| Metric | 11379956:btcusd:triple_med_gx:lsma90_60 | 11379956:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 33.17% | 233.23% |
| Max Drawdown | -26.03% | -67.18% |
| Sharpe | 0.29 | 0.46 |
| Sortino | 0.44 | 0.67 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.06 | 1.08 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 0.93 | 1.0 |
| Outlier Win Ratio | 50.06 | 3.27 |
| Outlier Loss Ratio | 3.91 | 3.1 |
| Volatility (ann.) | 8.23% | 26.12% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.33 | 0.62 |
| Skew | 1.28 | 0.2 |
| Kurtosis | 65.42 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.67% | 2.84% |
| Expected Yearly % | 7.42% | 35.11% |
| Kelly Criterion | 2.35% | 7.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.22% |
| Expected Shortfall (cVaR) | -0.7% | -2.22% |
| Year | 11379956:BTCUSD | 11379956:btcusd:triple_med_gx:lsma90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 19.68 | -0.36 | + |
| 2023 | 155.54 | 18.44 | 0.12 | - |
| 2024 | 121.00 | -2.15 | -0.02 | - |
| 2025 | 30.14 | -3.99 | -0.13 | - |
| Metric | 11379956:btcusd:triple_med_gx:lsma90_60 | 11379956:BTCUSD |
|---|---|---|
| MTD | 1.89% | 13.36% |
| 3M | -1.94% | 45.08% |
| 6M | -2.91% | 28.47% |
| YTD | -3.99% | 30.14% |
| 1Y | -5.72% | 105.13% |
| 3Y (ann.) | 14.23% | 81.7% |
| 5Y (ann.) | 8.63% | 41.6% |
| Metric | 11379956:btcusd:triple_med_gx:lsma90_60 | 11379956:BTCUSD |
|---|---|---|
| Max Drawdown | -26.03% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -3.7% | -6.05% |
| Avg. Drawdown Days | 44.0 | 31.0 |
| Recovery Factor | 1.27 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -26.03 | 469 |
| 2022-02-05 | 2022-07-28 | -20.15 | 173 |
| 2023-08-03 | 2023-12-02 | -7.84 | 121 |
| 2023-01-04 | 2023-06-20 | -6.37 | 166 |
| 2022-02-01 | 2022-02-04 | -5.55 | 3 |
| 2024-01-31 | 2024-03-04 | -4.34 | 32 |
| 2022-08-18 | 2022-10-04 | -4.17 | 46 |
| 2024-01-11 | 2024-01-29 | -2.74 | 18 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2024-01-09 | 2024-01-10 | -1.88 | 1 |
| Metric | 11379956:btcusd:triple_med_gx:lsma90_60 | 11379956:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 14.35% | 35.75% |
| Worst Week | -9.76% | -29.64% |
| Best Month | 21.59% | 43.77% |
| Worst Month | -13.48% | -37.12% |
| Best Year | 19.68% | 155.54% |
| Worst Year | -3.99% | -54.66% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 3.85% | 7.03% |
| Avg. Down Week | -2.73% | -3.27% |
| Avg. Up Month | 5.87% | 15.1% |
| Avg. Down Month | -4.02% | -14.35% |
| Win Days % | 48.37% | 51.3% |
| Win Month % | 48.72% | 62.79% |
| Win Week % | 42.11% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |