| Metric | 11371125:btcusd:triple_med_gx:lsma90_15 | 11371125:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 19.22% | 228.52% |
| Max Drawdown | -27.84% | -67.18% |
| Sharpe | 0.17 | 0.46 |
| Sortino | 0.26 | 0.67 |
| Payoff Ratio | 1.11 | 1.1 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | 1.06 | 1.0 |
| Outlier Win Ratio | 32.65 | 3.44 |
| Outlier Loss Ratio | 4.13 | 3.38 |
| Volatility (ann.) | 10.75% | 26.15% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.19 | 0.61 |
| Skew | 2.01 | 0.2 |
| Kurtosis | 56.68 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.8% |
| Expected Yearly % | 4.49% | 34.63% |
| Kelly Criterion | -0.64% | 7.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.22% |
| Expected Shortfall (cVaR) | -0.92% | -2.22% |
| Year | 11371125:BTCUSD | 11371125:btcusd:triple_med_gx:lsma90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -5.42 | 0.10 | + |
| 2023 | 155.54 | 33.88 | 0.22 | - |
| 2024 | 121.00 | -11.11 | -0.09 | - |
| 2025 | 30.14 | 5.92 | 0.20 | - |
| Metric | 11371125:btcusd:triple_med_gx:lsma90_15 | 11371125:BTCUSD |
|---|---|---|
| MTD | 0.14% | 13.36% |
| 3M | 0.85% | 45.08% |
| 6M | 0.96% | 28.47% |
| YTD | 5.92% | 30.14% |
| 1Y | 6.47% | 105.13% |
| 3Y (ann.) | 1.55% | 81.7% |
| 5Y (ann.) | 5.2% | 40.94% |
| Metric | 11371125:btcusd:triple_med_gx:lsma90_15 | 11371125:BTCUSD |
|---|---|---|
| Max Drawdown | -27.84% | -67.18% |
| Longest DD Days | 678.0 | 683.0 |
| Avg. Drawdown | -5.71% | -6.34% |
| Avg. Drawdown Days | 80.0 | 31.0 |
| Recovery Factor | 0.69 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2024-02-28 | -27.84 | 678 |
| 2024-04-01 | 2025-07-14 | -27.75 | 469 |
| 2022-03-02 | 2022-04-19 | -6.58 | 48 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11371125:btcusd:triple_med_gx:lsma90_15 | 11371125:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.87% | 35.75% |
| Worst Week | -8.13% | -29.64% |
| Best Month | 20.48% | 43.77% |
| Worst Month | -11.01% | -37.12% |
| Best Year | 33.88% | 155.54% |
| Worst Year | -11.11% | -55.3% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.45% | 7.94% |
| Avg. Down Week | -2.31% | -2.48% |
| Avg. Up Month | 5.18% | 13.88% |
| Avg. Down Month | -5.1% | -11.18% |
| Win Days % | 47.06% | 51.3% |
| Win Month % | 55.81% | 62.79% |
| Win Week % | 43.88% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |