| Metric | 11392914:btcusd:triple_med_gx:lsma90_105 | 11392914:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 69.1% | 196.26% |
| Max Drawdown | -8.69% | -67.18% |
| Sharpe | 0.72 | 0.44 |
| Sortino | 1.44 | 0.63 |
| Payoff Ratio | 1.62 | 1.34 |
| Profit Factor | 1.82 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.51 | 0.74 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 99.38 | 2.82 |
| Outlier Loss Ratio | 3.33 | 2.57 |
| Volatility (ann.) | 5.58% | 26.03% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.92 | 0.56 |
| Skew | 8.49 | 0.18 |
| Kurtosis | 211.03 | 6.58 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.26% | 2.62% |
| Expected Yearly % | 14.04% | 31.19% |
| Kelly Criterion | 21.06% | 15.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.21% |
| Expected Shortfall (cVaR) | -0.47% | -2.21% |
| Year | 11392914:BTCUSD | 11392914:btcusd:triple_med_gx:lsma90_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 11.69 | -0.20 | + |
| 2023 | 155.54 | 21.41 | 0.14 | - |
| 2024 | 121.00 | 13.66 | 0.11 | - |
| 2025 | 27.10 | 9.71 | 0.36 | - |
| Metric | 11392914:btcusd:triple_med_gx:lsma90_105 | 11392914:BTCUSD |
|---|---|---|
| MTD | 1.72% | 10.71% |
| 3M | 1.54% | 41.88% |
| 6M | 9.71% | 22.91% |
| YTD | 9.71% | 27.1% |
| 1Y | 19.92% | 82.29% |
| 3Y (ann.) | 16.35% | 77.48% |
| 5Y (ann.) | 16.67% | 37.53% |
| Metric | 11392914:btcusd:triple_med_gx:lsma90_105 | 11392914:BTCUSD |
|---|---|---|
| Max Drawdown | -8.69% | -67.18% |
| Longest DD Days | 235.0 | 683.0 |
| Avg. Drawdown | -1.85% | -6.96% |
| Avg. Drawdown Days | 37.0 | 36.0 |
| Recovery Factor | 7.95 | 2.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-20 | 2022-11-10 | -8.69 | 235 |
| 2024-09-11 | 2025-04-11 | -6.88 | 212 |
| 2023-12-22 | 2024-03-20 | -6.65 | 89 |
| 2022-11-11 | 2023-04-08 | -5.12 | 148 |
| 2023-07-14 | 2023-10-20 | -3.97 | 98 |
| 2023-10-20 | 2023-11-15 | -3.90 | 26 |
| 2025-06-30 | 2025-07-02 | -1.54 | 1 |
| 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 |
| Metric | 11392914:btcusd:triple_med_gx:lsma90_105 | 11392914:BTCUSD |
|---|---|---|
| Best Day | 6.93% | 9.33% |
| Worst Day | -4.64% | -9.32% |
| Best Week | 9.84% | 35.75% |
| Worst Week | -4.07% | -29.64% |
| Best Month | 13.46% | 43.77% |
| Worst Month | -4.07% | -37.12% |
| Best Year | 21.41% | 155.54% |
| Worst Year | 9.71% | -58.73% |
| Avg. Up Day | 1.15% | 1.17% |
| Avg. Down Day | -0.71% | -0.87% |
| Avg. Up Week | 2.54% | 5.97% |
| Avg. Down Week | -1.47% | -3.2% |
| Avg. Up Month | 4.93% | 10.87% |
| Avg. Down Month | -1.44% | -7.09% |
| Win Days % | 51.22% | 51.32% |
| Win Month % | 65.38% | 61.9% |
| Win Week % | 67.74% | 51.1% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |