| Metric | 11395424:btcusd:triple_med_gx:lsma90_115 | 11395424:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 63.26% | 189.3% |
| Max Drawdown | -38.29% | -67.18% |
| Sharpe | 0.29 | 0.43 |
| Sortino | 0.44 | 0.63 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 15.37 | 4.12 |
| Outlier Loss Ratio | 4.23 | 4.15 |
| Volatility (ann.) | 17.76% | 26.34% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.41 | 0.55 |
| Skew | 0.88 | 0.2 |
| Kurtosis | 23.84 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.17% | 2.56% |
| Expected Yearly % | 13.04% | 30.42% |
| Kelly Criterion | 2.6% | 4.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -2.24% |
| Expected Shortfall (cVaR) | -1.51% | -2.24% |
| Year | 11395424:BTCUSD | 11395424:btcusd:triple_med_gx:lsma90_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -13.18 | 0.23 | + |
| 2023 | 155.54 | 58.77 | 0.38 | - |
| 2024 | 121.00 | 9.13 | 0.08 | - |
| 2025 | 16.76 | 8.53 | 0.51 | - |
| Metric | 11395424:btcusd:triple_med_gx:lsma90_115 | 11395424:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 2.4% | 31.46% |
| 6M | 9.5% | 12.77% |
| YTD | 8.53% | 16.76% |
| 1Y | 12.56% | 56.84% |
| 3Y (ann.) | 21.29% | 55.31% |
| 5Y (ann.) | 15.67% | 37.09% |
| Metric | 11395424:btcusd:triple_med_gx:lsma90_115 | 11395424:BTCUSD |
|---|---|---|
| Max Drawdown | -38.29% | -67.18% |
| Longest DD Days | 399.0 | 683.0 |
| Avg. Drawdown | -4.92% | -6.63% |
| Avg. Drawdown Days | 27.0 | 33.0 |
| Recovery Factor | 1.65 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-22 | 2023-04-25 | -38.29 | 399 |
| 2024-04-01 | 2024-12-05 | -34.34 | 248 |
| 2025-03-03 | 2025-06-11 | -18.17 | 100 |
| 2022-02-01 | 2022-02-28 | -16.55 | 27 |
| 2024-02-29 | 2024-03-25 | -10.66 | 25 |
| 2023-04-26 | 2023-07-11 | -10.61 | 75 |
| 2023-07-14 | 2023-10-20 | -8.39 | 98 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-01-21 | 2024-01-26 | -6.93 | 5 |
| Metric | 11395424:btcusd:triple_med_gx:lsma90_115 | 11395424:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -15.27% | -29.64% |
| Best Month | 15.32% | 43.77% |
| Worst Month | -13.62% | -37.12% |
| Best Year | 58.77% | 155.54% |
| Worst Year | -13.18% | -56.13% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 4.15% | 6.12% |
| Avg. Down Week | -3.24% | -4.57% |
| Avg. Up Month | 6.95% | 12.81% |
| Avg. Down Month | -6.4% | -13.44% |
| Win Days % | 49.75% | 51.25% |
| Win Month % | 58.54% | 61.9% |
| Win Week % | 52.46% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |