| Metric | 11399456:btcusd:triple_med_gx:lsma90_125 | 11399456:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 64.11% | 172.16% |
| Max Drawdown | -20.06% | -67.18% |
| Sharpe | 0.5 | 0.42 |
| Sortino | 0.86 | 0.61 |
| Payoff Ratio | 1.28 | 1.17 |
| Profit Factor | 1.35 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.86 | 0.64 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 62.02 | 3.16 |
| Outlier Loss Ratio | 3.14 | 3.01 |
| Volatility (ann.) | 8.22% | 26.26% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.8 | 0.53 |
| Skew | 5.11 | 0.19 |
| Kurtosis | 123.27 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.22% | 2.47% |
| Expected Yearly % | 13.18% | 28.44% |
| Kelly Criterion | 10.82% | 9.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.23% |
| Expected Shortfall (cVaR) | -0.7% | -2.23% |
| Year | 11399456:BTCUSD | 11399456:btcusd:triple_med_gx:lsma90_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 11.44 | -0.19 | + |
| 2023 | 155.54 | 15.93 | 0.10 | - |
| 2024 | 121.00 | 23.95 | 0.20 | - |
| 2025 | 16.76 | 2.48 | 0.15 | - |
| Metric | 11399456:btcusd:triple_med_gx:lsma90_125 | 11399456:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.54% | 31.46% |
| 6M | 2.48% | 12.77% |
| YTD | 2.48% | 16.76% |
| 1Y | 30.05% | 56.84% |
| 3Y (ann.) | 13.75% | 55.31% |
| 5Y (ann.) | 16.13% | 35.29% |
| Metric | 11399456:btcusd:triple_med_gx:lsma90_125 | 11399456:BTCUSD |
|---|---|---|
| Max Drawdown | -20.06% | -67.18% |
| Longest DD Days | 471.0 | 683.0 |
| Avg. Drawdown | -2.94% | -7.19% |
| Avg. Drawdown Days | 49.0 | 37.0 |
| Recovery Factor | 3.2 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-16 | -20.06 | 471 |
| 2023-07-14 | 2024-08-08 | -13.21 | 391 |
| 2024-12-05 | 2025-04-12 | -6.59 | 128 |
| 2024-09-14 | 2024-10-11 | -4.71 | 27 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-04-15 | 2025-06-11 | -2.97 | 57 |
| 2024-10-13 | 2024-12-04 | -2.76 | 52 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11399456:btcusd:triple_med_gx:lsma90_125 | 11399456:BTCUSD |
|---|---|---|
| Best Day | 8.43% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 15.46% | 35.75% |
| Worst Week | -7.22% | -29.64% |
| Best Month | 20.21% | 43.77% |
| Worst Month | -7.22% | -37.12% |
| Best Year | 23.95% | 155.54% |
| Worst Year | 2.48% | -58.73% |
| Avg. Up Day | 1.12% | 1.14% |
| Avg. Down Day | -0.88% | -0.97% |
| Avg. Up Week | 3.43% | 6.6% |
| Avg. Down Week | -2.21% | -5.33% |
| Avg. Up Month | 8.31% | 11.12% |
| Avg. Down Month | -2.55% | -14.32% |
| Win Days % | 50.0% | 51.29% |
| Win Month % | 44.0% | 60.98% |
| Win Week % | 51.35% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |