| Metric | 11371974:btcusd:triple_med_gx:lsma90_20 | 11371974:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 23.14% | 220.31% |
| Max Drawdown | -25.26% | -67.18% |
| Sharpe | 0.2 | 0.45 |
| Sortino | 0.3 | 0.66 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.25 | 1.08 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 37.18 | 3.42 |
| Outlier Loss Ratio | 3.95 | 3.31 |
| Volatility (ann.) | 9.72% | 26.14% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.25 | 0.6 |
| Skew | 1.09 | 0.2 |
| Kurtosis | 43.92 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.74% |
| Expected Yearly % | 5.34% | 33.78% |
| Kelly Criterion | 0.48% | 4.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.22% |
| Expected Shortfall (cVaR) | -0.83% | -2.22% |
| Year | 11371974:BTCUSD | 11371974:btcusd:triple_med_gx:lsma90_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 4.30 | -0.08 | + |
| 2023 | 155.54 | 13.45 | 0.09 | - |
| 2024 | 121.00 | 27.65 | 0.23 | - |
| 2025 | 30.14 | -18.48 | -0.61 | - |
| Metric | 11371974:btcusd:triple_med_gx:lsma90_20 | 11371974:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -3.96% | 45.08% |
| 6M | -15.67% | 28.47% |
| YTD | -18.48% | 30.14% |
| 1Y | -8.16% | 105.13% |
| 3Y (ann.) | 8.08% | 81.7% |
| 5Y (ann.) | 6.21% | 40.11% |
| Metric | 11371974:btcusd:triple_med_gx:lsma90_20 | 11371974:BTCUSD |
|---|---|---|
| Max Drawdown | -25.26% | -67.18% |
| Longest DD Days | 545.0 | 683.0 |
| Avg. Drawdown | -4.24% | -6.34% |
| Avg. Drawdown Days | 57.0 | 32.0 |
| Recovery Factor | 0.92 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -25.26 | 188 |
| 2022-03-02 | 2023-08-29 | -14.78 | 545 |
| 2024-03-05 | 2024-11-08 | -11.90 | 248 |
| 2023-08-29 | 2023-10-21 | -8.76 | 52 |
| 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 |
| 2023-12-04 | 2024-01-11 | -2.86 | 38 |
| 2023-10-23 | 2023-12-03 | -2.46 | 41 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| Metric | 11371974:btcusd:triple_med_gx:lsma90_20 | 11371974:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 13.16% | 35.75% |
| Worst Week | -9.49% | -29.64% |
| Best Month | 13.16% | 43.77% |
| Worst Month | -9.36% | -37.12% |
| Best Year | 27.65% | 155.54% |
| Worst Year | -18.48% | -56.42% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 3.72% | 8.4% |
| Avg. Down Week | -2.75% | -2.86% |
| Avg. Up Month | 5.27% | 17.17% |
| Avg. Down Month | -4.44% | -10.43% |
| Win Days % | 48.53% | 51.32% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 46.34% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |