| Metric | 11371934:btcusd:triple_med_gx:lsma90_20 | 11371934:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 51.74% | 233.23% |
| Max Drawdown | -19.31% | -67.18% |
| Sharpe | 0.36 | 0.46 |
| Sortino | 0.54 | 0.67 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.35 | 1.08 |
| CPC Index | 0.62 | 0.62 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 34.95 | 3.45 |
| Outlier Loss Ratio | 4.09 | 3.32 |
| Volatility (ann.) | 9.85% | 26.12% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.66 | 0.62 |
| Skew | 1.15 | 0.2 |
| Kurtosis | 41.33 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.97% | 2.84% |
| Expected Yearly % | 10.99% | 35.11% |
| Kelly Criterion | 2.96% | 7.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.22% |
| Expected Shortfall (cVaR) | -0.84% | -2.22% |
| Year | 11371934:BTCUSD | 11371934:btcusd:triple_med_gx:lsma90_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 12.91 | -0.24 | + |
| 2023 | 155.54 | 24.00 | 0.15 | - |
| 2024 | 121.00 | 19.85 | 0.16 | - |
| 2025 | 30.14 | -9.57 | -0.32 | - |
| Metric | 11371934:btcusd:triple_med_gx:lsma90_20 | 11371934:BTCUSD |
|---|---|---|
| MTD | 1.89% | 13.36% |
| 3M | 0.19% | 45.08% |
| 6M | -9.76% | 28.47% |
| YTD | -9.57% | 30.14% |
| 1Y | -5.22% | 105.13% |
| 3Y (ann.) | 14.09% | 81.7% |
| 5Y (ann.) | 12.81% | 41.6% |
| Metric | 11371934:btcusd:triple_med_gx:lsma90_20 | 11371934:BTCUSD |
|---|---|---|
| Max Drawdown | -19.31% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -3.93% | -6.05% |
| Avg. Drawdown Days | 47.0 | 31.0 |
| Recovery Factor | 2.68 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -19.31 | 469 |
| 2022-03-02 | 2023-03-14 | -15.15 | 377 |
| 2023-03-14 | 2023-06-21 | -9.58 | 98 |
| 2023-08-29 | 2023-10-02 | -8.76 | 33 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2023-07-29 | 2023-08-29 | -4.53 | 30 |
| 2024-01-31 | 2024-02-28 | -4.15 | 27 |
| 2023-10-02 | 2023-10-20 | -3.52 | 17 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-03-26 | 2024-03-31 | -3.07 | 5 |
| Metric | 11371934:btcusd:triple_med_gx:lsma90_20 | 11371934:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 13.46% | 35.75% |
| Worst Week | -6.59% | -29.64% |
| Best Month | 13.46% | 43.77% |
| Worst Month | -8.65% | -37.12% |
| Best Year | 24.0% | 155.54% |
| Worst Year | -9.57% | -54.66% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 3.66% | 7.94% |
| Avg. Down Week | -2.07% | -2.87% |
| Avg. Up Month | 4.68% | 13.94% |
| Avg. Down Month | -3.39% | -12.49% |
| Win Days % | 48.71% | 51.3% |
| Win Month % | 54.76% | 62.79% |
| Win Week % | 43.68% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |