| Metric | 11371917:btcusd:triple_med_gx:lsma90_20 | 11371917:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 19.22% | 237.48% |
| Max Drawdown | -23.67% | -67.18% |
| Sharpe | 0.18 | 0.47 |
| Sortino | 0.26 | 0.68 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.22 | 1.08 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 35.4 | 3.41 |
| Outlier Loss Ratio | 4.11 | 3.31 |
| Volatility (ann.) | 10.05% | 26.13% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.22 | 0.63 |
| Skew | 0.91 | 0.2 |
| Kurtosis | 54.01 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.87% |
| Expected Yearly % | 4.49% | 35.54% |
| Kelly Criterion | 0.14% | 4.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.22% |
| Expected Shortfall (cVaR) | -0.86% | -2.22% |
| Year | 11371917:BTCUSD | 11371917:btcusd:triple_med_gx:lsma90_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 2.38 | -0.04 | + |
| 2023 | 155.54 | 19.07 | 0.12 | - |
| 2024 | 121.00 | 1.24 | 0.01 | - |
| 2025 | 30.14 | -3.40 | -0.11 | - |
| Metric | 11371917:btcusd:triple_med_gx:lsma90_20 | 11371917:BTCUSD |
|---|---|---|
| MTD | 1.42% | 13.36% |
| 3M | -2.03% | 45.08% |
| 6M | -7.04% | 28.47% |
| YTD | -3.4% | 30.14% |
| 1Y | 0.07% | 105.13% |
| 3Y (ann.) | 3.04% | 81.7% |
| 5Y (ann.) | 5.21% | 42.08% |
| Metric | 11371917:btcusd:triple_med_gx:lsma90_20 | 11371917:BTCUSD |
|---|---|---|
| Max Drawdown | -23.67% | -67.18% |
| Longest DD Days | 682.0 | 683.0 |
| Avg. Drawdown | -7.1% | -5.84% |
| Avg. Drawdown Days | 137.0 | 29.0 |
| Recovery Factor | 0.81 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2024-03-04 | -23.67 | 682 |
| 2024-04-01 | 2025-07-14 | -17.62 | 469 |
| 2022-03-02 | 2022-04-20 | -8.74 | 49 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-01-30 | 2022-01-31 | -3.09 | 1 |
| 2024-03-26 | 2024-03-31 | -3.07 | 5 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-02-05 | 2022-02-28 | -0.47 | 23 |
| 2022-01-31 | 2022-02-01 | -0.15 | 0 |
| Metric | 11371917:btcusd:triple_med_gx:lsma90_20 | 11371917:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 9.3% | 35.75% |
| Worst Week | -6.84% | -29.64% |
| Best Month | 23.21% | 43.77% |
| Worst Month | -11.75% | -37.12% |
| Best Year | 19.07% | 155.54% |
| Worst Year | -3.4% | -54.08% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 2.84% | 7.48% |
| Avg. Down Week | -2.53% | -3.06% |
| Avg. Up Month | 4.52% | 16.26% |
| Avg. Down Month | -3.57% | -11.03% |
| Win Days % | 47.94% | 51.31% |
| Win Month % | 48.84% | 62.79% |
| Win Week % | 47.92% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |