| Metric | 11396118:btcusd:triple_med_gx:lsma90_115 | 11396118:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 42.14% | 172.16% |
| Max Drawdown | -18.37% | -67.18% |
| Sharpe | 0.43 | 0.42 |
| Sortino | 0.71 | 0.61 |
| Payoff Ratio | 1.29 | 1.16 |
| Profit Factor | 1.33 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.85 | 0.64 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 79.32 | 2.95 |
| Outlier Loss Ratio | 3.12 | 2.88 |
| Volatility (ann.) | 6.72% | 26.26% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.61 | 0.53 |
| Skew | 4.01 | 0.19 |
| Kurtosis | 130.12 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.86% | 2.47% |
| Expected Yearly % | 9.19% | 28.44% |
| Kelly Criterion | 10.27% | 9.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.23% |
| Expected Shortfall (cVaR) | -0.57% | -2.23% |
| Year | 11396118:BTCUSD | 11396118:btcusd:triple_med_gx:lsma90_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -2.48 | 0.04 | + |
| 2023 | 155.54 | 17.43 | 0.11 | - |
| 2024 | 121.00 | 17.21 | 0.14 | - |
| 2025 | 16.76 | 5.90 | 0.35 | - |
| Metric | 11396118:btcusd:triple_med_gx:lsma90_115 | 11396118:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.3% | 31.46% |
| 6M | 5.9% | 12.77% |
| YTD | 5.9% | 16.76% |
| 1Y | 23.38% | 56.84% |
| 3Y (ann.) | 11.35% | 55.31% |
| 5Y (ann.) | 11.2% | 35.29% |
| Metric | 11396118:btcusd:triple_med_gx:lsma90_115 | 11396118:BTCUSD |
|---|---|---|
| Max Drawdown | -18.37% | -67.18% |
| Longest DD Days | 457.0 | 683.0 |
| Avg. Drawdown | -2.93% | -7.19% |
| Avg. Drawdown Days | 49.0 | 37.0 |
| Recovery Factor | 2.29 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-20 | 2023-06-20 | -18.37 | 457 |
| 2023-11-16 | 2024-09-09 | -12.17 | 298 |
| 2022-02-27 | 2022-03-19 | -4.53 | 20 |
| 2023-07-14 | 2023-10-20 | -4.22 | 98 |
| 2023-10-20 | 2023-11-15 | -3.90 | 26 |
| 2024-10-09 | 2024-10-11 | -3.70 | 2 |
| 2024-10-11 | 2024-12-04 | -2.49 | 54 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2025-02-06 | 2025-04-11 | -2.39 | 63 |
| 2025-04-13 | 2025-06-11 | -1.80 | 59 |
| Metric | 11396118:btcusd:triple_med_gx:lsma90_115 | 11396118:BTCUSD |
|---|---|---|
| Best Day | 6.93% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 9.84% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 13.46% | 43.77% |
| Worst Month | -9.06% | -37.12% |
| Best Year | 17.43% | 155.54% |
| Worst Year | -2.48% | -58.73% |
| Avg. Up Day | 1.09% | 1.1% |
| Avg. Down Day | -0.84% | -0.95% |
| Avg. Up Week | 2.58% | 6.18% |
| Avg. Down Week | -2.0% | -3.12% |
| Avg. Up Month | 5.34% | 11.09% |
| Avg. Down Month | -3.55% | -14.51% |
| Win Days % | 49.48% | 51.29% |
| Win Month % | 62.5% | 60.98% |
| Win Week % | 66.67% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |