| Metric | 11373623:btcusd:triple_med_gx:lsma90_30 | 11373623:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 8.5% | 237.48% |
| Max Drawdown | -24.65% | -67.18% |
| Sharpe | 0.11 | 0.47 |
| Sortino | 0.16 | 0.68 |
| Payoff Ratio | 1.09 | 1.08 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.13 | 1.08 |
| CPC Index | 0.54 | 0.6 |
| Tail Ratio | 1.09 | 1.0 |
| Outlier Win Ratio | 39.44 | 3.38 |
| Outlier Loss Ratio | 4.1 | 3.23 |
| Volatility (ann.) | 9.37% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.1 | 0.63 |
| Skew | 0.43 | 0.2 |
| Kurtosis | 52.0 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.87% |
| Expected Yearly % | 2.06% | 35.54% |
| Kelly Criterion | -1.23% | 6.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.22% |
| Expected Shortfall (cVaR) | -0.8% | -2.22% |
| Year | 11373623:BTCUSD | 11373623:btcusd:triple_med_gx:lsma90_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 9.58 | -0.18 | + |
| 2023 | 155.54 | 21.78 | 0.14 | - |
| 2024 | 121.00 | -8.24 | -0.07 | - |
| 2025 | 30.14 | -11.39 | -0.38 | - |
| Metric | 11373623:btcusd:triple_med_gx:lsma90_30 | 11373623:BTCUSD |
|---|---|---|
| MTD | 1.42% | 13.36% |
| 3M | -5.81% | 45.08% |
| 6M | -14.53% | 28.47% |
| YTD | -11.39% | 30.14% |
| 1Y | -10.61% | 105.13% |
| 3Y (ann.) | 0.17% | 81.7% |
| 5Y (ann.) | 2.38% | 42.08% |
| Metric | 11373623:btcusd:triple_med_gx:lsma90_30 | 11373623:BTCUSD |
|---|---|---|
| Max Drawdown | -24.65% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -4.76% | -5.84% |
| Avg. Drawdown Days | 56.0 | 29.0 |
| Recovery Factor | 0.34 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -24.65 | 469 |
| 2022-04-21 | 2022-10-26 | -13.07 | 187 |
| 2022-10-26 | 2023-06-21 | -12.75 | 237 |
| 2023-08-29 | 2023-10-20 | -8.76 | 51 |
| 2022-03-02 | 2022-04-20 | -8.44 | 49 |
| 2024-01-11 | 2024-03-04 | -7.87 | 53 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-01-30 | 2022-01-31 | -3.09 | 1 |
| 2023-08-02 | 2023-08-29 | -2.84 | 27 |
| 2024-01-09 | 2024-01-11 | -2.77 | 1 |
| Metric | 11373623:btcusd:triple_med_gx:lsma90_30 | 11373623:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 9.18% | 35.75% |
| Worst Week | -11.66% | -29.64% |
| Best Month | 12.13% | 43.77% |
| Worst Month | -10.31% | -37.12% |
| Best Year | 21.78% | 155.54% |
| Worst Year | -11.39% | -54.08% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 2.76% | 7.43% |
| Avg. Down Week | -2.34% | -2.92% |
| Avg. Up Month | 4.01% | 14.69% |
| Avg. Down Month | -3.61% | -9.86% |
| Win Days % | 47.12% | 51.31% |
| Win Month % | 52.38% | 62.79% |
| Win Week % | 45.45% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |