| Metric | 11379441:btcusd:triple_med_gx:lsma90_60 | 11379441:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 22.51% | 240.34% |
| Max Drawdown | -22.22% | -67.18% |
| Sharpe | 0.23 | 0.47 |
| Sortino | 0.34 | 0.68 |
| Payoff Ratio | 1.16 | 1.07 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 0.52 | 1.07 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 0.47 | 0.99 |
| Outlier Win Ratio | 56.71 | 3.17 |
| Outlier Loss Ratio | 4.19 | 3.03 |
| Volatility (ann.) | 7.73% | 26.24% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.27 | 0.63 |
| Skew | 0.78 | 0.2 |
| Kurtosis | 76.57 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.89% |
| Expected Yearly % | 5.21% | 35.82% |
| Kelly Criterion | 0.16% | 5.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.23% |
| Expected Shortfall (cVaR) | -0.66% | -2.23% |
| Year | 11379441:BTCUSD | 11379441:btcusd:triple_med_gx:lsma90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 9.80 | -0.18 | + |
| 2023 | 155.54 | -11.64 | -0.07 | - |
| 2024 | 121.00 | 12.31 | 0.10 | - |
| 2025 | 30.14 | 12.43 | 0.41 | - |
| Metric | 11379441:btcusd:triple_med_gx:lsma90_60 | 11379441:BTCUSD |
|---|---|---|
| MTD | 2.0% | 13.36% |
| 3M | 14.53% | 45.08% |
| 6M | 12.17% | 28.47% |
| YTD | 12.43% | 30.14% |
| 1Y | 10.17% | 105.13% |
| 3Y (ann.) | 7.38% | 81.7% |
| 5Y (ann.) | 6.02% | 42.27% |
| Metric | 11379441:btcusd:triple_med_gx:lsma90_60 | 11379441:BTCUSD |
|---|---|---|
| Max Drawdown | -22.22% | -67.18% |
| Longest DD Days | 892.0 | 683.0 |
| Avg. Drawdown | -3.27% | -6.0% |
| Avg. Drawdown Days | 82.0 | 29.0 |
| Recovery Factor | 1.01 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-02 | -22.22 | 892 |
| 2022-04-26 | 2022-10-04 | -12.02 | 161 |
| 2022-02-12 | 2022-04-25 | -5.23 | 72 |
| 2022-11-24 | 2023-01-20 | -3.55 | 57 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2022-10-24 | 2022-10-25 | -1.44 | 1 |
| 2022-10-09 | 2022-10-23 | -0.77 | 13 |
| 2022-11-02 | 2022-11-23 | -0.63 | 21 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-02-05 | 2022-02-12 | -0.33 | 7 |
| Metric | 11379441:btcusd:triple_med_gx:lsma90_60 | 11379441:BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -6.41% | -29.64% |
| Best Month | 10.96% | 43.77% |
| Worst Month | -8.75% | -37.12% |
| Best Year | 12.43% | 155.54% |
| Worst Year | -11.64% | -53.69% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.7% | -0.78% |
| Avg. Up Week | 3.51% | 5.21% |
| Avg. Down Week | -1.9% | -4.36% |
| Avg. Up Month | 4.25% | 16.21% |
| Avg. Down Month | -2.16% | -13.28% |
| Win Days % | 46.31% | 51.29% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 44.94% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |