| Metric | 11370390:btcusd:triple_med_gx:lsma90_10 | 11370390:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 12.14% | 243.19% |
| Max Drawdown | -31.54% | -67.18% |
| Sharpe | 0.13 | 0.47 |
| Sortino | 0.2 | 0.68 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.07 | 1.08 |
| CPC Index | 0.55 | 0.63 |
| Tail Ratio | 1.02 | 1.0 |
| Outlier Win Ratio | 31.51 | 3.48 |
| Outlier Loss Ratio | 4.2 | 3.38 |
| Volatility (ann.) | 10.93% | 26.17% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.11 | 0.64 |
| Skew | 1.65 | 0.2 |
| Kurtosis | 50.63 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.27% | 2.91% |
| Expected Yearly % | 2.91% | 36.11% |
| Kelly Criterion | -1.3% | 8.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.22% |
| Expected Shortfall (cVaR) | -0.94% | -2.22% |
| Year | 11370390:BTCUSD | 11370390:btcusd:triple_med_gx:lsma90_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -2.21 | 0.04 | + |
| 2023 | 155.54 | 23.39 | 0.15 | - |
| 2024 | 121.00 | -7.15 | -0.06 | - |
| 2025 | 30.14 | 0.09 | 0.00 | - |
| Metric | 11370390:btcusd:triple_med_gx:lsma90_10 | 11370390:BTCUSD |
|---|---|---|
| MTD | -0.66% | 13.36% |
| 3M | -1.03% | 45.08% |
| 6M | -7.3% | 28.47% |
| YTD | 0.09% | 30.14% |
| 1Y | 3.07% | 105.13% |
| 3Y (ann.) | 0.85% | 81.7% |
| 5Y (ann.) | 3.36% | 42.69% |
| Metric | 11370390:btcusd:triple_med_gx:lsma90_10 | 11370390:BTCUSD |
|---|---|---|
| Max Drawdown | -31.54% | -67.18% |
| Longest DD Days | 500.0 | 683.0 |
| Avg. Drawdown | -5.22% | -6.09% |
| Avg. Drawdown Days | 76.0 | 30.0 |
| Recovery Factor | 0.38 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-29 | 2025-07-14 | -31.54 | 500 |
| 2022-03-22 | 2023-03-13 | -18.42 | 356 |
| 2023-04-30 | 2024-02-28 | -15.17 | 303 |
| 2022-02-01 | 2022-02-28 | -6.36 | 26 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-03-02 | 2022-03-16 | -1.53 | 14 |
| 2023-04-28 | 2023-04-30 | -1.06 | 2 |
| 2023-04-27 | 2023-04-27 | -0.50 | 0 |
| Metric | 11370390:btcusd:triple_med_gx:lsma90_10 | 11370390:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 15.96% | 35.75% |
| Worst Week | -12.68% | -29.64% |
| Best Month | 15.96% | 43.77% |
| Worst Month | -12.85% | -37.12% |
| Best Year | 23.39% | 155.54% |
| Worst Year | -7.15% | -53.3% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 3.66% | 8.75% |
| Avg. Down Week | -2.19% | -2.35% |
| Avg. Up Month | 5.97% | 14.36% |
| Avg. Down Month | -6.11% | -9.17% |
| Win Days % | 45.8% | 51.3% |
| Win Month % | 53.49% | 62.79% |
| Win Week % | 42.06% | 51.89% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |