| Metric | 11374532:btcusd:triple_med_gx:lsma90_35 | 11374532:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -15.32% | 228.52% |
| Max Drawdown | -38.81% | -67.18% |
| Sharpe | -0.08 | 0.46 |
| Sortino | -0.12 | 0.67 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 0.97 | 1.08 |
| Common Sense Ratio | 1.05 | 1.07 |
| CPC Index | 0.48 | 0.58 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 39.03 | 3.31 |
| Outlier Loss Ratio | 4.22 | 3.33 |
| Volatility (ann.) | 9.35% | 26.15% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.12 | 0.61 |
| Skew | 0.42 | 0.2 |
| Kurtosis | 50.03 | 6.47 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.39% | 2.8% |
| Expected Yearly % | -4.07% | 34.63% |
| Kelly Criterion | -4.48% | 4.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11374532:BTCUSD | 11374532:btcusd:triple_med_gx:lsma90_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 4.78 | -0.09 | + |
| 2023 | 155.54 | 25.40 | 0.16 | - |
| 2024 | 121.00 | -25.07 | -0.21 | - |
| 2025 | 30.14 | -13.99 | -0.46 | - |
| Metric | 11374532:btcusd:triple_med_gx:lsma90_35 | 11374532:BTCUSD |
|---|---|---|
| MTD | 0.14% | 13.36% |
| 3M | -5.05% | 45.08% |
| 6M | -17.98% | 28.47% |
| YTD | -13.99% | 30.14% |
| 1Y | -17.43% | 105.13% |
| 3Y (ann.) | -9.91% | 81.7% |
| 5Y (ann.) | -4.68% | 40.94% |
| Metric | 11374532:btcusd:triple_med_gx:lsma90_35 | 11374532:BTCUSD |
|---|---|---|
| Max Drawdown | -38.81% | -67.18% |
| Longest DD Days | 596.0 | 683.0 |
| Avg. Drawdown | -5.45% | -6.34% |
| Avg. Drawdown Days | 63.0 | 31.0 |
| Recovery Factor | -0.39 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-26 | 2025-07-14 | -38.81 | 596 |
| 2022-06-26 | 2023-08-29 | -21.30 | 429 |
| 2022-04-21 | 2022-06-23 | -10.13 | 62 |
| 2023-08-29 | 2023-10-20 | -9.09 | 51 |
| 2022-03-02 | 2022-04-20 | -6.59 | 49 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-06-23 | 2022-06-23 | -1.54 | 0 |
| 2022-06-25 | 2022-06-25 | -1.13 | 0 |
| Metric | 11374532:btcusd:triple_med_gx:lsma90_35 | 11374532:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.03% | 35.75% |
| Worst Week | -9.61% | -29.64% |
| Best Month | 12.25% | 43.77% |
| Worst Month | -15.52% | -37.12% |
| Best Year | 25.4% | 155.54% |
| Worst Year | -25.07% | -55.3% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.1% | 7.44% |
| Avg. Down Week | -2.84% | -2.55% |
| Avg. Up Month | 4.04% | 12.02% |
| Avg. Down Month | -4.2% | -9.94% |
| Win Days % | 46.07% | 51.3% |
| Win Month % | 45.24% | 62.79% |
| Win Week % | 43.18% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |