| Metric | 11372783:btcusd:triple_med_gx:lsma90_25 | 11372783:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 25.86% | 222.44% |
| Max Drawdown | -26.92% | -67.18% |
| Sharpe | 0.22 | 0.45 |
| Sortino | 0.34 | 0.66 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.14 | 1.08 |
| CPC Index | 0.58 | 0.6 |
| Tail Ratio | 1.04 | 1.0 |
| Outlier Win Ratio | 38.31 | 3.41 |
| Outlier Loss Ratio | 4.13 | 3.3 |
| Volatility (ann.) | 9.6% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.26 | 0.6 |
| Skew | 1.61 | 0.2 |
| Kurtosis | 49.11 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.76% |
| Expected Yearly % | 5.92% | 34.0% |
| Kelly Criterion | 0.76% | 6.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.22% |
| Expected Shortfall (cVaR) | -0.82% | -2.22% |
| Year | 11372783:BTCUSD | 11372783:btcusd:triple_med_gx:lsma90_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -8.05 | 0.14 | + |
| 2023 | 155.54 | 29.15 | 0.19 | - |
| 2024 | 121.00 | 15.58 | 0.13 | - |
| 2025 | 30.14 | -8.30 | -0.28 | - |
| Metric | 11372783:btcusd:triple_med_gx:lsma90_25 | 11372783:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -3.6% | 45.08% |
| 6M | -7.56% | 28.47% |
| YTD | -8.3% | 30.14% |
| 1Y | -5.28% | 105.13% |
| 3Y (ann.) | 10.02% | 81.7% |
| 5Y (ann.) | 6.88% | 40.34% |
| Metric | 11372783:btcusd:triple_med_gx:lsma90_25 | 11372783:BTCUSD |
|---|---|---|
| Max Drawdown | -26.92% | -67.18% |
| Longest DD Days | 641.0 | 683.0 |
| Avg. Drawdown | -6.42% | -6.36% |
| Avg. Drawdown Days | 96.0 | 32.0 |
| Recovery Factor | 0.96 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-12-03 | -26.92 | 641 |
| 2025-03-06 | 2025-07-14 | -16.39 | 130 |
| 2024-03-05 | 2025-01-06 | -11.83 | 307 |
| 2025-01-07 | 2025-03-06 | -9.03 | 58 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-01-31 | 2024-02-28 | -3.81 | 27 |
| 2023-12-04 | 2024-01-29 | -3.39 | 56 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2022-02-05 | 2022-03-01 | -0.86 | 23 |
| Metric | 11372783:btcusd:triple_med_gx:lsma90_25 | 11372783:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 12.75% | 35.75% |
| Worst Week | -9.49% | -29.64% |
| Best Month | 20.0% | 43.77% |
| Worst Month | -7.89% | -37.12% |
| Best Year | 29.15% | 155.54% |
| Worst Year | -8.3% | -56.13% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 3.69% | 8.36% |
| Avg. Down Week | -2.4% | -3.28% |
| Avg. Up Month | 5.28% | 16.49% |
| Avg. Down Month | -4.17% | -12.93% |
| Win Days % | 47.47% | 51.29% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 43.37% | 51.63% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |