% | 4.4% |
| 3M | 3.28% | 31.76% |
| 6M | 5.94% | 12.25% |
| YTD | 1.55% | 17.02% |
| 1Y | -2.02% | 57.19% |
| 3Y (ann.) | 1.16% | 55.42% |
| 5Y (ann.) | 2.31% | 37.84% |
| Metric | 11390604:btcusd:triple_med_gx:lsma90_100 | 11390604:BTCUSD |
|---|---|---|
| Max Drawdown | -13.42% | -67.18% |
| Longest DD Days | 531.0 | 683.0 |
| Avg. Drawdown | -5.04% | -6.6% |
| Avg. Drawdown Days | 117.0 | 32.0 |
| Recovery Factor | 0.6 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-28 | 2025-06-11 | -13.42 | 531 |
| 2022-08-18 | 2023-06-06 | -13.28 | 291 |
| 2022-06-27 | 2022-08-10 | -6.14 | 44 |
| 2023-06-07 | 2023-11-15 | -5.41 | 161 |
| 2023-11-16 | 2023-12-27 | -4.55 | 41 |
| 2022-04-21 | 2022-05-22 | -2.60 | 31 |
| 2022-02-02 | 2022-03-22 | -2.17 | 47 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-06-05 | 2022-06-27 | -0.87 | 21 |
| 2022-04-20 | 2022-04-20 | -0.18 | 0 |
| Metric | 11390604:btcusd:triple_med_gx:lsma90_100 | 11390604:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 10.02% | 35.75% |
| Worst Week | -10.35% | -29.64% |
| Best Month | 10.02% | 43.77% |
| Worst Month | -6.1% | -37.12% |
| Best Year | 14.77% | 155.54% |
| Worst Year | -5.43% | -55.3% |
| Avg. Up Day | 0.94% | 0.98% |
| Avg. Down Day | -0.69% | -0.78% |
| Avg. Up Week | 2.23% | 7.01% |
| Avg. Down Week | -1.6% | -3.73% |
| Avg. Up Month | 2.36% | 13.97% |
| Avg. Down Month | -2.13% | -12.49% |
| Win Days % | 39.81% | 51.27% |
| Win Month % | 46.15% | 61.9% |
| Win Week % | 38.57% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |