| Metric | 11380615:btcusd:triple_med_gx:lsma90_65 | 11380615:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 19.71% | 240.34% |
| Max Drawdown | -14.55% | -67.18% |
| Sharpe | 0.23 | 0.47 |
| Sortino | 0.34 | 0.68 |
| Payoff Ratio | 1.19 | 1.04 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 68.68 | 3.08 |
| Outlier Loss Ratio | 4.32 | 2.98 |
| Volatility (ann.) | 6.74% | 26.24% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.37 | 0.63 |
| Skew | 1.06 | 0.2 |
| Kurtosis | 92.8 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.42% | 2.89% |
| Expected Yearly % | 4.6% | 35.82% |
| Kelly Criterion | 0.43% | 4.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.23% |
| Expected Shortfall (cVaR) | -0.58% | -2.23% |
| Year | 11380615:BTCUSD | 11380615:btcusd:triple_med_gx:lsma90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 1.21 | -0.02 | + |
| 2023 | 155.54 | -2.51 | -0.02 | - |
| 2024 | 121.00 | 8.01 | 0.07 | - |
| 2025 | 30.14 | 12.32 | 0.41 | - |
| Metric | 11380615:btcusd:triple_med_gx:lsma90_65 | 11380615:BTCUSD |
|---|---|---|
| MTD | 0.29% | 13.36% |
| 3M | 11.23% | 45.08% |
| 6M | 11.2% | 28.47% |
| YTD | 12.32% | 30.14% |
| 1Y | 11.58% | 105.13% |
| 3Y (ann.) | 6.05% | 81.7% |
| 5Y (ann.) | 5.31% | 42.27% |
| Metric | 11380615:btcusd:triple_med_gx:lsma90_65 | 11380615:BTCUSD |
|---|---|---|
| Max Drawdown | -14.55% | -67.18% |
| Longest DD Days | 413.0 | 683.0 |
| Avg. Drawdown | -3.15% | -6.0% |
| Avg. Drawdown Days | 57.0 | 29.0 |
| Recovery Factor | 1.35 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2024-03-10 | -14.55 | 413 |
| 2024-04-02 | 2025-01-24 | -12.51 | 297 |
| 2022-04-26 | 2022-08-11 | -11.29 | 106 |
| 2025-03-10 | 2025-04-22 | -7.64 | 43 |
| 2022-10-24 | 2023-01-20 | -4.79 | 88 |
| 2022-08-11 | 2022-10-23 | -3.14 | 73 |
| 2022-03-06 | 2022-04-01 | -2.51 | 25 |
| 2025-01-24 | 2025-02-20 | -2.34 | 26 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2022-02-12 | 2022-03-06 | -1.55 | 21 |
| Metric | 11380615:btcusd:triple_med_gx:lsma90_65 | 11380615:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.38% | 35.75% |
| Worst Week | -6.41% | -29.64% |
| Best Month | 9.1% | 43.77% |
| Worst Month | -8.64% | -37.12% |
| Best Year | 12.32% | 155.54% |
| Worst Year | -2.51% | -53.69% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.67% | -0.78% |
| Avg. Up Week | 3.19% | 5.06% |
| Avg. Down Week | -1.93% | -4.43% |
| Avg. Up Month | 3.29% | 16.19% |
| Avg. Down Month | -2.45% | -9.48% |
| Win Days % | 45.99% | 51.29% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 46.75% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |