| Metric | 11395476:btcusd:triple_med_gx:lsma90_115 | 11395476:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 84.45% | 189.3% |
| Max Drawdown | -37.62% | -67.18% |
| Sharpe | 0.35 | 0.43 |
| Sortino | 0.52 | 0.63 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.22 | 1.06 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 15.47 | 4.12 |
| Outlier Loss Ratio | 4.13 | 4.08 |
| Volatility (ann.) | 17.69% | 26.34% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.53 | 0.55 |
| Skew | 1.04 | 0.2 |
| Kurtosis | 24.4 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.47% | 2.56% |
| Expected Yearly % | 16.54% | 30.42% |
| Kelly Criterion | 3.13% | 3.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -2.24% |
| Expected Shortfall (cVaR) | -1.51% | -2.24% |
| Year | 11395476:BTCUSD | 11395476:btcusd:triple_med_gx:lsma90_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -3.97 | 0.07 | + |
| 2023 | 155.54 | 67.06 | 0.43 | - |
| 2024 | 121.00 | 3.58 | 0.03 | - |
| 2025 | 16.76 | 11.00 | 0.66 | - |
| Metric | 11395476:btcusd:triple_med_gx:lsma90_115 | 11395476:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 5.63% | 31.46% |
| 6M | 13.35% | 12.77% |
| YTD | 11.0% | 16.76% |
| 1Y | 14.45% | 56.84% |
| 3Y (ann.) | 23.91% | 55.31% |
| 5Y (ann.) | 19.94% | 37.09% |
| Metric | 11395476:btcusd:triple_med_gx:lsma90_115 | 11395476:BTCUSD |
|---|---|---|
| Max Drawdown | -37.62% | -67.18% |
| Longest DD Days | 398.0 | 683.0 |
| Avg. Drawdown | -6.55% | -6.63% |
| Avg. Drawdown Days | 40.0 | 33.0 |
| Recovery Factor | 2.24 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-04 | -37.62 | 398 |
| 2024-04-01 | 2025-01-06 | -35.56 | 280 |
| 2025-03-03 | 2025-06-11 | -18.06 | 100 |
| 2022-02-19 | 2022-02-28 | -14.04 | 9 |
| 2023-07-14 | 2023-11-15 | -10.48 | 124 |
| 2023-12-22 | 2024-01-30 | -10.43 | 38 |
| 2024-01-31 | 2024-03-20 | -6.79 | 49 |
| 2023-04-05 | 2023-04-10 | -6.78 | 5 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2023-04-26 | 2023-05-17 | -5.79 | 21 |
| Metric | 11395476:btcusd:triple_med_gx:lsma90_115 | 11395476:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 15.25% | 43.77% |
| Worst Month | -15.19% | -37.12% |
| Best Year | 67.06% | 155.54% |
| Worst Year | -3.97% | -56.13% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 3.96% | 5.81% |
| Avg. Down Week | -3.12% | -4.66% |
| Avg. Up Month | 6.76% | 12.9% |
| Avg. Down Month | -5.73% | -12.36% |
| Win Days % | 50.33% | 51.25% |
| Win Month % | 60.0% | 61.9% |
| Win Week % | 55.17% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |