| Metric | 11371886:btcusd:triple_med_gx:lsma90_20 | 11371886:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 18.22% | 243.19% |
| Max Drawdown | -25.9% | -67.18% |
| Sharpe | 0.17 | 0.47 |
| Sortino | 0.26 | 0.68 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.09 | 1.08 |
| CPC Index | 0.57 | 0.64 |
| Tail Ratio | 1.03 | 1.0 |
| Outlier Win Ratio | 33.58 | 3.45 |
| Outlier Loss Ratio | 4.27 | 3.33 |
| Volatility (ann.) | 10.4% | 26.17% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.19 | 0.64 |
| Skew | 2.01 | 0.2 |
| Kurtosis | 56.97 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.91% |
| Expected Yearly % | 4.27% | 36.11% |
| Kelly Criterion | 0.2% | 8.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.22% |
| Expected Shortfall (cVaR) | -0.89% | -2.22% |
| Year | 11371886:BTCUSD | 11371886:btcusd:triple_med_gx:lsma90_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | -13.20 | 0.25 | + |
| 2023 | 155.54 | 21.46 | 0.14 | - |
| 2024 | 121.00 | 5.29 | 0.04 | - |
| 2025 | 30.14 | 6.50 | 0.22 | - |
| Metric | 11371886:btcusd:triple_med_gx:lsma90_20 | 11371886:BTCUSD |
|---|---|---|
| MTD | -0.66% | 13.36% |
| 3M | -0.95% | 45.08% |
| 6M | 0.98% | 28.47% |
| YTD | 6.5% | 30.14% |
| 1Y | 12.29% | 105.13% |
| 3Y (ann.) | 5.48% | 81.7% |
| 5Y (ann.) | 4.94% | 42.69% |
| Metric | 11371886:btcusd:triple_med_gx:lsma90_20 | 11371886:BTCUSD |
|---|---|---|
| Max Drawdown | -25.9% | -67.18% |
| Longest DD Days | 678.0 | 683.0 |
| Avg. Drawdown | -5.68% | -6.09% |
| Avg. Drawdown Days | 102.0 | 30.0 |
| Recovery Factor | 0.7 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-22 | 2024-01-29 | -25.90 | 678 |
| 2024-02-29 | 2025-07-14 | -23.64 | 500 |
| 2022-02-01 | 2022-02-28 | -6.57 | 26 |
| 2022-03-02 | 2022-03-18 | -3.12 | 16 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2022-01-29 | 2022-01-29 | -0.23 | 0 |
| 2024-02-27 | 2024-02-28 | -0.18 | 0 |
| 2022-01-29 | 2022-01-29 | -0.18 | 0 |
| Metric | 11371886:btcusd:triple_med_gx:lsma90_20 | 11371886:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.86% | 35.75% |
| Worst Week | -7.19% | -29.64% |
| Best Month | 12.47% | 43.77% |
| Worst Month | -10.2% | -37.12% |
| Best Year | 21.46% | 155.54% |
| Worst Year | -13.2% | -53.3% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 2.71% | 7.91% |
| Avg. Down Week | -2.1% | -2.57% |
| Avg. Up Month | 4.39% | 14.01% |
| Avg. Down Month | -4.26% | -11.03% |
| Win Days % | 46.23% | 51.3% |
| Win Month % | 53.49% | 62.79% |
| Win Week % | 43.14% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |