| Metric | 11370405:btcusd:triple_med_gx:lsma90_10 | 11370405:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -2.95% | 228.52% |
| Max Drawdown | -36.59% | -67.18% |
| Sharpe | 0.03 | 0.46 |
| Sortino | 0.05 | 0.67 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.01 | 1.08 |
| Common Sense Ratio | 1.02 | 1.07 |
| CPC Index | 0.51 | 0.59 |
| Tail Ratio | 1.0 | 1.0 |
| Outlier Win Ratio | 31.8 | 3.44 |
| Outlier Loss Ratio | 4.15 | 3.45 |
| Volatility (ann.) | 10.82% | 26.15% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.02 | 0.61 |
| Skew | 1.17 | 0.2 |
| Kurtosis | 48.41 | 6.47 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.07% | 2.8% |
| Expected Yearly % | -0.75% | 34.63% |
| Kelly Criterion | -3.13% | 5.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.22% |
| Expected Shortfall (cVaR) | -0.93% | -2.22% |
| Year | 11370405:BTCUSD | 11370405:btcusd:triple_med_gx:lsma90_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -5.86 | 0.11 | + |
| 2023 | 155.54 | 39.22 | 0.25 | - |
| 2024 | 121.00 | -16.56 | -0.14 | - |
| 2025 | 30.14 | -11.25 | -0.37 | - |
| Metric | 11370405:btcusd:triple_med_gx:lsma90_10 | 11370405:BTCUSD |
|---|---|---|
| MTD | 0.14% | 13.36% |
| 3M | -2.19% | 45.08% |
| 6M | -16.47% | 28.47% |
| YTD | -11.25% | 30.14% |
| 1Y | -11.66% | 105.13% |
| 3Y (ann.) | -2.83% | 81.7% |
| 5Y (ann.) | -0.86% | 40.94% |
| Metric | 11370405:btcusd:triple_med_gx:lsma90_10 | 11370405:BTCUSD |
|---|---|---|
| Max Drawdown | -36.59% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -4.86% | -6.34% |
| Avg. Drawdown Days | 46.0 | 31.0 |
| Recovery Factor | -0.08 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -36.59 | 469 |
| 2022-04-21 | 2023-04-10 | -23.40 | 354 |
| 2023-07-14 | 2023-10-20 | -10.32 | 98 |
| 2023-11-11 | 2024-02-28 | -8.40 | 109 |
| 2023-04-30 | 2023-06-20 | -5.64 | 51 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-03-02 | 2022-03-22 | -4.97 | 20 |
| 2022-02-27 | 2022-03-01 | -4.88 | 1 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| Metric | 11370405:btcusd:triple_med_gx:lsma90_10 | 11370405:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 15.46% | 35.75% |
| Worst Week | -13.57% | -29.64% |
| Best Month | 15.46% | 43.77% |
| Worst Month | -15.21% | -37.12% |
| Best Year | 39.22% | 155.54% |
| Worst Year | -16.56% | -55.3% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 3.63% | 8.32% |
| Avg. Down Week | -2.7% | -2.27% |
| Avg. Up Month | 5.61% | 15.43% |
| Avg. Down Month | -5.16% | -11.45% |
| Win Days % | 46.74% | 51.3% |
| Win Month % | 44.19% | 62.79% |
| Win Week % | 44.55% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |