| Metric | 11392117:btcusd:triple_med_gx:lsma90_105 | 11392117:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 5.98% | 202.8% |
| Max Drawdown | -11.42% | -67.18% |
| Sharpe | 0.1 | 0.44 |
| Sortino | 0.16 | 0.64 |
| Payoff Ratio | 1.21 | 1.17 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.55 | 0.64 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 85.21 | 2.91 |
| Outlier Loss Ratio | 4.28 | 2.91 |
| Volatility (ann.) | 6.26% | 26.34% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.15 | 0.58 |
| Skew | 4.75 | 0.2 |
| Kurtosis | 186.19 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.14% | 2.67% |
| Expected Yearly % | 1.46% | 31.91% |
| Kelly Criterion | -4.8% | 9.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.24% |
| Expected Shortfall (cVaR) | -0.54% | -2.24% |
| Year | 11392117:BTCUSD | 11392117:btcusd:triple_med_gx:lsma90_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -4.39 | 0.08 | + |
| 2023 | 155.54 | 18.11 | 0.12 | - |
| 2024 | 121.00 | -8.19 | -0.07 | - |
| 2025 | 16.76 | 2.23 | 0.13 | - |
| Metric | 11392117:btcusd:triple_med_gx:lsma90_105 | 11392117:BTCUSD |
|---|---|---|
| MTD | 0.82% | 4.16% |
| 3M | 2.9% | 31.46% |
| 6M | 1.99% | 12.77% |
| YTD | 2.23% | 16.76% |
| 1Y | -6.29% | 56.84% |
| 3Y (ann.) | 2.55% | 55.31% |
| 5Y (ann.) | 1.74% | 38.89% |
| Metric | 11392117:btcusd:triple_med_gx:lsma90_105 | 11392117:BTCUSD |
|---|---|---|
| Max Drawdown | -11.42% | -67.18% |
| Longest DD Days | 531.0 | 683.0 |
| Avg. Drawdown | -4.26% | -6.06% |
| Avg. Drawdown Days | 81.0 | 30.0 |
| Recovery Factor | 0.52 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-28 | 2025-06-11 | -11.42 | 531 |
| 2022-08-11 | 2023-03-14 | -11.31 | 215 |
| 2022-04-21 | 2022-08-11 | -9.85 | 111 |
| 2023-07-16 | 2023-11-15 | -6.22 | 122 |
| 2023-11-16 | 2023-12-27 | -4.55 | 41 |
| 2023-06-07 | 2023-06-20 | -3.10 | 13 |
| 2022-03-01 | 2022-03-22 | -3.00 | 20 |
| 2023-04-11 | 2023-05-20 | -2.80 | 38 |
| 2022-02-02 | 2022-02-04 | -2.01 | 1 |
| 2023-05-20 | 2023-06-06 | -1.86 | 16 |
| Metric | 11392117:btcusd:triple_med_gx:lsma90_105 | 11392117:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 11.81% | 35.75% |
| Worst Week | -10.35% | -29.64% |
| Best Month | 11.81% | 43.77% |
| Worst Month | -5.46% | -37.12% |
| Best Year | 18.11% | 155.54% |
| Worst Year | -8.19% | -54.08% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 2.32% | 7.45% |
| Avg. Down Week | -1.69% | -3.77% |
| Avg. Up Month | 2.35% | 13.67% |
| Avg. Down Month | -2.27% | -12.2% |
| Win Days % | 42.68% | 51.27% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 42.86% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |