| Metric | 11394500:btcusd:triple_med_gx:lsma90_110 | 11394500:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 50.8% | 172.16% |
| Max Drawdown | -12.38% | -67.18% |
| Sharpe | 0.54 | 0.42 |
| Sortino | 0.98 | 0.61 |
| Payoff Ratio | 1.4 | 1.23 |
| Profit Factor | 1.47 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.02 | 0.68 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 88.21 | 2.87 |
| Outlier Loss Ratio | 3.22 | 2.75 |
| Volatility (ann.) | 6.13% | 26.26% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.07 | 0.53 |
| Skew | 6.56 | 0.19 |
| Kurtosis | 158.46 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.01% | 2.47% |
| Expected Yearly % | 10.81% | 28.44% |
| Kelly Criterion | 13.22% | 11.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -2.23% |
| Expected Shortfall (cVaR) | -0.52% | -2.23% |
| Year | 11394500:BTCUSD | 11394500:btcusd:triple_med_gx:lsma90_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 6.40 | -0.11 | + |
| 2023 | 155.54 | 15.93 | 0.10 | - |
| 2024 | 121.00 | 16.43 | 0.14 | - |
| 2025 | 16.76 | 5.00 | 0.30 | - |
| Metric | 11394500:btcusd:triple_med_gx:lsma90_110 | 11394500:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.53% | 31.46% |
| 6M | 5.0% | 12.77% |
| YTD | 5.0% | 16.76% |
| 1Y | 21.12% | 56.84% |
| 3Y (ann.) | 13.76% | 55.31% |
| 5Y (ann.) | 13.2% | 35.29% |
| Metric | 11394500:btcusd:triple_med_gx:lsma90_110 | 11394500:BTCUSD |
|---|---|---|
| Max Drawdown | -12.38% | -67.18% |
| Longest DD Days | 453.0 | 683.0 |
| Avg. Drawdown | -2.14% | -7.19% |
| Avg. Drawdown Days | 42.0 | 37.0 |
| Recovery Factor | 4.1 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-20 | 2023-06-16 | -12.38 | 453 |
| 2023-11-16 | 2024-08-06 | -11.21 | 264 |
| 2023-07-14 | 2023-10-20 | -4.09 | 98 |
| 2023-10-20 | 2023-11-15 | -3.90 | 26 |
| 2024-09-12 | 2024-10-11 | -3.77 | 29 |
| 2022-02-27 | 2022-03-18 | -2.60 | 19 |
| 2025-02-06 | 2025-04-11 | -2.56 | 63 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-12-02 | 2025-02-06 | -2.05 | 66 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11394500:btcusd:triple_med_gx:lsma90_110 | 11394500:BTCUSD |
|---|---|---|
| Best Day | 6.93% | 9.33% |
| Worst Day | -4.64% | -9.32% |
| Best Week | 10.3% | 35.75% |
| Worst Week | -7.67% | -29.64% |
| Best Month | 13.46% | 43.77% |
| Worst Month | -7.67% | -37.12% |
| Best Year | 16.43% | 155.54% |
| Worst Year | 5.0% | -58.73% |
| Avg. Up Day | 1.12% | 1.13% |
| Avg. Down Day | -0.8% | -0.92% |
| Avg. Up Week | 2.75% | 5.95% |
| Avg. Down Week | -1.94% | -3.12% |
| Avg. Up Month | 5.16% | 11.09% |
| Avg. Down Month | -2.01% | -12.89% |
| Win Days % | 49.39% | 51.29% |
| Win Month % | 58.33% | 60.98% |
| Win Week % | 59.38% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |