| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 69.61% | 130.81% |
| Max Drawdown | -8.83% | -62.6% |
| Sharpe | 3.99 | 2.23 |
| Sortino | 10.26 | 3.79 |
| Payoff Ratio | 3.68 | 0.59 |
| Profit Factor | 2.18 | 1.49 |
| Common Sense Ratio | 5.3 | 2.12 |
| CPC Index | 2.31 | 0.51 |
| Tail Ratio | 2.44 | 1.42 |
| Outlier Win Ratio | 7.6 | 3.78 |
| Outlier Loss Ratio | 24.85 | 2.56 |
| Volatility (ann.) | 40.42% | 174.9% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.05 | 0.48 |
| Skew | 1.9 | 0.88 |
| Kurtosis | 5.68 | 5.98 |
| Expected Daily % | 0.42% | 0.67% |
| Expected Monthly % | 1.4% | 2.23% |
| Expected Yearly % | 14.12% | 23.26% |
| Kelly Criterion | 9.46% | -14.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.04% | -13.99% |
| Expected Shortfall (cVaR) | -3.04% | -13.99% |
| Year | 11383432:BTCUSD | 11383432:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -51.88 | 26.59 | -0.51 | + |
| 2023 | 147.95 | 8.94 | 0.06 | - |
| 2024 | 128.63 | 27.22 | 0.21 | - |
| 2025 | -15.39 | -3.32 | 0.22 | + |
| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| MTD | -4.53% | -10.5% |
| 3M | -3.32% | -15.39% |
| 6M | -0.84% | 26.03% |
| YTD | -3.32% | -15.39% |
| 1Y | 10.8% | 14.35% |
| 3Y (ann.) | 20.26% | 29.4% |
| 5Y (ann.) | 18.05% | 30.05% |
| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| Max Drawdown | -8.83% | -62.6% |
| Longest DD Days | 249.0 | 721.0 |
| Avg. Drawdown | -1.92% | -34.05% |
| Avg. Drawdown Days | 38.0 | 350.0 |
| Recovery Factor | 7.89 | 2.09 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-03-30 | -8.83 | 44 |
| 2024-12-19 | 2025-01-28 | -5.40 | 40 |
| 2022-08-19 | 2023-01-26 | -5.17 | 159 |
| 2023-06-07 | 2024-02-12 | -3.76 | 249 |
| 2024-05-27 | 2024-07-27 | -3.72 | 60 |
| 2022-02-15 | 2022-05-31 | -3.67 | 104 |
| 2023-04-21 | 2023-06-06 | -3.55 | 46 |
| 2024-04-04 | 2024-05-20 | -2.26 | 46 |
| 2022-06-10 | 2022-07-05 | -1.82 | 24 |
| 2024-08-31 | 2024-09-27 | -0.94 | 27 |
| Metric | 11383432:btcusd:triple_med_gx:lsma90_75 | 11383432:BTCUSD |
|---|---|---|
| Best Day | 9.87% | 39.54% |
| Worst Day | -5.06% | -32.76% |
| Best Week | 9.67% | 47.58% |
| Worst Week | -3.19% | -31.37% |
| Best Month | 17.79% | 47.58% |
| Worst Month | -4.53% | -17.82% |
| Best Year | 27.22% | 147.95% |
| Worst Year | -3.32% | -51.88% |
| Avg. Up Day | 2.86% | 3.05% |
| Avg. Down Day | -0.78% | -5.17% |
| Avg. Up Week | 3.19% | 12.54% |
| Avg. Down Week | -1.17% | -5.8% |
| Avg. Up Month | 3.04% | 16.74% |
| Avg. Down Month | -1.87% | -8.13% |
| Win Days % | 28.8% | 57.6% |
| Win Month % | 55.26% | 55.26% |
| Win Week % | 43.24% | 56.76% |
| Win Quarter % | 61.54% | 46.15% |
| Win Year % | 75.0% | 50.0% |