| Metric | 11379721:btcusd:triple_med_gx:lsma90_60 | 11379721:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 46.68% | 240.34% |
| Max Drawdown | -25.13% | -67.18% |
| Sharpe | 0.34 | 0.47 |
| Sortino | 0.52 | 0.68 |
| Payoff Ratio | 1.23 | 1.21 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.88 | 1.07 |
| CPC Index | 0.65 | 0.67 |
| Tail Ratio | 1.63 | 0.99 |
| Outlier Win Ratio | 40.47 | 3.31 |
| Outlier Loss Ratio | 4.25 | 3.24 |
| Volatility (ann.) | 9.47% | 26.24% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.46 | 0.63 |
| Skew | 1.69 | 0.2 |
| Kurtosis | 65.05 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.89% | 2.89% |
| Expected Yearly % | 10.05% | 35.82% |
| Kelly Criterion | 1.34% | 11.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.23% |
| Expected Shortfall (cVaR) | -0.81% | -2.23% |
| Year | 11379721:BTCUSD | 11379721:btcusd:triple_med_gx:lsma90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 5.57 | -0.10 | + |
| 2023 | 155.54 | 0.84 | 0.01 | - |
| 2024 | 121.00 | 54.64 | 0.45 | - |
| 2025 | 30.14 | -10.90 | -0.36 | - |
| Metric | 11379721:btcusd:triple_med_gx:lsma90_60 | 11379721:BTCUSD |
|---|---|---|
| MTD | -0.23% | 13.36% |
| 3M | 4.43% | 45.08% |
| 6M | -10.08% | 28.47% |
| YTD | -10.9% | 30.14% |
| 1Y | 18.16% | 105.13% |
| 3Y (ann.) | 10.81% | 81.7% |
| 5Y (ann.) | 11.66% | 42.27% |
| Metric | 11379721:btcusd:triple_med_gx:lsma90_60 | 11379721:BTCUSD |
|---|---|---|
| Max Drawdown | -25.13% | -67.18% |
| Longest DD Days | 656.0 | 683.0 |
| Avg. Drawdown | -3.28% | -6.0% |
| Avg. Drawdown Days | 42.0 | 29.0 |
| Recovery Factor | 1.86 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-08 | 2024-05-25 | -25.13 | 656 |
| 2024-12-17 | 2025-07-14 | -21.17 | 208 |
| 2022-03-09 | 2022-07-27 | -15.28 | 140 |
| 2024-05-27 | 2024-08-20 | -6.45 | 84 |
| 2024-08-22 | 2024-10-24 | -5.13 | 63 |
| 2024-11-22 | 2024-12-11 | -3.62 | 19 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-12-12 | 2024-12-17 | -1.73 | 4 |
| 2024-11-07 | 2024-11-10 | -1.37 | 2 |
| 2024-05-26 | 2024-05-27 | -1.29 | 1 |
| Metric | 11379721:btcusd:triple_med_gx:lsma90_60 | 11379721:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.03% | 35.75% |
| Worst Week | -11.79% | -29.64% |
| Best Month | 25.2% | 43.77% |
| Worst Month | -16.15% | -37.12% |
| Best Year | 54.64% | 155.54% |
| Worst Year | -10.9% | -53.69% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.73% | 5.85% |
| Avg. Down Week | -2.71% | -4.36% |
| Avg. Up Month | 5.99% | 14.16% |
| Avg. Down Month | -4.28% | -11.02% |
| Win Days % | 45.54% | 51.29% |
| Win Month % | 54.76% | 62.79% |
| Win Week % | 51.0% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |