| Metric | 11371177:btcusd:triple_med_gx:lsma90_15 | 11371177:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 45.64% | 222.44% |
| Max Drawdown | -29.25% | -67.18% |
| Sharpe | 0.31 | 0.45 |
| Sortino | 0.48 | 0.66 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.36 | 1.08 |
| CPC Index | 0.61 | 0.6 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 34.01 | 3.42 |
| Outlier Loss Ratio | 4.08 | 3.34 |
| Volatility (ann.) | 10.4% | 26.13% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.39 | 0.6 |
| Skew | 1.69 | 0.2 |
| Kurtosis | 55.15 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.88% | 2.76% |
| Expected Yearly % | 9.85% | 34.0% |
| Kelly Criterion | 2.08% | 6.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.22% |
| Expected Shortfall (cVaR) | -0.89% | -2.22% |
| Year | 11371177:BTCUSD | 11371177:btcusd:triple_med_gx:lsma90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -17.15 | 0.31 | + |
| 2023 | 155.54 | 50.55 | 0.33 | - |
| 2024 | 121.00 | 39.18 | 0.32 | - |
| 2025 | 30.14 | -16.11 | -0.53 | - |
| Metric | 11371177:btcusd:triple_med_gx:lsma90_15 | 11371177:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -0.59% | 45.08% |
| 6M | -15.63% | 28.47% |
| YTD | -16.11% | 30.14% |
| 1Y | -5.02% | 105.13% |
| 3Y (ann.) | 16.24% | 81.7% |
| 5Y (ann.) | 11.5% | 40.34% |
| Metric | 11371177:btcusd:triple_med_gx:lsma90_15 | 11371177:BTCUSD |
|---|---|---|
| Max Drawdown | -29.25% | -67.18% |
| Longest DD Days | 625.0 | 683.0 |
| Avg. Drawdown | -3.73% | -6.36% |
| Avg. Drawdown Days | 48.0 | 32.0 |
| Recovery Factor | 1.56 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-05 | 2023-10-23 | -29.25 | 625 |
| 2025-01-07 | 2025-07-14 | -23.79 | 188 |
| 2024-03-05 | 2024-10-16 | -10.97 | 225 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-01-31 | 2024-02-28 | -3.81 | 27 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-01-09 | 2024-01-28 | -3.13 | 19 |
| 2023-11-21 | 2023-12-02 | -2.96 | 11 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| Metric | 11371177:btcusd:triple_med_gx:lsma90_15 | 11371177:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.67% | 35.75% |
| Worst Week | -13.13% | -29.64% |
| Best Month | 20.19% | 43.77% |
| Worst Month | -13.22% | -37.12% |
| Best Year | 50.55% | 155.54% |
| Worst Year | -17.15% | -56.13% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.76% | 8.02% |
| Avg. Down Week | -2.53% | -3.08% |
| Avg. Up Month | 5.75% | 15.03% |
| Avg. Down Month | -4.75% | -12.48% |
| Win Days % | 48.37% | 51.29% |
| Win Month % | 52.38% | 62.79% |
| Win Week % | 50.0% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |