| Metric | 11392878:btcusd:triple_med_gx:lsma90_105 | 11392878:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 30.84% | 152.36% |
| Max Drawdown | -15.42% | -67.18% |
| Sharpe | 0.39 | 0.4 |
| Sortino | 0.67 | 0.58 |
| Payoff Ratio | 1.42 | 1.38 |
| Profit Factor | 1.38 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.91 | 0.76 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 110.41 | 2.75 |
| Outlier Loss Ratio | 3.16 | 2.61 |
| Volatility (ann.) | 5.64% | 26.27% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.55 | 0.48 |
| Skew | 6.61 | 0.18 |
| Kurtosis | 214.3 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.28% |
| Expected Yearly % | 6.95% | 26.04% |
| Kelly Criterion | 8.67% | 15.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.23% |
| Expected Shortfall (cVaR) | -0.48% | -2.23% |
| Year | 11392878:BTCUSD | 11392878:btcusd:triple_med_gx:lsma90_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -0.02 | 0.00 | + |
| 2023 | 155.54 | 13.85 | 0.09 | - |
| 2024 | 121.00 | 14.93 | 0.12 | - |
| 2025 | 16.76 | 0.02 | 0.00 | - |
| Metric | 11392878:btcusd:triple_med_gx:lsma90_105 | 11392878:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.78% | 31.46% |
| 6M | 0.02% | 12.77% |
| YTD | 0.02% | 16.76% |
| 1Y | 10.58% | 56.84% |
| 3Y (ann.) | 7.84% | 55.31% |
| 5Y (ann.) | 8.45% | 32.21% |
| Metric | 11392878:btcusd:triple_med_gx:lsma90_105 | 11392878:BTCUSD |
|---|---|---|
| Max Drawdown | -15.42% | -67.18% |
| Longest DD Days | 480.0 | 683.0 |
| Avg. Drawdown | -2.73% | -7.61% |
| Avg. Drawdown Days | 69.0 | 38.0 |
| Recovery Factor | 2.0 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-26 | 2023-06-21 | -15.42 | 480 |
| 2024-10-09 | 2025-06-11 | -9.38 | 245 |
| 2023-10-20 | 2024-03-20 | -7.20 | 152 |
| 2023-07-14 | 2023-10-20 | -2.80 | 98 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| 2024-08-06 | 2024-08-06 | -1.32 | 0 |
| 2024-08-05 | 2024-08-06 | -1.32 | 0 |
| 2024-06-09 | 2024-08-05 | -0.51 | 56 |
| 2024-09-09 | 2024-09-09 | -0.39 | 0 |
| 2024-06-08 | 2024-06-09 | -0.39 | 1 |
| Metric | 11392878:btcusd:triple_med_gx:lsma90_105 | 11392878:BTCUSD |
|---|---|---|
| Best Day | 6.93% | 9.33% |
| Worst Day | -4.64% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -4.29% | -29.64% |
| Best Month | 13.09% | 43.77% |
| Worst Month | -4.29% | -37.12% |
| Best Year | 14.93% | 155.54% |
| Worst Year | -0.02% | -61.73% |
| Avg. Up Day | 1.15% | 1.18% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 3.36% | 7.47% |
| Avg. Down Week | -1.22% | -5.59% |
| Avg. Up Month | 5.59% | 11.99% |
| Avg. Down Month | -1.4% | -11.93% |
| Win Days % | 46.43% | 51.26% |
| Win Month % | 40.0% | 60.98% |
| Win Week % | 41.38% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |