| Metric | 11380894:btcusd:triple_med_gx:lsma90_65 | 11380894:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 22.1% | 240.34% |
| Max Drawdown | -30.64% | -67.18% |
| Sharpe | 0.21 | 0.47 |
| Sortino | 0.32 | 0.68 |
| Payoff Ratio | 1.19 | 1.18 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 0.74 | 1.07 |
| CPC Index | 0.6 | 0.66 |
| Tail Ratio | 0.67 | 0.99 |
| Outlier Win Ratio | 50.88 | 3.2 |
| Outlier Loss Ratio | 3.94 | 3.14 |
| Volatility (ann.) | 8.48% | 26.24% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.19 | 0.63 |
| Skew | 1.08 | 0.2 |
| Kurtosis | 75.53 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.89% |
| Expected Yearly % | 5.12% | 35.82% |
| Kelly Criterion | -0.36% | 10.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.23% |
| Expected Shortfall (cVaR) | -0.73% | -2.23% |
| Year | 11380894:BTCUSD | 11380894:btcusd:triple_med_gx:lsma90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | -5.88 | 0.11 | + |
| 2023 | 155.54 | 0.06 | 0.00 | - |
| 2024 | 121.00 | 41.95 | 0.35 | - |
| 2025 | 30.14 | -8.67 | -0.29 | - |
| Metric | 11380894:btcusd:triple_med_gx:lsma90_65 | 11380894:BTCUSD |
|---|---|---|
| MTD | -0.17% | 13.36% |
| 3M | 2.67% | 45.08% |
| 6M | -8.67% | 28.47% |
| YTD | -8.67% | 30.14% |
| 1Y | 18.14% | 105.13% |
| 3Y (ann.) | 4.94% | 81.7% |
| 5Y (ann.) | 5.92% | 42.27% |
| Metric | 11380894:btcusd:triple_med_gx:lsma90_65 | 11380894:BTCUSD |
|---|---|---|
| Max Drawdown | -30.64% | -67.18% |
| Longest DD Days | 825.0 | 683.0 |
| Avg. Drawdown | -4.95% | -6.0% |
| Avg. Drawdown Days | 81.0 | 29.0 |
| Recovery Factor | 0.72 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-08 | 2024-11-10 | -30.64 | 825 |
| 2024-12-12 | 2025-07-14 | -20.12 | 213 |
| 2022-03-09 | 2022-07-19 | -12.99 | 131 |
| 2022-07-20 | 2022-07-27 | -5.34 | 7 |
| 2022-02-16 | 2022-03-09 | -1.82 | 21 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-11-22 | 2024-12-11 | -0.30 | 19 |
| 2024-11-19 | 2024-11-19 | -0.25 | 0 |
| Metric | 11380894:btcusd:triple_med_gx:lsma90_65 | 11380894:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 9.23% | 35.75% |
| Worst Week | -11.79% | -29.64% |
| Best Month | 18.98% | 43.77% |
| Worst Month | -15.44% | -37.12% |
| Best Year | 41.95% | 155.54% |
| Worst Year | -8.67% | -53.69% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 3.6% | 6.91% |
| Avg. Down Week | -2.54% | -4.36% |
| Avg. Up Month | 6.22% | 14.98% |
| Avg. Down Month | -4.78% | -11.42% |
| Win Days % | 45.43% | 51.29% |
| Win Month % | 45.24% | 62.79% |
| Win Week % | 48.31% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |