| Metric | 11371110:btcusd:triple_med_gx:lsma90_15 | 11371110:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 27.66% | 243.19% |
| Max Drawdown | -25.43% | -67.18% |
| Sharpe | 0.22 | 0.47 |
| Sortino | 0.33 | 0.68 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.21 | 1.08 |
| CPC Index | 0.58 | 0.62 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 32.48 | 3.45 |
| Outlier Loss Ratio | 4.24 | 3.33 |
| Volatility (ann.) | 10.61% | 26.17% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.29 | 0.64 |
| Skew | 1.78 | 0.2 |
| Kurtosis | 54.88 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.57% | 2.91% |
| Expected Yearly % | 6.3% | 36.11% |
| Kelly Criterion | 0.29% | 7.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.22% |
| Expected Shortfall (cVaR) | -0.91% | -2.22% |
| Year | 11371110:BTCUSD | 11371110:btcusd:triple_med_gx:lsma90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 1.95 | -0.04 | + |
| 2023 | 155.54 | 13.04 | 0.08 | - |
| 2024 | 121.00 | 3.97 | 0.03 | - |
| 2025 | 30.14 | 6.55 | 0.22 | - |
| Metric | 11371110:btcusd:triple_med_gx:lsma90_15 | 11371110:BTCUSD |
|---|---|---|
| MTD | -0.66% | 13.36% |
| 3M | -0.53% | 45.08% |
| 6M | -0.24% | 28.47% |
| YTD | 6.55% | 30.14% |
| 1Y | 12.79% | 105.13% |
| 3Y (ann.) | 4.34% | 81.7% |
| 5Y (ann.) | 7.29% | 42.69% |
| Metric | 11371110:btcusd:triple_med_gx:lsma90_15 | 11371110:BTCUSD |
|---|---|---|
| Max Drawdown | -25.43% | -67.18% |
| Longest DD Days | 500.0 | 683.0 |
| Avg. Drawdown | -4.52% | -6.09% |
| Avg. Drawdown Days | 64.0 | 30.0 |
| Recovery Factor | 1.09 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-29 | 2025-07-14 | -25.43 | 500 |
| 2022-05-16 | 2023-04-11 | -18.39 | 330 |
| 2023-04-30 | 2024-01-29 | -15.42 | 273 |
| 2022-02-01 | 2022-02-28 | -6.57 | 26 |
| 2022-03-02 | 2022-03-18 | -3.23 | 16 |
| 2022-04-20 | 2022-05-15 | -3.09 | 25 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-03-22 | 2022-04-18 | -2.49 | 27 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| Metric | 11371110:btcusd:triple_med_gx:lsma90_15 | 11371110:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.86% | 35.75% |
| Worst Week | -8.13% | -29.64% |
| Best Month | 12.12% | 43.77% |
| Worst Month | -9.68% | -37.12% |
| Best Year | 13.04% | 155.54% |
| Worst Year | 1.95% | -53.3% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 2.74% | 7.96% |
| Avg. Down Week | -2.21% | -2.61% |
| Avg. Up Month | 5.13% | 14.56% |
| Avg. Down Month | -4.64% | -10.58% |
| Win Days % | 46.66% | 51.3% |
| Win Month % | 53.49% | 62.79% |
| Win Week % | 47.06% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |