| Metric | 11375169:btcusd:triple_med_gx:lsma90_40 | 11375169:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -5.5% | 240.34% |
| Max Drawdown | -38.01% | -67.18% |
| Sharpe | 0.01 | 0.47 |
| Sortino | 0.01 | 0.68 |
| Payoff Ratio | 1.1 | 1.03 |
| Profit Factor | 1.0 | 1.08 |
| Common Sense Ratio | 1.09 | 1.07 |
| CPC Index | 0.5 | 0.57 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 38.41 | 3.27 |
| Outlier Loss Ratio | 4.39 | 3.32 |
| Volatility (ann.) | 9.55% | 26.24% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.04 | 0.63 |
| Skew | 0.59 | 0.2 |
| Kurtosis | 53.61 | 6.39 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.13% | 2.89% |
| Expected Yearly % | -1.4% | 35.82% |
| Kelly Criterion | -3.68% | 4.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.23% |
| Expected Shortfall (cVaR) | -0.82% | -2.23% |
| Year | 11375169:BTCUSD | 11375169:btcusd:triple_med_gx:lsma90_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 19.49 | -0.36 | + |
| 2023 | 155.54 | 2.22 | 0.01 | - |
| 2024 | 121.00 | -17.79 | -0.15 | - |
| 2025 | 30.14 | -5.88 | -0.20 | - |
| Metric | 11375169:btcusd:triple_med_gx:lsma90_40 | 11375169:BTCUSD |
|---|---|---|
| MTD | 2.11% | 13.36% |
| 3M | 5.73% | 45.08% |
| 6M | -2.57% | 28.47% |
| YTD | -5.88% | 30.14% |
| 1Y | -8.34% | 105.13% |
| 3Y (ann.) | -5.44% | 81.7% |
| 5Y (ann.) | -1.62% | 42.27% |
| Metric | 11375169:btcusd:triple_med_gx:lsma90_40 | 11375169:BTCUSD |
|---|---|---|
| Max Drawdown | -38.01% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -5.8% | -6.0% |
| Avg. Drawdown Days | 66.0 | 29.0 |
| Recovery Factor | -0.14 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -38.01 | 469 |
| 2022-06-27 | 2023-08-29 | -17.82 | 428 |
| 2022-02-05 | 2022-03-25 | -8.63 | 48 |
| 2023-10-29 | 2024-03-04 | -8.29 | 126 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-04-26 | 2022-05-22 | -6.09 | 26 |
| 2022-03-31 | 2022-04-25 | -5.36 | 25 |
| 2023-09-19 | 2023-10-23 | -3.35 | 34 |
| 2022-02-01 | 2022-02-04 | -3.35 | 2 |
| 2022-05-23 | 2022-05-29 | -3.14 | 6 |
| Metric | 11375169:btcusd:triple_med_gx:lsma90_40 | 11375169:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 13.77% | 35.75% |
| Worst Week | -9.8% | -29.64% |
| Best Month | 12.01% | 43.77% |
| Worst Month | -18.7% | -37.12% |
| Best Year | 19.49% | 155.54% |
| Worst Year | -17.79% | -53.69% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.71% | -0.77% |
| Avg. Up Week | 2.82% | 4.98% |
| Avg. Down Week | -2.72% | -3.27% |
| Avg. Up Month | 3.73% | 13.91% |
| Avg. Down Month | -5.6% | -10.99% |
| Win Days % | 45.69% | 51.29% |
| Win Month % | 48.84% | 62.79% |
| Win Week % | 48.57% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |