| Metric | 11392947:btcusd:triple_med_gx:lsma90_110 | 11392947:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -0.97% | 198.98% |
| Max Drawdown | -24.99% | -67.18% |
| Sharpe | 0.02 | 0.44 |
| Sortino | 0.03 | 0.64 |
| Payoff Ratio | 1.33 | 1.3 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.53 | 0.72 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 97.94 | 2.81 |
| Outlier Loss Ratio | 4.31 | 2.78 |
| Volatility (ann.) | 5.92% | 26.34% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.01 | 0.57 |
| Skew | 5.67 | 0.2 |
| Kurtosis | 192.61 | 6.43 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.02% | 2.64% |
| Expected Yearly % | -0.24% | 31.5% |
| Kelly Criterion | -6.14% | 13.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.24% |
| Expected Shortfall (cVaR) | -0.51% | -2.24% |
| Year | 11392947:BTCUSD | 11392947:btcusd:triple_med_gx:lsma90_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 12.86 | -0.24 | + |
| 2023 | 155.54 | 2.17 | 0.01 | - |
| 2024 | 121.00 | -13.36 | -0.11 | - |
| 2025 | 16.76 | -0.87 | -0.05 | - |
| Metric | 11392947:btcusd:triple_med_gx:lsma90_110 | 11392947:BTCUSD |
|---|---|---|
| MTD | -0.63% | 4.16% |
| 3M | -0.26% | 31.46% |
| 6M | -1.57% | 12.77% |
| YTD | -0.87% | 16.76% |
| 1Y | -9.93% | 56.84% |
| 3Y (ann.) | -5.43% | 55.31% |
| 5Y (ann.) | -0.29% | 38.4% |
| Metric | 11392947:btcusd:triple_med_gx:lsma90_110 | 11392947:BTCUSD |
|---|---|---|
| Max Drawdown | -24.99% | -67.18% |
| Longest DD Days | 698.0 | 683.0 |
| Avg. Drawdown | -3.7% | -6.29% |
| Avg. Drawdown Days | 77.0 | 31.0 |
| Recovery Factor | -0.04 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-14 | 2025-06-11 | -24.99 | 698 |
| 2022-05-16 | 2023-02-15 | -9.01 | 275 |
| 2022-04-17 | 2022-04-18 | -3.80 | 1 |
| 2023-05-18 | 2023-07-13 | -3.33 | 56 |
| 2023-05-04 | 2023-05-17 | -2.47 | 13 |
| 2023-04-27 | 2023-05-04 | -2.05 | 7 |
| 2023-03-13 | 2023-04-10 | -1.99 | 28 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-05-15 | 2022-05-15 | -0.99 | 0 |
| 2023-05-18 | 2023-05-18 | -0.62 | 0 |
| Metric | 11392947:btcusd:triple_med_gx:lsma90_110 | 11392947:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 14.92% | 35.75% |
| Worst Week | -6.31% | -29.64% |
| Best Month | 14.92% | 43.77% |
| Worst Month | -7.88% | -37.12% |
| Best Year | 12.86% | 155.54% |
| Worst Year | -13.36% | -54.66% |
| Avg. Up Day | 0.88% | 0.91% |
| Avg. Down Day | -0.66% | -0.7% |
| Avg. Up Week | 1.7% | 5.44% |
| Avg. Down Week | -1.63% | -1.73% |
| Avg. Up Month | 3.14% | 9.43% |
| Avg. Down Month | -2.33% | -11.14% |
| Win Days % | 39.37% | 51.26% |
| Win Month % | 40.54% | 61.9% |
| Win Week % | 38.98% | 51.11% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 50.0% | 75.0% |