| Metric | 11371653:btcusd:triple_med_gx:lsma90_20 | 11371653:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 23.0% | 240.34% |
| Max Drawdown | -32.95% | -67.18% |
| Sharpe | 0.18 | 0.47 |
| Sortino | 0.28 | 0.68 |
| Payoff Ratio | 1.25 | 1.17 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.58 | 0.65 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 26.81 | 3.71 |
| Outlier Loss Ratio | 4.82 | 3.59 |
| Volatility (ann.) | 11.92% | 26.24% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.19 | 0.63 |
| Skew | 1.27 | 0.2 |
| Kurtosis | 35.24 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.48% | 2.89% |
| Expected Yearly % | 5.31% | 35.82% |
| Kelly Criterion | -1.83% | 9.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.23% |
| Expected Shortfall (cVaR) | -1.02% | -2.23% |
| Year | 11371653:BTCUSD | 11371653:btcusd:triple_med_gx:lsma90_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | -11.90 | 0.22 | + |
| 2023 | 155.54 | 15.26 | 0.10 | - |
| 2024 | 121.00 | 16.85 | 0.14 | - |
| 2025 | 30.14 | 3.66 | 0.12 | - |
| Metric | 11371653:btcusd:triple_med_gx:lsma90_20 | 11371653:BTCUSD |
|---|---|---|
| MTD | 4.41% | 13.36% |
| 3M | 4.12% | 45.08% |
| 6M | 2.31% | 28.47% |
| YTD | 3.66% | 30.14% |
| 1Y | 23.09% | 105.13% |
| 3Y (ann.) | 10.93% | 81.7% |
| 5Y (ann.) | 6.14% | 42.27% |
| Metric | 11371653:btcusd:triple_med_gx:lsma90_20 | 11371653:BTCUSD |
|---|---|---|
| Max Drawdown | -32.95% | -67.18% |
| Longest DD Days | 982.0 | 683.0 |
| Avg. Drawdown | -5.55% | -6.0% |
| Avg. Drawdown Days | 96.0 | 29.0 |
| Recovery Factor | 0.7 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2024-11-10 | -32.95 | 982 |
| 2025-03-06 | 2025-07-14 | -11.02 | 130 |
| 2024-11-14 | 2025-03-05 | -7.26 | 110 |
| 2022-02-10 | 2022-02-28 | -7.08 | 17 |
| 2022-02-01 | 2022-02-04 | -4.52 | 2 |
| 2022-02-08 | 2022-02-10 | -4.29 | 2 |
| 2022-01-28 | 2022-01-28 | -2.26 | 0 |
| 2022-02-05 | 2022-02-08 | -1.33 | 3 |
| 2022-01-30 | 2022-02-01 | -0.60 | 2 |
| 2024-11-10 | 2024-11-14 | -0.36 | 3 |
| Metric | 11371653:btcusd:triple_med_gx:lsma90_20 | 11371653:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.19% | 35.75% |
| Worst Week | -8.85% | -29.64% |
| Best Month | 21.34% | 43.77% |
| Worst Month | -12.83% | -37.12% |
| Best Year | 16.85% | 155.54% |
| Worst Year | -11.9% | -53.69% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.71% | -0.78% |
| Avg. Up Week | 3.45% | 7.73% |
| Avg. Down Week | -2.4% | -4.29% |
| Avg. Up Month | 5.74% | 15.33% |
| Avg. Down Month | -5.65% | -10.07% |
| Win Days % | 43.48% | 51.29% |
| Win Month % | 55.81% | 62.79% |
| Win Week % | 42.65% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |