| Metric | 11395587:btcusd:triple_med_gx:lsma90_115 | 11395587:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 85.7% | 189.3% |
| Max Drawdown | -37.6% | -67.18% |
| Sharpe | 0.35 | 0.43 |
| Sortino | 0.53 | 0.63 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 15.5 | 4.11 |
| Outlier Loss Ratio | 4.3 | 4.14 |
| Volatility (ann.) | 17.52% | 26.34% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.54 | 0.55 |
| Skew | 1.05 | 0.2 |
| Kurtosis | 24.7 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.48% | 2.56% |
| Expected Yearly % | 16.74% | 30.42% |
| Kelly Criterion | 2.75% | 4.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -2.24% |
| Expected Shortfall (cVaR) | -1.49% | -2.24% |
| Year | 11395587:BTCUSD | 11395587:btcusd:triple_med_gx:lsma90_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -5.55 | 0.10 | + |
| 2023 | 155.54 | 41.68 | 0.27 | - |
| 2024 | 121.00 | 24.18 | 0.20 | - |
| 2025 | 16.76 | 11.75 | 0.70 | - |
| Metric | 11395587:btcusd:triple_med_gx:lsma90_115 | 11395587:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 14.43% | 31.46% |
| 6M | 17.03% | 12.77% |
| YTD | 11.75% | 16.76% |
| 1Y | 22.87% | 56.84% |
| 3Y (ann.) | 22.64% | 55.31% |
| 5Y (ann.) | 20.18% | 37.09% |
| Metric | 11395587:btcusd:triple_med_gx:lsma90_115 | 11395587:BTCUSD |
|---|---|---|
| Max Drawdown | -37.6% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -6.96% | -6.63% |
| Avg. Drawdown Days | 49.0 | 33.0 |
| Recovery Factor | 2.28 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -37.60 | 476 |
| 2024-04-01 | 2024-12-24 | -35.49 | 267 |
| 2025-03-03 | 2025-06-09 | -16.84 | 98 |
| 2022-02-05 | 2022-02-28 | -14.32 | 23 |
| 2023-07-14 | 2023-12-19 | -13.83 | 158 |
| 2023-12-22 | 2024-01-28 | -8.03 | 36 |
| 2025-01-07 | 2025-03-02 | -7.66 | 54 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-01-31 | 2024-03-04 | -4.15 | 32 |
| Metric | 11395587:btcusd:triple_med_gx:lsma90_115 | 11395587:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 24.55% | 43.77% |
| Worst Month | -15.03% | -37.12% |
| Best Year | 41.68% | 155.54% |
| Worst Year | -5.55% | -56.13% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.87% | -0.89% |
| Avg. Up Week | 4.35% | 6.16% |
| Avg. Down Week | -2.87% | -4.13% |
| Avg. Up Month | 7.28% | 12.0% |
| Avg. Down Month | -6.37% | -12.36% |
| Win Days % | 50.12% | 51.25% |
| Win Month % | 58.54% | 61.9% |
| Win Week % | 47.15% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |