| Metric | 11390773:btcusd:triple_med_gx:lsma90_100 | 11390773:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 58.31% | 195.42% |
| Max Drawdown | -47.91% | -67.18% |
| Sharpe | 0.27 | 0.44 |
| Sortino | 0.41 | 0.63 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.17 | 1.06 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 13.5 | 4.22 |
| Outlier Loss Ratio | 4.28 | 4.23 |
| Volatility (ann.) | 18.88% | 26.36% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.3 | 0.56 |
| Skew | 0.63 | 0.2 |
| Kurtosis | 19.75 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.1% | 2.61% |
| Expected Yearly % | 12.17% | 31.1% |
| Kelly Criterion | 1.98% | 5.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -2.24% |
| Expected Shortfall (cVaR) | -1.61% | -2.24% |
| Year | 11390773:BTCUSD | 11390773:btcusd:triple_med_gx:lsma90_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -30.19 | 0.55 | + |
| 2023 | 155.54 | 72.04 | 0.46 | - |
| 2024 | 121.00 | 18.86 | 0.16 | - |
| 2025 | 17.02 | 10.89 | 0.64 | - |
| Metric | 11390773:btcusd:triple_med_gx:lsma90_100 | 11390773:BTCUSD |
|---|---|---|
| MTD | 4.4% | 4.4% |
| 3M | 4.39% | 31.76% |
| 6M | 16.48% | 12.25% |
| YTD | 10.89% | 17.02% |
| 1Y | 16.16% | 57.19% |
| 3Y (ann.) | 23.44% | 55.42% |
| 5Y (ann.) | 14.58% | 37.84% |
| Metric | 11390773:btcusd:triple_med_gx:lsma90_100 | 11390773:BTCUSD |
|---|---|---|
| Max Drawdown | -47.91% | -67.18% |
| Longest DD Days | 596.0 | 683.0 |
| Avg. Drawdown | -6.94% | -6.6% |
| Avg. Drawdown Days | 44.0 | 32.0 |
| Recovery Factor | 1.22 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-22 | 2023-11-09 | -47.91 | 596 |
| 2024-04-01 | 2025-01-24 | -37.74 | 298 |
| 2022-02-01 | 2022-02-28 | -17.42 | 27 |
| 2025-03-03 | 2025-06-11 | -16.84 | 100 |
| 2024-03-18 | 2024-03-25 | -10.38 | 7 |
| 2025-01-24 | 2025-03-02 | -8.87 | 36 |
| 2023-12-22 | 2024-01-28 | -8.11 | 36 |
| 2023-11-16 | 2023-11-28 | -6.85 | 12 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-03-02 | 2022-03-18 | -3.23 | 16 |
| Metric | 11390773:btcusd:triple_med_gx:lsma90_100 | 11390773:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -22.4% | -29.64% |
| Best Month | 14.07% | 43.77% |
| Worst Month | -22.25% | -37.12% |
| Best Year | 72.04% | 155.54% |
| Worst Year | -30.19% | -55.3% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 4.43% | 6.19% |
| Avg. Down Week | -3.46% | -4.63% |
| Avg. Up Month | 6.71% | 13.45% |
| Avg. Down Month | -8.12% | -13.44% |
| Win Days % | 49.13% | 51.27% |
| Win Month % | 64.29% | 61.9% |
| Win Week % | 51.09% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |