| Metric | 11377292:btcusd:triple_med_gx:lsma90_50 | 11377292:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 60.78% | 240.34% |
| Max Drawdown | -20.18% | -67.18% |
| Sharpe | 0.43 | 0.47 |
| Sortino | 0.65 | 0.68 |
| Payoff Ratio | 1.16 | 1.08 |
| Profit Factor | 1.19 | 1.08 |
| Common Sense Ratio | 2.07 | 1.07 |
| CPC Index | 0.67 | 0.6 |
| Tail Ratio | 1.74 | 0.99 |
| Outlier Win Ratio | 40.84 | 3.26 |
| Outlier Loss Ratio | 4.43 | 3.19 |
| Volatility (ann.) | 8.89% | 26.24% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.73 | 0.63 |
| Skew | 0.9 | 0.2 |
| Kurtosis | 62.56 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.11% | 2.89% |
| Expected Yearly % | 12.6% | 35.82% |
| Kelly Criterion | 4.41% | 6.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.23% |
| Expected Shortfall (cVaR) | -0.76% | -2.23% |
| Year | 11377292:BTCUSD | 11377292:btcusd:triple_med_gx:lsma90_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 30.79 | -0.57 | + |
| 2023 | 155.54 | -1.43 | -0.01 | - |
| 2024 | 121.00 | 6.12 | 0.05 | - |
| 2025 | 30.14 | 17.52 | 0.58 | - |
| Metric | 11377292:btcusd:triple_med_gx:lsma90_50 | 11377292:BTCUSD |
|---|---|---|
| MTD | 2.82% | 13.36% |
| 3M | 17.02% | 45.08% |
| 6M | 14.82% | 28.47% |
| YTD | 17.52% | 30.14% |
| 1Y | 29.99% | 105.13% |
| 3Y (ann.) | 11.37% | 81.7% |
| 5Y (ann.) | 14.65% | 42.27% |
| Metric | 11377292:btcusd:triple_med_gx:lsma90_50 | 11377292:BTCUSD |
|---|---|---|
| Max Drawdown | -20.18% | -67.18% |
| Longest DD Days | 789.0 | 683.0 |
| Avg. Drawdown | -2.8% | -6.0% |
| Avg. Drawdown Days | 50.0 | 29.0 |
| Recovery Factor | 3.01 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2022-11-22 | -20.18 | 169 |
| 2023-02-23 | 2025-04-22 | -19.74 | 789 |
| 2022-04-26 | 2022-05-30 | -7.08 | 34 |
| 2022-02-12 | 2022-04-01 | -5.10 | 47 |
| 2023-01-21 | 2023-02-22 | -2.24 | 32 |
| 2022-04-24 | 2022-04-25 | -2.16 | 1 |
| 2022-11-24 | 2023-01-20 | -1.86 | 57 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2022-11-23 | 2022-11-23 | -1.19 | 0 |
| 2025-04-29 | 2025-05-15 | -1.04 | 15 |
| Metric | 11377292:btcusd:triple_med_gx:lsma90_50 | 11377292:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.58% | 35.75% |
| Worst Week | -5.46% | -29.64% |
| Best Month | 13.05% | 43.77% |
| Worst Month | -10.33% | -37.12% |
| Best Year | 30.79% | 155.54% |
| Worst Year | -1.43% | -53.69% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.68% | -0.75% |
| Avg. Up Week | 3.62% | 5.03% |
| Avg. Down Week | -1.94% | -3.87% |
| Avg. Up Month | 4.15% | 14.86% |
| Avg. Down Month | -2.98% | -11.26% |
| Win Days % | 48.66% | 51.29% |
| Win Month % | 59.52% | 62.79% |
| Win Week % | 47.0% | 51.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |