| Metric | 11371158:btcusd:triple_med_gx:lsma90_15 | 11371158:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 52.16% | 233.23% |
| Max Drawdown | -22.6% | -67.18% |
| Sharpe | 0.35 | 0.46 |
| Sortino | 0.53 | 0.67 |
| Payoff Ratio | 1.13 | 1.12 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.4 | 1.08 |
| CPC Index | 0.62 | 0.62 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 33.65 | 3.47 |
| Outlier Loss Ratio | 4.06 | 3.33 |
| Volatility (ann.) | 10.32% | 26.12% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.57 | 0.62 |
| Skew | 1.44 | 0.2 |
| Kurtosis | 52.43 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.98% | 2.84% |
| Expected Yearly % | 11.06% | 35.11% |
| Kelly Criterion | 3.18% | 7.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.22% |
| Expected Shortfall (cVaR) | -0.88% | -2.22% |
| Year | 11371158:BTCUSD | 11371158:btcusd:triple_med_gx:lsma90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -6.71 | 0.12 | + |
| 2023 | 155.54 | 39.59 | 0.25 | - |
| 2024 | 121.00 | 27.78 | 0.23 | - |
| 2025 | 30.14 | -8.55 | -0.28 | - |
| Metric | 11371158:btcusd:triple_med_gx:lsma90_15 | 11371158:BTCUSD |
|---|---|---|
| MTD | 1.89% | 13.36% |
| 3M | 1.28% | 45.08% |
| 6M | -8.79% | 28.47% |
| YTD | -8.55% | 30.14% |
| 1Y | -1.11% | 105.13% |
| 3Y (ann.) | 18.44% | 81.7% |
| 5Y (ann.) | 12.9% | 41.6% |
| Metric | 11371158:btcusd:triple_med_gx:lsma90_15 | 11371158:BTCUSD |
|---|---|---|
| Max Drawdown | -22.6% | -67.18% |
| Longest DD Days | 501.0 | 683.0 |
| Avg. Drawdown | -3.62% | -6.05% |
| Avg. Drawdown Days | 36.0 | 31.0 |
| Recovery Factor | 2.31 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-05 | 2023-06-21 | -22.60 | 501 |
| 2025-01-07 | 2025-07-14 | -22.08 | 188 |
| 2024-04-01 | 2025-01-02 | -13.45 | 276 |
| 2023-08-29 | 2023-10-02 | -8.76 | 33 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2023-07-30 | 2023-08-29 | -5.03 | 30 |
| 2024-01-31 | 2024-02-28 | -4.15 | 27 |
| 2023-10-02 | 2023-10-20 | -3.94 | 17 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11371158:btcusd:triple_med_gx:lsma90_15 | 11371158:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.96% | 35.75% |
| Worst Week | -11.09% | -29.64% |
| Best Month | 12.96% | 43.77% |
| Worst Month | -8.98% | -37.12% |
| Best Year | 39.59% | 155.54% |
| Worst Year | -8.55% | -54.66% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 3.71% | 8.16% |
| Avg. Down Week | -2.49% | -2.63% |
| Avg. Up Month | 4.65% | 13.04% |
| Avg. Down Month | -4.03% | -12.48% |
| Win Days % | 48.6% | 51.3% |
| Win Month % | 57.14% | 62.79% |
| Win Week % | 47.67% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |