| Metric | 11373660:btcusd:triple_med_gx:lsma90_30 | 11373660:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 21.5% | 222.44% |
| Max Drawdown | -25.56% | -67.18% |
| Sharpe | 0.2 | 0.45 |
| Sortino | 0.3 | 0.66 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.08 | 1.08 |
| CPC Index | 0.57 | 0.61 |
| Tail Ratio | 1.0 | 1.0 |
| Outlier Win Ratio | 40.59 | 3.4 |
| Outlier Loss Ratio | 4.07 | 3.27 |
| Volatility (ann.) | 9.45% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.23 | 0.6 |
| Skew | 1.68 | 0.2 |
| Kurtosis | 52.2 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.45% | 2.76% |
| Expected Yearly % | 4.99% | 34.0% |
| Kelly Criterion | 0.32% | 7.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11373660:BTCUSD | 11373660:btcusd:triple_med_gx:lsma90_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -6.80 | 0.12 | + |
| 2023 | 155.54 | 33.11 | 0.21 | - |
| 2024 | 121.00 | 14.29 | 0.12 | - |
| 2025 | 30.14 | -14.31 | -0.47 | - |
| Metric | 11373660:btcusd:triple_med_gx:lsma90_30 | 11373660:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -3.82% | 45.08% |
| 6M | -13.81% | 28.47% |
| YTD | -14.31% | 30.14% |
| 1Y | -14.09% | 105.13% |
| 3Y (ann.) | 8.32% | 81.7% |
| 5Y (ann.) | 5.8% | 40.34% |
| Metric | 11373660:btcusd:triple_med_gx:lsma90_30 | 11373660:BTCUSD |
|---|---|---|
| Max Drawdown | -25.56% | -67.18% |
| Longest DD Days | 600.0 | 683.0 |
| Avg. Drawdown | -4.91% | -6.36% |
| Avg. Drawdown Days | 86.0 | 32.0 |
| Recovery Factor | 0.84 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-10-23 | -25.56 | 600 |
| 2024-03-05 | 2025-07-14 | -23.54 | 496 |
| 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 | 2024-01-29 | -3.13 | 20 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2022-02-05 | 2022-03-01 | -0.86 | 23 |
| 2022-02-05 | 2022-02-05 | -0.32 | 0 |
| 2023-12-04 | 2024-01-08 | -0.28 | 35 |
| Metric | 11373660:btcusd:triple_med_gx:lsma90_30 | 11373660:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 12.75% | 35.75% |
| Worst Week | -9.55% | -29.64% |
| Best Month | 20.0% | 43.77% |
| Worst Month | -8.89% | -37.12% |
| Best Year | 33.11% | 155.54% |
| Worst Year | -14.31% | -56.13% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 3.83% | 7.74% |
| Avg. Down Week | -2.34% | -3.25% |
| Avg. Up Month | 5.63% | 13.29% |
| Avg. Down Month | -4.13% | -12.48% |
| Win Days % | 47.26% | 51.29% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 41.98% | 51.63% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |