| Metric | 11380563:btcusd:triple_med_gx:lsma90_65 | 11380563:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 14.44% | 240.34% |
| Max Drawdown | -16.33% | -67.18% |
| Sharpe | 0.18 | 0.47 |
| Sortino | 0.26 | 0.68 |
| Payoff Ratio | 1.11 | 1.03 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 0.07 | 1.07 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 0.06 | 0.99 |
| Outlier Win Ratio | 66.55 | 3.02 |
| Outlier Loss Ratio | 4.25 | 3.0 |
| Volatility (ann.) | 6.77% | 26.24% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.24 | 0.63 |
| Skew | 1.11 | 0.2 |
| Kurtosis | 79.14 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.31% | 2.89% |
| Expected Yearly % | 3.43% | 35.82% |
| Kelly Criterion | -0.63% | 4.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.23% |
| Expected Shortfall (cVaR) | -0.58% | -2.23% |
| Year | 11380563:BTCUSD | 11380563:btcusd:triple_med_gx:lsma90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 1.78 | -0.03 | + |
| 2023 | 155.54 | -4.34 | -0.03 | - |
| 2024 | 121.00 | 4.44 | 0.04 | - |
| 2025 | 30.14 | 12.55 | 0.42 | - |
| Metric | 11380563:btcusd:triple_med_gx:lsma90_65 | 11380563:BTCUSD |
|---|---|---|
| MTD | 2.05% | 13.36% |
| 3M | 10.8% | 45.08% |
| 6M | 15.07% | 28.47% |
| YTD | 12.55% | 30.14% |
| 1Y | 12.56% | 105.13% |
| 3Y (ann.) | 5.83% | 81.7% |
| 5Y (ann.) | 3.96% | 42.27% |
| Metric | 11380563:btcusd:triple_med_gx:lsma90_65 | 11380563:BTCUSD |
|---|---|---|
| Max Drawdown | -16.33% | -67.18% |
| Longest DD Days | 950.0 | 683.0 |
| Avg. Drawdown | -3.49% | -6.0% |
| Avg. Drawdown Days | 90.0 | 29.0 |
| Recovery Factor | 0.88 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-15 | 2025-04-22 | -16.33 | 950 |
| 2022-04-26 | 2022-06-07 | -9.97 | 42 |
| 2022-06-08 | 2022-09-09 | -8.81 | 93 |
| 2022-03-06 | 2022-04-01 | -3.57 | 26 |
| 2025-05-15 | 2025-07-02 | -2.10 | 48 |
| 2022-04-24 | 2022-04-25 | -1.65 | 1 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2022-02-11 | 2022-02-12 | -0.44 | 0 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| 2025-04-28 | 2025-04-28 | -0.18 | 0 |
| Metric | 11380563:btcusd:triple_med_gx:lsma90_65 | 11380563:BTCUSD |
|---|---|---|
| Best Day | 6.08% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 9.48% | 35.75% |
| Worst Week | -6.4% | -29.64% |
| Best Month | 10.16% | 43.77% |
| Worst Month | -11.62% | -37.12% |
| Best Year | 12.55% | 155.54% |
| Worst Year | -4.34% | -53.69% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.68% | -0.76% |
| Avg. Up Week | 2.57% | 5.28% |
| Avg. Down Week | -2.07% | -4.24% |
| Avg. Up Month | 3.12% | 15.84% |
| Avg. Down Month | -3.01% | -14.08% |
| Win Days % | 46.96% | 51.29% |
| Win Month % | 43.9% | 62.79% |
| Win Week % | 48.75% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |