| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 72.61% | 133.4% |
| Max Drawdown | -15.56% | -65.06% |
| Sharpe | 2.97 | 1.94 |
| Sortino | 6.81 | 3.42 |
| Payoff Ratio | 3.13 | 0.62 |
| Profit Factor | 1.84 | 1.43 |
| Common Sense Ratio | 3.67 | 1.4 |
| CPC Index | 1.64 | 0.5 |
| Tail Ratio | 1.99 | 0.98 |
| Outlier Win Ratio | 8.48 | 4.56 |
| Outlier Loss Ratio | 20.01 | 2.48 |
| Volatility (ann.) | 45.32% | 168.85% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.2 | 0.47 |
| Skew | 1.94 | 1.47 |
| Kurtosis | 6.61 | 8.3 |
| Expected Daily % | 0.34% | 0.53% |
| Expected Monthly % | 1.41% | 2.2% |
| Expected Yearly % | 14.62% | 23.6% |
| Kelly Criterion | 5.43% | -12.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.53% | -13.64% |
| Expected Shortfall (cVaR) | -3.53% | -13.64% |
| Year | 11383544:BTCUSD | 11383544:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -51.62 | 22.53 | -0.44 | + |
| 2023 | 145.50 | -5.06 | -0.03 | - |
| 2024 | 132.43 | 49.22 | 0.37 | - |
| 2025 | -15.45 | -0.56 | 0.04 | + |
| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| MTD | -3.43% | -7.26% |
| 3M | -0.56% | -15.45% |
| 6M | 7.96% | 24.61% |
| YTD | -0.56% | -15.45% |
| 1Y | 40.42% | 12.5% |
| 3Y (ann.) | 17.5% | 22.83% |
| 5Y (ann.) | 18.7% | 30.5% |
| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| Max Drawdown | -15.56% | -65.06% |
| Longest DD Days | 573.0 | 650.0 |
| Avg. Drawdown | -1.96% | -20.17% |
| Avg. Drawdown Days | 38.0 | 170.0 |
| Recovery Factor | 4.67 | 2.05 |
| Ulcer Index | 0.99 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-09 | 2024-05-04 | -15.56 | 573 |
| 2025-02-15 | 2025-03-31 | -7.28 | 44 |
| 2024-05-28 | 2024-07-15 | -6.82 | 47 |
| 2022-06-01 | 2022-09-09 | -6.51 | 100 |
| 2025-01-10 | 2025-01-17 | -1.50 | 7 |
| 2022-03-25 | 2022-04-03 | -0.59 | 8 |
| 2024-08-30 | 2024-09-02 | -0.38 | 2 |
| 2024-05-19 | 2024-05-21 | -0.18 | 2 |
| 2024-09-25 | 2024-09-27 | -0.18 | 2 |
| 2024-12-20 | 2024-12-20 | -0.18 | 0 |
| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| Best Day | 11.23% | 44.48% |
| Worst Day | -5.78% | -28.99% |
| Best Week | 11.03% | 44.48% |
| Worst Week | -5.87% | -27.63% |
| Best Month | 15.73% | 45.07% |
| Worst Month | -7.48% | -17.89% |
| Best Year | 49.22% | 145.5% |
| Worst Year | -5.06% | -51.62% |
| Avg. Up Day | 2.86% | 3.05% |
| Avg. Down Day | -0.91% | -4.94% |
| Avg. Up Week | 2.73% | 7.88% |
| Avg. Down Week | -1.54% | -5.24% |
| Avg. Up Month | 2.74% | 13.99% |
| Avg. Down Month | -3.1% | -9.3% |
| Win Days % | 28.3% | 57.23% |
| Win Month % | 56.41% | 56.41% |
| Win Week % | 48.78% | 54.88% |
| Win Quarter % | 61.54% | 46.15% |
| Win Year % | 50.0% | 50.0% |