| Metric | 11399492:btcusd:triple_med_gx:lsma90_130 | 11399492:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 21.91% | 182.99% |
| Max Drawdown | -22.7% | -67.18% |
| Sharpe | 0.23 | 0.43 |
| Sortino | 0.4 | 0.62 |
| Payoff Ratio | 1.32 | 1.27 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.64 | 0.7 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 62.26 | 3.15 |
| Outlier Loss Ratio | 4.35 | 3.0 |
| Volatility (ann.) | 7.57% | 26.35% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.27 | 0.54 |
| Skew | 5.45 | 0.2 |
| Kurtosis | 132.37 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.57% |
| Expected Yearly % | 5.08% | 29.7% |
| Kelly Criterion | -0.34% | 13.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.24% |
| Expected Shortfall (cVaR) | -0.65% | -2.24% |
| Year | 11399492:BTCUSD | 11399492:btcusd:triple_med_gx:lsma90_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 11.98 | -0.21 | + |
| 2023 | 155.54 | 11.60 | 0.07 | - |
| 2024 | 121.00 | -8.58 | -0.07 | - |
| 2025 | 16.76 | 6.71 | 0.40 | - |
| Metric | 11399492:btcusd:triple_med_gx:lsma90_130 | 11399492:BTCUSD |
|---|---|---|
| MTD | 2.16% | 4.16% |
| 3M | 4.82% | 31.46% |
| 6M | 6.36% | 12.77% |
| YTD | 6.71% | 16.76% |
| 1Y | 7.24% | 56.84% |
| 3Y (ann.) | 2.26% | 55.31% |
| 5Y (ann.) | 6.08% | 36.34% |
| Metric | 11399492:btcusd:triple_med_gx:lsma90_130 | 11399492:BTCUSD |
|---|---|---|
| Max Drawdown | -22.7% | -67.18% |
| Longest DD Days | 698.0 | 683.0 |
| Avg. Drawdown | -3.69% | -6.9% |
| Avg. Drawdown Days | 76.0 | 35.0 |
| Recovery Factor | 0.96 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-14 | 2025-06-11 | -22.70 | 698 |
| 2022-05-16 | 2023-02-15 | -8.40 | 275 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-20 | 2022-05-15 | -3.90 | 25 |
| 2022-03-01 | 2022-04-18 | -3.85 | 48 |
| 2023-05-04 | 2023-05-26 | -3.65 | 22 |
| 2023-05-01 | 2023-05-04 | -2.09 | 2 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-03-13 | 2023-03-13 | -1.64 | 0 |
| 2023-05-26 | 2023-07-13 | -1.27 | 47 |
| Metric | 11399492:btcusd:triple_med_gx:lsma90_130 | 11399492:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.56% | 35.75% |
| Worst Week | -5.73% | -29.64% |
| Best Month | 10.68% | 43.77% |
| Worst Month | -9.42% | -37.12% |
| Best Year | 11.98% | 155.54% |
| Worst Year | -8.58% | -57.08% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.69% | -0.73% |
| Avg. Up Week | 2.04% | 6.84% |
| Avg. Down Week | -1.89% | -2.17% |
| Avg. Up Month | 3.21% | 11.12% |
| Avg. Down Month | -3.18% | -9.23% |
| Win Days % | 42.96% | 51.31% |
| Win Month % | 59.46% | 60.98% |
| Win Week % | 48.53% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |