| Metric | 11394464:btcusd:triple_med_gx:lsma90_110 | 11394464:BTCUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 30.03% | 152.36% |
| Max Drawdown | -16.8% | -67.18% |
| Sharpe | 0.36 | 0.4 |
| Sortino | 0.61 | 0.58 |
| Payoff Ratio | 1.39 | 1.36 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.83 | 0.74 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 95.08 | 2.81 |
| Outlier Loss Ratio | 3.23 | 2.73 |
| Volatility (ann.) | 6.08% | 26.27% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.49 | 0.48 |
| Skew | 5.75 | 0.18 |
| Kurtosis | 169.37 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.28% |
| Expected Yearly % | 6.79% | 26.04% |
| Kelly Criterion | 7.08% | 15.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.23% |
| Expected Shortfall (cVaR) | -0.52% | -2.23% |
| Year | 11394464:BTCUSD | 11394464:btcusd:triple_med_gx:lsma90_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 1.39 | -0.02 | + |
| 2023 | 155.54 | 14.26 | 0.09 | - |
| 2024 | 121.00 | 14.09 | 0.12 | - |
| 2025 | 16.76 | -1.61 | -0.10 | - |
| Metric | 11394464:btcusd:triple_med_gx:lsma90_110 | 11394464:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 1.28% | 31.46% |
| 6M | -1.61% | 12.77% |
| YTD | -1.61% | 16.76% |
| 1Y | 8.58% | 56.84% |
| 3Y (ann.) | 8.74% | 55.31% |
| 5Y (ann.) | 8.24% | 32.21% |
| Metric | 11394464:btcusd:triple_med_gx:lsma90_110 | 11394464:BTCUSD |
|---|---|---|
| Max Drawdown | -16.8% | -67.18% |
| Longest DD Days | 461.0 | 683.0 |
| Avg. Drawdown | -3.24% | -7.61% |
| Avg. Drawdown Days | 68.0 | 38.0 |
| Recovery Factor | 1.79 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-17 | 2023-06-21 | -16.80 | 461 |
| 2024-09-11 | 2025-06-11 | -10.10 | 272 |
| 2023-11-16 | 2024-03-20 | -8.14 | 125 |
| 2023-07-14 | 2023-10-20 | -4.00 | 98 |
| 2023-10-20 | 2023-11-15 | -3.51 | 26 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-03-21 | 2024-08-05 | -1.78 | 137 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| 2024-08-06 | 2024-08-06 | -1.32 | 0 |
| Metric | 11394464:btcusd:triple_med_gx:lsma90_110 | 11394464:BTCUSD |
|---|---|---|
| Best Day | 6.93% | 9.33% |
| Worst Day | -4.64% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -7.88% | -29.64% |
| Best Month | 13.09% | 43.77% |
| Worst Month | -7.88% | -37.12% |
| Best Year | 14.26% | 155.54% |
| Worst Year | -1.61% | -61.73% |
| Avg. Up Day | 1.13% | 1.15% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 3.32% | 7.07% |
| Avg. Down Week | -2.14% | -6.21% |
| Avg. Up Month | 5.2% | 11.6% |
| Avg. Down Month | -2.34% | -12.32% |
| Win Days % | 45.99% | 51.26% |
| Win Month % | 52.0% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |