| Metric | 11374569:btcusd:triple_med_gx:lsma90_35 | 11374569:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 13.79% | 233.23% |
| Max Drawdown | -29.53% | -67.18% |
| Sharpe | 0.15 | 0.46 |
| Sortino | 0.22 | 0.67 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.11 | 1.08 |
| CPC Index | 0.56 | 0.62 |
| Tail Ratio | 1.04 | 1.0 |
| Outlier Win Ratio | 41.62 | 3.36 |
| Outlier Loss Ratio | 4.06 | 3.25 |
| Volatility (ann.) | 9.19% | 26.12% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.13 | 0.62 |
| Skew | 0.75 | 0.2 |
| Kurtosis | 54.42 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.3% | 2.84% |
| Expected Yearly % | 3.28% | 35.11% |
| Kelly Criterion | -0.36% | 7.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.22% |
| Expected Shortfall (cVaR) | -0.79% | -2.22% |
| Year | 11374569:BTCUSD | 11374569:btcusd:triple_med_gx:lsma90_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 5.34 | -0.10 | + |
| 2023 | 155.54 | 29.81 | 0.19 | - |
| 2024 | 121.00 | -2.36 | -0.02 | - |
| 2025 | 30.14 | -14.77 | -0.49 | - |
| Metric | 11374569:btcusd:triple_med_gx:lsma90_35 | 11374569:BTCUSD |
|---|---|---|
| MTD | 1.89% | 13.36% |
| 3M | -1.54% | 45.08% |
| 6M | -13.81% | 28.47% |
| YTD | -14.77% | 30.14% |
| 1Y | -19.56% | 105.13% |
| 3Y (ann.) | 5.65% | 81.7% |
| 5Y (ann.) | 3.81% | 41.6% |
| Metric | 11374569:btcusd:triple_med_gx:lsma90_35 | 11374569:BTCUSD |
|---|---|---|
| Max Drawdown | -29.53% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -4.07% | -6.05% |
| Avg. Drawdown Days | 53.0 | 31.0 |
| Recovery Factor | 0.47 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -29.53 | 469 |
| 2022-03-02 | 2023-06-21 | -17.46 | 476 |
| 2023-08-29 | 2023-10-20 | -8.76 | 51 |
| 2024-01-11 | 2024-03-04 | -6.63 | 53 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2023-08-02 | 2023-08-29 | -2.82 | 27 |
| 2022-01-30 | 2022-01-31 | -2.56 | 0 |
| 2024-03-27 | 2024-03-28 | -2.42 | 1 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| 2024-01-09 | 2024-01-10 | -1.88 | 1 |
| Metric | 11374569:btcusd:triple_med_gx:lsma90_35 | 11374569:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 12.95% | 35.75% |
| Worst Week | -9.8% | -29.64% |
| Best Month | 12.95% | 43.77% |
| Worst Month | -10.62% | -37.12% |
| Best Year | 29.81% | 155.54% |
| Worst Year | -14.77% | -54.66% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 3.55% | 7.73% |
| Avg. Down Week | -2.37% | -2.8% |
| Avg. Up Month | 4.81% | 13.95% |
| Avg. Down Month | -3.08% | -11.8% |
| Win Days % | 46.91% | 51.3% |
| Win Month % | 41.46% | 62.79% |
| Win Week % | 41.77% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |