| Metric | 11376094:btcusd:triple_med_gx:lsma90_45 | 11376094:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -6.61% | 240.34% |
| Max Drawdown | -24.97% | -67.18% |
| Sharpe | -0.01 | 0.47 |
| Sortino | -0.01 | 0.68 |
| Payoff Ratio | 1.12 | 1.03 |
| Profit Factor | 1.0 | 1.08 |
| Common Sense Ratio | 0.99 | 1.07 |
| CPC Index | 0.5 | 0.57 |
| Tail Ratio | 1.0 | 0.99 |
| Outlier Win Ratio | 41.52 | 3.27 |
| Outlier Loss Ratio | 4.39 | 3.23 |
| Volatility (ann.) | 9.25% | 26.24% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.08 | 0.63 |
| Skew | 1.18 | 0.2 |
| Kurtosis | 58.28 | 6.39 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.16% | 2.89% |
| Expected Yearly % | -1.7% | 35.82% |
| Kelly Criterion | -3.9% | 4.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.23% |
| Expected Shortfall (cVaR) | -0.8% | -2.23% |
| Year | 11376094:BTCUSD | 11376094:btcusd:triple_med_gx:lsma90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 11.51 | -0.21 | + |
| 2023 | 155.54 | -10.20 | -0.07 | - |
| 2024 | 121.00 | -4.07 | -0.03 | - |
| 2025 | 30.14 | -2.78 | -0.09 | - |
| Metric | 11376094:btcusd:triple_med_gx:lsma90_45 | 11376094:BTCUSD |
|---|---|---|
| MTD | 0.02% | 13.36% |
| 3M | 0.21% | 45.08% |
| 6M | 0.77% | 28.47% |
| YTD | -2.78% | 30.14% |
| 1Y | -7.4% | 105.13% |
| 3Y (ann.) | -3.53% | 81.7% |
| 5Y (ann.) | -1.95% | 42.27% |
| Metric | 11376094:btcusd:triple_med_gx:lsma90_45 | 11376094:BTCUSD |
|---|---|---|
| Max Drawdown | -24.97% | -67.18% |
| Longest DD Days | 640.0 | 683.0 |
| Avg. Drawdown | -5.95% | -6.0% |
| Avg. Drawdown Days | 104.0 | 29.0 |
| Recovery Factor | -0.26 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -24.97 | 469 |
| 2022-06-03 | 2024-03-04 | -17.12 | 640 |
| 2022-03-25 | 2022-05-22 | -6.66 | 58 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-05-26 | 2022-05-30 | -4.49 | 3 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2022-02-05 | 2022-03-22 | -3.68 | 45 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2024-03-08 | 2024-03-31 | -0.97 | 22 |
| 2022-02-02 | 2022-02-02 | -0.18 | 0 |
| Metric | 11376094:btcusd:triple_med_gx:lsma90_45 | 11376094:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -7.26% | -29.64% |
| Best Month | 12.11% | 43.77% |
| Worst Month | -16.23% | -37.12% |
| Best Year | 11.51% | 155.54% |
| Worst Year | -10.2% | -53.69% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.69% | -0.77% |
| Avg. Up Week | 2.94% | 5.66% |
| Avg. Down Week | -2.13% | -3.87% |
| Avg. Up Month | 3.86% | 14.24% |
| Avg. Down Month | -4.68% | -11.24% |
| Win Days % | 45.08% | 51.29% |
| Win Month % | 42.86% | 62.79% |
| Win Week % | 37.38% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |