| Metric | 11373641:btcusd:triple_med_gx:lsma90_30 | 11373641:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 29.13% | 225.45% |
| Max Drawdown | -23.08% | -67.18% |
| Sharpe | 0.24 | 0.46 |
| Sortino | 0.37 | 0.66 |
| Payoff Ratio | 1.13 | 1.12 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.19 | 1.08 |
| CPC Index | 0.59 | 0.62 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 39.16 | 3.4 |
| Outlier Loss Ratio | 4.09 | 3.26 |
| Volatility (ann.) | 9.31% | 26.11% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.33 | 0.6 |
| Skew | 1.18 | 0.2 |
| Kurtosis | 47.52 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.6% | 2.78% |
| Expected Yearly % | 6.6% | 34.31% |
| Kelly Criterion | 1.33% | 7.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.21% |
| Expected Shortfall (cVaR) | -0.79% | -2.21% |
| Year | 11373641:BTCUSD | 11373641:btcusd:triple_med_gx:lsma90_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 5.64 | -0.10 | + |
| 2023 | 155.54 | 30.49 | 0.20 | - |
| 2024 | 121.00 | 3.91 | 0.03 | - |
| 2025 | 27.10 | -9.85 | -0.36 | - |
| Metric | 11373641:btcusd:triple_med_gx:lsma90_30 | 11373641:BTCUSD |
|---|---|---|
| MTD | 1.89% | 10.71% |
| 3M | -3.14% | 41.88% |
| 6M | -10.04% | 22.91% |
| YTD | -9.85% | 27.1% |
| 1Y | -14.16% | 82.29% |
| 3Y (ann.) | 10.23% | 77.48% |
| 5Y (ann.) | 7.65% | 40.56% |
| Metric | 11373641:btcusd:triple_med_gx:lsma90_30 | 11373641:BTCUSD |
|---|---|---|
| Max Drawdown | -23.08% | -67.18% |
| Longest DD Days | 472.0 | 683.0 |
| Avg. Drawdown | -3.81% | -6.14% |
| Avg. Drawdown Days | 44.0 | 31.0 |
| Recovery Factor | 1.26 | 3.36 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-17 | -23.08 | 472 |
| 2022-04-21 | 2023-06-21 | -19.02 | 426 |
| 2022-03-02 | 2022-04-21 | -9.28 | 50 |
| 2023-08-29 | 2023-10-20 | -8.76 | 51 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-01-31 | 2024-03-04 | -4.88 | 32 |
| 2024-01-11 | 2024-01-30 | -2.95 | 18 |
| 2023-08-02 | 2023-08-29 | -2.82 | 27 |
| 2024-03-27 | 2024-03-28 | -2.57 | 1 |
| 2022-01-30 | 2022-01-31 | -2.56 | 0 |
| Metric | 11373641:btcusd:triple_med_gx:lsma90_30 | 11373641:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 13.46% | 35.75% |
| Worst Week | -6.52% | -29.64% |
| Best Month | 13.46% | 43.77% |
| Worst Month | -8.0% | -37.12% |
| Best Year | 30.49% | 155.54% |
| Worst Year | -9.85% | -54.66% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.74% | -0.75% |
| Avg. Up Week | 3.78% | 8.63% |
| Avg. Down Week | -2.23% | -2.89% |
| Avg. Up Month | 4.81% | 12.41% |
| Avg. Down Month | -3.03% | -12.49% |
| Win Days % | 47.58% | 51.29% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 39.76% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |