| Metric | 11370420:btcusd:triple_med_gx:lsma90_10 | 11370420:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 2.96% | 237.48% |
| Max Drawdown | -32.44% | -67.18% |
| Sharpe | 0.07 | 0.47 |
| Sortino | 0.11 | 0.68 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 1.05 | 1.08 |
| CPC Index | 0.52 | 0.58 |
| Tail Ratio | 1.02 | 1.0 |
| Outlier Win Ratio | 32.47 | 3.43 |
| Outlier Loss Ratio | 4.07 | 3.38 |
| Volatility (ann.) | 10.74% | 26.13% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.03 | 0.63 |
| Skew | 0.99 | 0.2 |
| Kurtosis | 51.64 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.07% | 2.87% |
| Expected Yearly % | 0.73% | 35.54% |
| Kelly Criterion | -2.14% | 4.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.22% |
| Expected Shortfall (cVaR) | -0.92% | -2.22% |
| Year | 11370420:BTCUSD | 11370420:btcusd:triple_med_gx:lsma90_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -12.36 | 0.23 | + |
| 2023 | 155.54 | 37.44 | 0.24 | - |
| 2024 | 121.00 | -7.03 | -0.06 | - |
| 2025 | 30.14 | -8.06 | -0.27 | - |
| Metric | 11370420:btcusd:triple_med_gx:lsma90_10 | 11370420:BTCUSD |
|---|---|---|
| MTD | 0.25% | 13.36% |
| 3M | -3.94% | 45.08% |
| 6M | -12.68% | 28.47% |
| YTD | -8.06% | 30.14% |
| 1Y | -3.44% | 105.13% |
| 3Y (ann.) | 4.3% | 81.7% |
| 5Y (ann.) | 0.85% | 42.08% |
| Metric | 11370420:btcusd:triple_med_gx:lsma90_10 | 11370420:BTCUSD |
|---|---|---|
| Max Drawdown | -32.44% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -5.43% | -5.84% |
| Avg. Drawdown Days | 53.0 | 29.0 |
| Recovery Factor | 0.09 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -32.44 | 469 |
| 2022-04-21 | 2023-06-21 | -28.08 | 425 |
| 2023-08-29 | 2023-10-02 | -8.76 | 33 |
| 2024-01-11 | 2024-02-28 | -7.87 | 48 |
| 2022-03-02 | 2022-04-19 | -7.26 | 48 |
| 2023-06-21 | 2023-08-29 | -6.41 | 69 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2023-10-02 | 2023-10-20 | -3.91 | 17 |
| 2023-11-24 | 2024-01-08 | -3.56 | 44 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| Metric | 11370420:btcusd:triple_med_gx:lsma90_10 | 11370420:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.46% | 35.75% |
| Worst Week | -13.7% | -29.64% |
| Best Month | 11.46% | 43.77% |
| Worst Month | -16.84% | -37.12% |
| Best Year | 37.44% | 155.54% |
| Worst Year | -12.36% | -54.08% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 3.53% | 8.01% |
| Avg. Down Week | -2.85% | -2.61% |
| Avg. Up Month | 4.97% | 15.33% |
| Avg. Down Month | -4.96% | -11.45% |
| Win Days % | 47.41% | 51.31% |
| Win Month % | 48.84% | 62.79% |
| Win Week % | 45.92% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |