| Metric | 11375548:btcusd:triple_med_gx:lsma90_40 | 11375548:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 17.82% | 233.23% |
| Max Drawdown | -34.59% | -67.18% |
| Sharpe | 0.18 | 0.46 |
| Sortino | 0.26 | 0.67 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.16 | 1.08 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 43.08 | 3.35 |
| Outlier Loss Ratio | 3.97 | 3.21 |
| Volatility (ann.) | 9.03% | 26.12% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.14 | 0.62 |
| Skew | 0.97 | 0.2 |
| Kurtosis | 56.31 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.84% |
| Expected Yearly % | 4.18% | 35.11% |
| Kelly Criterion | 1.08% | 6.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.22% |
| Expected Shortfall (cVaR) | -0.77% | -2.22% |
| Year | 11375548:BTCUSD | 11375548:btcusd:triple_med_gx:lsma90_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 12.05 | -0.22 | + |
| 2023 | 155.54 | 34.63 | 0.22 | - |
| 2024 | 121.00 | -8.82 | -0.07 | - |
| 2025 | 30.14 | -14.34 | -0.48 | - |
| Metric | 11375548:btcusd:triple_med_gx:lsma90_40 | 11375548:BTCUSD |
|---|---|---|
| MTD | 1.89% | 13.36% |
| 3M | -3.01% | 45.08% |
| 6M | -13.23% | 28.47% |
| YTD | -14.34% | 30.14% |
| 1Y | -15.29% | 105.13% |
| 3Y (ann.) | 6.3% | 81.7% |
| 5Y (ann.) | 4.85% | 41.6% |
| Metric | 11375548:btcusd:triple_med_gx:lsma90_40 | 11375548:BTCUSD |
|---|---|---|
| Max Drawdown | -34.59% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -4.08% | -6.05% |
| Avg. Drawdown Days | 44.0 | 31.0 |
| Recovery Factor | 0.52 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -34.59 | 469 |
| 2022-03-02 | 2022-10-25 | -15.46 | 237 |
| 2023-08-29 | 2023-10-23 | -8.76 | 54 |
| 2023-03-14 | 2023-06-20 | -7.50 | 97 |
| 2022-10-26 | 2023-02-17 | -6.66 | 113 |
| 2024-01-11 | 2024-03-04 | -6.65 | 53 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2023-08-02 | 2023-08-29 | -2.89 | 27 |
| 2022-01-30 | 2022-01-31 | -2.56 | 0 |
| 2023-02-19 | 2023-03-14 | -2.30 | 23 |
| Metric | 11375548:btcusd:triple_med_gx:lsma90_40 | 11375548:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.11% | 35.75% |
| Worst Week | -6.74% | -29.64% |
| Best Month | 13.87% | 43.77% |
| Worst Month | -17.47% | -37.12% |
| Best Year | 34.63% | 155.54% |
| Worst Year | -14.34% | -54.66% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.66% | 8.17% |
| Avg. Down Week | -2.6% | -2.76% |
| Avg. Up Month | 4.71% | 12.16% |
| Avg. Down Month | -3.5% | -12.9% |
| Win Days % | 47.71% | 51.3% |
| Win Month % | 47.5% | 62.79% |
| Win Week % | 42.67% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |