| Metric | 11395085:btcusd:triple_med_gx:lsma90_115 | 11395085:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 7.17% | 189.3% |
| Max Drawdown | -13.03% | -67.18% |
| Sharpe | 0.11 | 0.43 |
| Sortino | 0.17 | 0.63 |
| Payoff Ratio | 1.26 | 1.18 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.58 | 0.65 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 77.02 | 3.1 |
| Outlier Loss Ratio | 4.01 | 2.94 |
| Volatility (ann.) | 6.54% | 26.34% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.16 | 0.55 |
| Skew | 1.74 | 0.2 |
| Kurtosis | 111.67 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.16% | 2.56% |
| Expected Yearly % | 1.75% | 30.42% |
| Kelly Criterion | -1.86% | 9.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.24% |
| Expected Shortfall (cVaR) | -0.56% | -2.24% |
| Year | 11395085:BTCUSD | 11395085:btcusd:triple_med_gx:lsma90_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 0.05 | -0.00 | + |
| 2023 | 155.54 | 10.91 | 0.07 | - |
| 2024 | 121.00 | 9.25 | 0.08 | - |
| 2025 | 16.76 | -11.60 | -0.69 | - |
| Metric | 11395085:btcusd:triple_med_gx:lsma90_115 | 11395085:BTCUSD |
|---|---|---|
| MTD | -0.63% | 4.16% |
| 3M | -7.03% | 31.46% |
| 6M | -7.43% | 12.77% |
| YTD | -11.6% | 16.76% |
| 1Y | -0.17% | 56.84% |
| 3Y (ann.) | 4.6% | 55.31% |
| 5Y (ann.) | 2.08% | 37.09% |
| Metric | 11395085:btcusd:triple_med_gx:lsma90_115 | 11395085:BTCUSD |
|---|---|---|
| Max Drawdown | -13.03% | -67.18% |
| Longest DD Days | 497.0 | 683.0 |
| Avg. Drawdown | -3.48% | -6.63% |
| Avg. Drawdown Days | 84.0 | 33.0 |
| Recovery Factor | 0.55 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-08-02 | 2024-12-11 | -13.03 | 497 |
| 2025-01-04 | 2025-06-11 | -12.75 | 158 |
| 2022-03-02 | 2022-11-23 | -7.84 | 266 |
| 2023-03-14 | 2023-04-10 | -3.81 | 26 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2022-02-01 | 2022-03-01 | -1.72 | 28 |
| 2023-05-04 | 2023-05-23 | -1.58 | 18 |
| 2023-05-23 | 2023-06-19 | -1.16 | 27 |
| 2023-04-11 | 2023-05-02 | -1.06 | 20 |
| 2022-12-31 | 2023-03-14 | -0.93 | 73 |
| Metric | 11395085:btcusd:triple_med_gx:lsma90_115 | 11395085:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 8.14% | 35.75% |
| Worst Week | -5.35% | -29.64% |
| Best Month | 8.14% | 43.77% |
| Worst Month | -5.68% | -37.12% |
| Best Year | 10.91% | 155.54% |
| Worst Year | -11.6% | -56.13% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.71% | -0.77% |
| Avg. Up Week | 2.17% | 7.68% |
| Avg. Down Week | -1.95% | -3.41% |
| Avg. Up Month | 2.53% | 13.56% |
| Avg. Down Month | -2.34% | -9.67% |
| Win Days % | 43.19% | 51.25% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 47.14% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |