| Metric | 11380671:btcusd:triple_med_gx:lsma90_65 | 11380671:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 26.09% | 240.34% |
| Max Drawdown | -11.2% | -67.18% |
| Sharpe | 0.28 | 0.47 |
| Sortino | 0.43 | 0.68 |
| Payoff Ratio | 1.15 | 1.02 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.63 | 0.57 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 66.75 | 3.01 |
| Outlier Loss Ratio | 4.36 | 2.99 |
| Volatility (ann.) | 6.63% | 26.24% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.62 | 0.63 |
| Skew | 1.17 | 0.2 |
| Kurtosis | 93.51 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.89% |
| Expected Yearly % | 5.97% | 35.82% |
| Kelly Criterion | 1.95% | 3.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.23% |
| Expected Shortfall (cVaR) | -0.57% | -2.23% |
| Year | 11380671:BTCUSD | 11380671:btcusd:triple_med_gx:lsma90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 1.56 | -0.03 | + |
| 2023 | 155.54 | 1.85 | 0.01 | - |
| 2024 | 121.00 | 14.86 | 0.12 | - |
| 2025 | 30.14 | 6.14 | 0.20 | - |
| Metric | 11380671:btcusd:triple_med_gx:lsma90_65 | 11380671:BTCUSD |
|---|---|---|
| MTD | -0.93% | 13.36% |
| 3M | 10.9% | 45.08% |
| 6M | 5.33% | 28.47% |
| YTD | 6.14% | 30.14% |
| 1Y | 12.17% | 105.13% |
| 3Y (ann.) | 7.61% | 81.7% |
| 5Y (ann.) | 6.9% | 42.27% |
| Metric | 11380671:btcusd:triple_med_gx:lsma90_65 | 11380671:BTCUSD |
|---|---|---|
| Max Drawdown | -11.2% | -67.18% |
| Longest DD Days | 410.0 | 683.0 |
| Avg. Drawdown | -3.03% | -6.0% |
| Avg. Drawdown Days | 63.0 | 29.0 |
| Recovery Factor | 2.33 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2024-03-07 | -11.20 | 410 |
| 2024-03-10 | 2024-12-11 | -9.65 | 276 |
| 2022-06-06 | 2023-01-20 | -9.04 | 228 |
| 2025-02-19 | 2025-04-22 | -8.80 | 62 |
| 2022-02-12 | 2022-05-30 | -8.22 | 106 |
| 2025-01-24 | 2025-02-19 | -2.06 | 25 |
| 2024-12-12 | 2025-01-10 | -2.02 | 28 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2024-03-07 | 2024-03-08 | -1.11 | 0 |
| 2025-06-15 | 2025-06-16 | -1.02 | 0 |
| Metric | 11380671:btcusd:triple_med_gx:lsma90_65 | 11380671:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.11% | -9.32% |
| Best Week | 9.49% | 35.75% |
| Worst Week | -6.85% | -29.64% |
| Best Month | 10.19% | 43.77% |
| Worst Month | -6.68% | -37.12% |
| Best Year | 14.86% | 155.54% |
| Worst Year | 1.56% | -53.69% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.66% | -0.76% |
| Avg. Up Week | 2.76% | 5.7% |
| Avg. Down Week | -1.64% | -4.55% |
| Avg. Up Month | 3.7% | 16.98% |
| Avg. Down Month | -2.37% | -11.23% |
| Win Days % | 47.65% | 51.29% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 48.78% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 75.0% |