| Metric | 11378370:btcusd:triple_med_gx:lsma90_55 | 11378370:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 57.81% | 240.34% |
| Max Drawdown | -19.51% | -67.18% |
| Sharpe | 0.43 | 0.47 |
| Sortino | 0.64 | 0.68 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.21 | 1.08 |
| Common Sense Ratio | 1.92 | 1.07 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.59 | 0.99 |
| Outlier Win Ratio | 45.21 | 3.22 |
| Outlier Loss Ratio | 4.27 | 3.17 |
| Volatility (ann.) | 8.52% | 26.24% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.72 | 0.63 |
| Skew | 1.01 | 0.2 |
| Kurtosis | 71.25 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.07% | 2.89% |
| Expected Yearly % | 12.08% | 35.82% |
| Kelly Criterion | 4.19% | 6.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.23% |
| Expected Shortfall (cVaR) | -0.72% | -2.23% |
| Year | 11378370:BTCUSD | 11378370:btcusd:triple_med_gx:lsma90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 30.26 | -0.56 | + |
| 2023 | 155.54 | -0.99 | -0.01 | - |
| 2024 | 121.00 | 5.51 | 0.05 | - |
| 2025 | 30.14 | 15.97 | 0.53 | - |
| Metric | 11378370:btcusd:triple_med_gx:lsma90_55 | 11378370:BTCUSD |
|---|---|---|
| MTD | 1.14% | 13.36% |
| 3M | 12.76% | 45.08% |
| 6M | 13.94% | 28.47% |
| YTD | 15.97% | 30.14% |
| 1Y | 25.94% | 105.13% |
| 3Y (ann.) | 8.9% | 81.7% |
| 5Y (ann.) | 14.03% | 42.27% |
| Metric | 11378370:btcusd:triple_med_gx:lsma90_55 | 11378370:BTCUSD |
|---|---|---|
| Max Drawdown | -19.51% | -67.18% |
| Longest DD Days | 760.0 | 683.0 |
| Avg. Drawdown | -4.04% | -6.0% |
| Avg. Drawdown Days | 75.0 | 29.0 |
| Recovery Factor | 2.96 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-20 | -19.51 | 228 |
| 2023-01-21 | 2025-02-19 | -17.93 | 760 |
| 2025-02-21 | 2025-04-22 | -8.33 | 60 |
| 2022-04-26 | 2022-05-28 | -6.09 | 32 |
| 2022-02-05 | 2022-04-01 | -5.77 | 54 |
| 2022-04-24 | 2022-04-25 | -1.65 | 1 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2025-04-23 | 2025-06-16 | -1.49 | 54 |
| 2022-06-05 | 2022-06-06 | -0.51 | 0 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| Metric | 11378370:btcusd:triple_med_gx:lsma90_55 | 11378370:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.71% | 35.75% |
| Worst Week | -6.85% | -29.64% |
| Best Month | 12.23% | 43.77% |
| Worst Month | -10.66% | -37.12% |
| Best Year | 30.26% | 155.54% |
| Worst Year | -0.99% | -53.69% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 3.17% | 5.09% |
| Avg. Down Week | -1.93% | -4.25% |
| Avg. Up Month | 3.99% | 14.32% |
| Avg. Down Month | -3.69% | -12.29% |
| Win Days % | 49.67% | 51.29% |
| Win Month % | 60.98% | 62.79% |
| Win Week % | 51.58% | 51.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |