| Metric | 11391358:btcusd:triple_med_gx:lsma90_100 | 11391358:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 26.5% | 172.77% |
| Max Drawdown | -9.74% | -67.18% |
| Sharpe | 0.4 | 0.42 |
| Sortino | 0.75 | 0.61 |
| Payoff Ratio | 1.48 | 1.2 |
| Profit Factor | 1.48 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.04 | 0.66 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 141.95 | 2.6 |
| Outlier Loss Ratio | 3.19 | 2.47 |
| Volatility (ann.) | 4.75% | 26.26% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.76 | 0.53 |
| Skew | 10.15 | 0.19 |
| Kurtosis | 328.39 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.57% | 2.48% |
| Expected Yearly % | 6.05% | 28.51% |
| Kelly Criterion | 11.67% | 10.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -2.23% |
| Expected Shortfall (cVaR) | -0.4% | -2.23% |
| Year | 11391358:BTCUSD | 11391358:btcusd:triple_med_gx:lsma90_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 5.70 | -0.10 | + |
| 2023 | 155.54 | 10.47 | 0.07 | - |
| 2024 | 121.00 | 5.06 | 0.04 | - |
| 2025 | 17.02 | 3.12 | 0.18 | - |
| Metric | 11391358:btcusd:triple_med_gx:lsma90_100 | 11391358:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.73% | 31.76% |
| 6M | 3.12% | 12.25% |
| YTD | 3.12% | 17.02% |
| 1Y | 9.94% | 57.19% |
| 3Y (ann.) | 5.03% | 55.42% |
| 5Y (ann.) | 7.36% | 35.42% |
| Metric | 11391358:btcusd:triple_med_gx:lsma90_100 | 11391358:BTCUSD |
|---|---|---|
| Max Drawdown | -9.74% | -67.18% |
| Longest DD Days | 364.0 | 683.0 |
| Avg. Drawdown | -2.71% | -7.19% |
| Avg. Drawdown Days | 86.0 | 37.0 |
| Recovery Factor | 2.72 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-10-20 | 2024-08-05 | -9.74 | 290 |
| 2022-06-17 | 2023-06-17 | -8.19 | 364 |
| 2024-09-10 | 2025-06-11 | -6.42 | 274 |
| 2022-03-20 | 2022-06-17 | -2.57 | 89 |
| 2022-03-17 | 2022-03-18 | -1.79 | 1 |
| 2024-08-06 | 2024-09-09 | -1.68 | 34 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| 2024-08-05 | 2024-08-06 | -1.32 | 0 |
| 2023-06-17 | 2023-06-21 | -1.24 | 3 |
| 2023-08-19 | 2023-10-19 | -0.47 | 61 |
| Metric | 11391358:btcusd:triple_med_gx:lsma90_100 | 11391358:BTCUSD |
|---|---|---|
| Best Day | 6.93% | 9.33% |
| Worst Day | -4.64% | -9.32% |
| Best Week | 9.0% | 35.75% |
| Worst Week | -4.16% | -29.64% |
| Best Month | 9.0% | 43.77% |
| Worst Month | -4.16% | -37.12% |
| Best Year | 10.47% | 155.54% |
| Worst Year | 3.12% | -58.73% |
| Avg. Up Day | 1.12% | 1.14% |
| Avg. Down Day | -0.75% | -0.95% |
| Avg. Up Week | 1.83% | 9.63% |
| Avg. Down Week | -1.66% | -4.71% |
| Avg. Up Month | 4.91% | 11.14% |
| Avg. Down Month | -1.65% | -11.2% |
| Win Days % | 47.26% | 51.3% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 55.17% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |