| Metric | 11379607:btcusd:triple_med_gx:lsma90_60 | 11379607:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 24.34% | 240.34% |
| Max Drawdown | -18.26% | -67.18% |
| Sharpe | 0.25 | 0.47 |
| Sortino | 0.38 | 0.68 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 0.98 | 1.07 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 0.88 | 0.99 |
| Outlier Win Ratio | 54.09 | 3.1 |
| Outlier Loss Ratio | 4.21 | 3.07 |
| Volatility (ann.) | 7.45% | 26.24% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.35 | 0.63 |
| Skew | 1.92 | 0.2 |
| Kurtosis | 73.47 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.51% | 2.89% |
| Expected Yearly % | 5.6% | 35.82% |
| Kelly Criterion | 0.66% | 4.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.23% |
| Expected Shortfall (cVaR) | -0.64% | -2.23% |
| Year | 11379607:BTCUSD | 11379607:btcusd:triple_med_gx:lsma90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 10.70 | -0.20 | + |
| 2023 | 155.54 | -6.09 | -0.04 | - |
| 2024 | 121.00 | 26.47 | 0.22 | - |
| 2025 | 30.14 | -5.42 | -0.18 | - |
| Metric | 11379607:btcusd:triple_med_gx:lsma90_60 | 11379607:BTCUSD |
|---|---|---|
| MTD | -1.25% | 13.36% |
| 3M | 8.99% | 45.08% |
| 6M | -3.42% | 28.47% |
| YTD | -5.42% | 30.14% |
| 1Y | 12.0% | 105.13% |
| 3Y (ann.) | 3.72% | 81.7% |
| 5Y (ann.) | 6.47% | 42.27% |
| Metric | 11379607:btcusd:triple_med_gx:lsma90_60 | 11379607:BTCUSD |
|---|---|---|
| Max Drawdown | -18.26% | -67.18% |
| Longest DD Days | 855.0 | 683.0 |
| Avg. Drawdown | -4.22% | -6.0% |
| Avg. Drawdown Days | 92.0 | 29.0 |
| Recovery Factor | 1.33 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2024-11-20 | -18.26 | 855 |
| 2024-12-16 | 2025-07-14 | -15.02 | 209 |
| 2022-04-02 | 2022-07-17 | -11.19 | 105 |
| 2024-12-10 | 2024-12-11 | -3.33 | 0 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| 2022-03-09 | 2022-03-27 | -1.27 | 18 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-12 | 2024-12-15 | -1.17 | 3 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2022-02-05 | 2022-02-14 | -0.51 | 8 |
| Metric | 11379607:btcusd:triple_med_gx:lsma90_60 | 11379607:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 9.67% | 35.75% |
| Worst Week | -7.72% | -29.64% |
| Best Month | 15.28% | 43.77% |
| Worst Month | -8.12% | -37.12% |
| Best Year | 26.47% | 155.54% |
| Worst Year | -6.09% | -53.69% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 2.32% | 5.49% |
| Avg. Down Week | -2.3% | -4.61% |
| Avg. Up Month | 5.08% | 18.66% |
| Avg. Down Month | -3.26% | -13.88% |
| Win Days % | 48.48% | 51.29% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 53.12% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |