| Metric | 11373608:btcusd:triple_med_gx:lsma90_30 | 11373608:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 10.46% | 228.52% |
| Max Drawdown | -23.89% | -67.18% |
| Sharpe | 0.12 | 0.46 |
| Sortino | 0.18 | 0.67 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.15 | 1.07 |
| CPC Index | 0.55 | 0.61 |
| Tail Ratio | 1.09 | 1.0 |
| Outlier Win Ratio | 37.82 | 3.39 |
| Outlier Loss Ratio | 4.3 | 3.26 |
| Volatility (ann.) | 9.56% | 26.15% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.12 | 0.61 |
| Skew | 1.4 | 0.2 |
| Kurtosis | 58.06 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.23% | 2.8% |
| Expected Yearly % | 2.52% | 34.63% |
| Kelly Criterion | -1.36% | 7.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.22% |
| Expected Shortfall (cVaR) | -0.82% | -2.22% |
| Year | 11373608:BTCUSD | 11373608:btcusd:triple_med_gx:lsma90_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 11.08 | -0.20 | + |
| 2023 | 155.54 | 22.26 | 0.14 | - |
| 2024 | 121.00 | -14.16 | -0.12 | - |
| 2025 | 30.14 | -5.25 | -0.17 | - |
| Metric | 11373608:btcusd:triple_med_gx:lsma90_30 | 11373608:BTCUSD |
|---|---|---|
| MTD | 0.14% | 13.36% |
| 3M | -6.27% | 45.08% |
| 6M | -9.44% | 28.47% |
| YTD | -5.25% | 30.14% |
| 1Y | -3.22% | 105.13% |
| 3Y (ann.) | -2.2% | 81.7% |
| 5Y (ann.) | 2.91% | 40.94% |
| Metric | 11373608:btcusd:triple_med_gx:lsma90_30 | 11373608:BTCUSD |
|---|---|---|
| Max Drawdown | -23.89% | -67.18% |
| Longest DD Days | 609.0 | 683.0 |
| Avg. Drawdown | -5.23% | -6.34% |
| Avg. Drawdown Days | 86.0 | 31.0 |
| Recovery Factor | 0.44 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-13 | 2025-07-14 | -23.89 | 609 |
| 2022-06-26 | 2023-10-20 | -21.44 | 480 |
| 2022-04-21 | 2022-06-25 | -8.77 | 65 |
| 2022-03-02 | 2022-04-19 | -6.18 | 48 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| 2023-10-21 | 2023-10-23 | -0.80 | 1 |
| 2022-06-26 | 2022-06-26 | -0.21 | 0 |
| Metric | 11373608:btcusd:triple_med_gx:lsma90_30 | 11373608:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 11.62% | 35.75% |
| Worst Week | -9.78% | -29.64% |
| Best Month | 22.93% | 43.77% |
| Worst Month | -12.11% | -37.12% |
| Best Year | 22.26% | 155.54% |
| Worst Year | -14.16% | -55.3% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 2.64% | 7.52% |
| Avg. Down Week | -2.56% | -2.48% |
| Avg. Up Month | 4.74% | 14.39% |
| Avg. Down Month | -3.57% | -11.3% |
| Win Days % | 46.13% | 51.3% |
| Win Month % | 47.62% | 62.79% |
| Win Week % | 50.0% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |