| Metric | 11375567:btcusd:triple_med_gx:lsma90_40 | 11375567:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 17.82% | 222.44% |
| Max Drawdown | -31.41% | -67.18% |
| Sharpe | 0.18 | 0.45 |
| Sortino | 0.27 | 0.66 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.11 | 1.08 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.03 | 1.0 |
| Outlier Win Ratio | 44.24 | 3.35 |
| Outlier Loss Ratio | 4.02 | 3.21 |
| Volatility (ann.) | 9.02% | 26.13% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.15 | 0.6 |
| Skew | 1.52 | 0.2 |
| Kurtosis | 62.76 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.76% |
| Expected Yearly % | 4.19% | 34.0% |
| Kelly Criterion | 0.61% | 6.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.22% |
| Expected Shortfall (cVaR) | -0.77% | -2.22% |
| Year | 11375567:BTCUSD | 11375567:btcusd:triple_med_gx:lsma90_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 0.82 | -0.01 | + |
| 2023 | 155.54 | 37.64 | 0.24 | - |
| 2024 | 121.00 | 1.23 | 0.01 | - |
| 2025 | 30.14 | -16.12 | -0.54 | - |
| Metric | 11375567:btcusd:triple_med_gx:lsma90_40 | 11375567:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | 0.36% | 45.08% |
| 6M | -14.41% | 28.47% |
| YTD | -16.12% | 30.14% |
| 1Y | -15.52% | 105.13% |
| 3Y (ann.) | 7.32% | 81.7% |
| 5Y (ann.) | 4.86% | 40.34% |
| Metric | 11375567:btcusd:triple_med_gx:lsma90_40 | 11375567:BTCUSD |
|---|---|---|
| Max Drawdown | -31.41% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -4.44% | -6.36% |
| Avg. Drawdown Days | 63.0 | 32.0 |
| Recovery Factor | 0.57 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -31.41 | 469 |
| 2022-03-02 | 2023-06-21 | -19.12 | 476 |
| 2023-08-29 | 2023-10-20 | -8.76 | 51 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-01-31 | 2024-03-04 | -4.26 | 32 |
| 2023-06-21 | 2023-08-29 | -3.46 | 68 |
| 2024-01-09 | 2024-01-29 | -3.13 | 20 |
| 2024-03-05 | 2024-03-31 | -2.32 | 26 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2023-10-20 | 2023-10-21 | -1.11 | 1 |
| Metric | 11375567:btcusd:triple_med_gx:lsma90_40 | 11375567:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.25% | 35.75% |
| Worst Week | -10.41% | -29.64% |
| Best Month | 16.61% | 43.77% |
| Worst Month | -14.84% | -37.12% |
| Best Year | 37.64% | 155.54% |
| Worst Year | -16.12% | -56.13% |
| Avg. Up Day | 0.82% | 0.82% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.36% | 7.29% |
| Avg. Down Week | -2.73% | -3.46% |
| Avg. Up Month | 4.96% | 11.05% |
| Avg. Down Month | -5.33% | -13.55% |
| Win Days % | 47.68% | 51.29% |
| Win Month % | 53.85% | 62.79% |
| Win Week % | 47.95% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |