| Metric | 11374587:btcusd:triple_med_gx:lsma90_35 | 11374587:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 28.94% | 222.44% |
| Max Drawdown | -26.05% | -67.18% |
| Sharpe | 0.25 | 0.45 |
| Sortino | 0.38 | 0.66 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.16 | 1.08 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 1.05 | 1.0 |
| Outlier Win Ratio | 42.17 | 3.37 |
| Outlier Loss Ratio | 4.1 | 3.21 |
| Volatility (ann.) | 9.14% | 26.13% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.29 | 0.6 |
| Skew | 1.61 | 0.2 |
| Kurtosis | 59.01 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.59% | 2.76% |
| Expected Yearly % | 6.56% | 34.0% |
| Kelly Criterion | 1.64% | 6.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.22% |
| Expected Shortfall (cVaR) | -0.78% | -2.22% |
| Year | 11374587:BTCUSD | 11374587:btcusd:triple_med_gx:lsma90_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -4.33 | 0.08 | + |
| 2023 | 155.54 | 45.93 | 0.30 | - |
| 2024 | 121.00 | 11.22 | 0.09 | - |
| 2025 | 30.14 | -16.97 | -0.56 | - |
| Metric | 11374587:btcusd:triple_med_gx:lsma90_35 | 11374587:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -0.39% | 45.08% |
| 6M | -15.37% | 28.47% |
| YTD | -16.97% | 30.14% |
| 1Y | -15.9% | 105.13% |
| 3Y (ann.) | 11.3% | 81.7% |
| 5Y (ann.) | 7.64% | 40.34% |
| Metric | 11374587:btcusd:triple_med_gx:lsma90_35 | 11374587:BTCUSD |
|---|---|---|
| Max Drawdown | -26.05% | -67.18% |
| Longest DD Days | 545.0 | 683.0 |
| Avg. Drawdown | -3.96% | -6.36% |
| Avg. Drawdown Days | 57.0 | 32.0 |
| Recovery Factor | 1.11 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -26.05 | 469 |
| 2022-03-02 | 2023-08-29 | -23.04 | 545 |
| 2023-08-29 | 2023-10-06 | -8.76 | 37 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-01-31 | 2024-03-04 | -4.23 | 32 |
| 2024-01-09 | 2024-01-29 | -3.13 | 20 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2024-03-05 | 2024-03-28 | -1.97 | 23 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| 2023-10-08 | 2023-10-20 | -1.82 | 12 |
| Metric | 11374587:btcusd:triple_med_gx:lsma90_35 | 11374587:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 12.65% | 35.75% |
| Worst Week | -9.8% | -29.64% |
| Best Month | 20.79% | 43.77% |
| Worst Month | -12.78% | -37.12% |
| Best Year | 45.93% | 155.54% |
| Worst Year | -16.97% | -56.13% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.72% | -0.77% |
| Avg. Up Week | 3.8% | 7.55% |
| Avg. Down Week | -2.64% | -3.49% |
| Avg. Up Month | 5.73% | 11.52% |
| Avg. Down Month | -4.92% | -13.74% |
| Win Days % | 47.52% | 51.29% |
| Win Month % | 48.72% | 62.79% |
| Win Week % | 46.67% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |