| Metric | 11370436:btcusd:triple_med_gx:lsma90_10 | 11370436:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 44.7% | 233.23% |
| Max Drawdown | -24.66% | -67.18% |
| Sharpe | 0.31 | 0.46 |
| Sortino | 0.47 | 0.67 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.3 | 1.08 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 32.95 | 3.45 |
| Outlier Loss Ratio | 4.08 | 3.36 |
| Volatility (ann.) | 10.44% | 26.12% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.46 | 0.62 |
| Skew | 1.36 | 0.2 |
| Kurtosis | 50.93 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.86% | 2.84% |
| Expected Yearly % | 9.68% | 35.11% |
| Kelly Criterion | 2.02% | 6.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.22% |
| Expected Shortfall (cVaR) | -0.89% | -2.22% |
| Year | 11370436:BTCUSD | 11370436:btcusd:triple_med_gx:lsma90_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -5.10 | 0.09 | + |
| 2023 | 155.54 | 40.84 | 0.26 | - |
| 2024 | 121.00 | 24.91 | 0.21 | - |
| 2025 | 30.14 | -13.34 | -0.44 | - |
| Metric | 11370436:btcusd:triple_med_gx:lsma90_10 | 11370436:BTCUSD |
|---|---|---|
| MTD | -0.85% | 13.36% |
| 3M | -4.14% | 45.08% |
| 6M | -13.56% | 28.47% |
| YTD | -13.34% | 30.14% |
| 1Y | -9.63% | 105.13% |
| 3Y (ann.) | 15.64% | 81.7% |
| 5Y (ann.) | 11.27% | 41.6% |
| Metric | 11370436:btcusd:triple_med_gx:lsma90_10 | 11370436:BTCUSD |
|---|---|---|
| Max Drawdown | -24.66% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -3.96% | -6.05% |
| Avg. Drawdown Days | 38.0 | 31.0 |
| Recovery Factor | 1.81 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -24.66 | 188 |
| 2022-03-02 | 2023-06-21 | -23.21 | 476 |
| 2024-04-01 | 2025-01-06 | -13.23 | 280 |
| 2023-08-29 | 2023-10-02 | -8.76 | 33 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2023-07-31 | 2023-08-29 | -4.65 | 29 |
| 2023-10-02 | 2023-10-20 | -4.35 | 17 |
| 2024-01-31 | 2024-02-28 | -4.15 | 27 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11370436:btcusd:triple_med_gx:lsma90_10 | 11370436:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.37% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 13.13% | 43.77% |
| Worst Month | -11.92% | -37.12% |
| Best Year | 40.84% | 155.54% |
| Worst Year | -13.34% | -54.66% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.74% | 8.27% |
| Avg. Down Week | -2.54% | -2.72% |
| Avg. Up Month | 5.28% | 15.2% |
| Avg. Down Month | -4.44% | -12.31% |
| Win Days % | 48.63% | 51.3% |
| Win Month % | 52.38% | 62.79% |
| Win Week % | 49.44% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |