| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 60.07% | 167.48% |
| Max Drawdown | -15.56% | -67.18% |
| Sharpe | 0.46 | 0.38 |
| Sortino | 0.83 | 0.55 |
| Payoff Ratio | 1.47 | 1.24 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 0.0 | 1.04 |
| CPC Index | 0.82 | 0.68 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 61.51 | 3.09 |
| Outlier Loss Ratio | 4.73 | 2.93 |
| Volatility (ann.) | 7.24% | 25.59% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.84 | 0.44 |
| Skew | 5.87 | 0.19 |
| Kurtosis | 133.08 | 6.58 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.01% | 2.12% |
| Expected Yearly % | 12.48% | 27.89% |
| Kelly Criterion | 4.64% | 12.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.18% |
| Expected Shortfall (cVaR) | -0.61% | -2.18% |
| Year | 11383544:BTCUSD | 11383544:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 22.31 | -0.42 | + |
| 2023 | 155.54 | -4.07 | -0.03 | - |
| 2024 | 121.00 | 47.68 | 0.39 | - |
| 2025 | 2.28 | -7.62 | -3.35 | - |
| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| MTD | -4.52% | -12.85% |
| 3M | -5.8% | -18.73% |
| 6M | -5.68% | -7.45% |
| YTD | -7.62% | 2.28% |
| 1Y | -0.59% | 5.34% |
| 3Y (ann.) | 7.76% | 78.97% |
| 5Y (ann.) | 13.11% | 29.38% |
| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| Max Drawdown | -15.56% | -67.18% |
| Longest DD Days | 572.0 | 683.0 |
| Avg. Drawdown | -2.8% | -6.61% |
| Avg. Drawdown Days | 40.0 | 29.0 |
| Recovery Factor | 3.86 | 2.49 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-09 | 2024-05-04 | -15.56 | 572 |
| 2025-01-28 | 2025-11-17 | -15.22 | 293 |
| 2024-05-21 | 2024-07-15 | -9.07 | 55 |
| 2022-06-01 | 2022-07-20 | -7.14 | 49 |
| 2022-07-30 | 2022-09-07 | -6.34 | 39 |
| 2022-07-20 | 2022-07-30 | -4.75 | 10 |
| 2022-01-24 | 2022-01-24 | -4.42 | 0 |
| 2022-03-11 | 2022-04-01 | -2.96 | 21 |
| 2022-04-02 | 2022-05-02 | -2.50 | 29 |
| 2024-08-25 | 2024-09-26 | -2.15 | 32 |
| Metric | 11383544:btcusd:triple_med_gx:lsma90_75 | 11383544:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.55% | -9.32% |
| Best Week | 11.03% | 35.75% |
| Worst Week | -5.87% | -29.64% |
| Best Month | 15.73% | 43.77% |
| Worst Month | -7.48% | -37.12% |
| Best Year | 47.68% | 155.54% |
| Worst Year | -7.62% | -53.69% |
| Avg. Up Day | 0.89% | 0.92% |
| Avg. Down Day | -0.61% | -0.74% |
| Avg. Up Week | 2.43% | 6.43% |
| Avg. Down Week | -1.63% | -5.88% |
| Avg. Up Month | 3.31% | 15.86% |
| Avg. Down Month | -3.42% | -11.91% |
| Win Days % | 43.32% | 51.43% |
| Win Month % | 53.19% | 59.57% |
| Win Week % | 51.52% | 50.74% |
| Win Quarter % | 50.0% | 56.25% |
| Win Year % | 50.0% | 75.0% |