| Metric | 11370456:btcusd:triple_med_gx:lsma90_10 | 11370456:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 41.63% | 222.44% |
| Max Drawdown | -25.9% | -67.18% |
| Sharpe | 0.29 | 0.45 |
| Sortino | 0.45 | 0.66 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.13 | 1.08 |
| CPC Index | 0.6 | 0.61 |
| Tail Ratio | 1.02 | 1.0 |
| Outlier Win Ratio | 33.92 | 3.46 |
| Outlier Loss Ratio | 4.14 | 3.34 |
| Volatility (ann.) | 10.45% | 26.13% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.41 | 0.6 |
| Skew | 1.81 | 0.2 |
| Kurtosis | 54.36 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.81% | 2.76% |
| Expected Yearly % | 9.09% | 34.0% |
| Kelly Criterion | 1.06% | 6.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.22% |
| Expected Shortfall (cVaR) | -0.89% | -2.22% |
| Year | 11370456:BTCUSD | 11370456:btcusd:triple_med_gx:lsma90_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -9.31 | 0.17 | + |
| 2023 | 155.54 | 43.05 | 0.28 | - |
| 2024 | 121.00 | 32.64 | 0.27 | - |
| 2025 | 30.14 | -17.69 | -0.59 | - |
| Metric | 11370456:btcusd:triple_med_gx:lsma90_10 | 11370456:BTCUSD |
|---|---|---|
| MTD | -0.64% | 13.36% |
| 3M | -4.8% | 45.08% |
| 6M | -17.26% | 28.47% |
| YTD | -17.69% | 30.14% |
| 1Y | -8.28% | 105.13% |
| 3Y (ann.) | 14.06% | 81.7% |
| 5Y (ann.) | 10.6% | 40.34% |
| Metric | 11370456:btcusd:triple_med_gx:lsma90_10 | 11370456:BTCUSD |
|---|---|---|
| Max Drawdown | -25.9% | -67.18% |
| Longest DD Days | 600.0 | 683.0 |
| Avg. Drawdown | -4.36% | -6.36% |
| Avg. Drawdown Days | 57.0 | 32.0 |
| Recovery Factor | 1.61 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -25.90 | 188 |
| 2022-03-02 | 2023-10-23 | -25.60 | 600 |
| 2024-03-05 | 2024-12-15 | -14.67 | 285 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-01-31 | 2024-02-28 | -3.81 | 27 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-01-09 | 2024-01-28 | -3.13 | 19 |
| 2023-11-20 | 2023-12-03 | -2.55 | 13 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2024-01-28 | 2024-01-29 | -1.23 | 1 |
| Metric | 11370456:btcusd:triple_med_gx:lsma90_10 | 11370456:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.08% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 18.77% | 43.77% |
| Worst Month | -15.94% | -37.12% |
| Best Year | 43.05% | 155.54% |
| Worst Year | -17.69% | -56.13% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.99% | 8.81% |
| Avg. Down Week | -2.39% | -3.01% |
| Avg. Up Month | 6.42% | 15.83% |
| Avg. Down Month | -5.28% | -13.01% |
| Win Days % | 47.8% | 51.29% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 47.19% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |