| Metric | 11376261:btcusd:triple_med_gx:lsma90_45 | 11376261:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 27.19% | 240.34% |
| Max Drawdown | -24.94% | -67.18% |
| Sharpe | 0.23 | 0.47 |
| Sortino | 0.34 | 0.68 |
| Payoff Ratio | 1.14 | 1.08 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.6 | 1.07 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.46 | 0.99 |
| Outlier Win Ratio | 38.54 | 3.28 |
| Outlier Loss Ratio | 4.47 | 3.28 |
| Volatility (ann.) | 9.38% | 26.24% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.29 | 0.63 |
| Skew | 1.07 | 0.2 |
| Kurtosis | 60.16 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.56% | 2.89% |
| Expected Yearly % | 6.2% | 35.82% |
| Kelly Criterion | 0.61% | 6.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.23% |
| Expected Shortfall (cVaR) | -0.8% | -2.23% |
| Year | 11376261:BTCUSD | 11376261:btcusd:triple_med_gx:lsma90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 25.12 | -0.47 | + |
| 2023 | 155.54 | 15.63 | 0.10 | - |
| 2024 | 121.00 | -10.00 | -0.08 | - |
| 2025 | 30.14 | -2.33 | -0.08 | - |
| Metric | 11376261:btcusd:triple_med_gx:lsma90_45 | 11376261:BTCUSD |
|---|---|---|
| MTD | 1.37% | 13.36% |
| 3M | 7.75% | 45.08% |
| 6M | -3.53% | 28.47% |
| YTD | -2.33% | 30.14% |
| 1Y | 2.52% | 105.13% |
| 3Y (ann.) | 3.75% | 81.7% |
| 5Y (ann.) | 7.17% | 42.27% |
| Metric | 11376261:btcusd:triple_med_gx:lsma90_45 | 11376261:BTCUSD |
|---|---|---|
| Max Drawdown | -24.94% | -67.18% |
| Longest DD Days | 468.0 | 683.0 |
| Avg. Drawdown | -4.3% | -6.0% |
| Avg. Drawdown Days | 49.0 | 29.0 |
| Recovery Factor | 1.09 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-02 | 2025-07-14 | -24.94 | 468 |
| 2022-06-06 | 2023-01-20 | -23.04 | 228 |
| 2023-01-21 | 2023-08-29 | -8.37 | 219 |
| 2023-12-03 | 2024-01-08 | -6.24 | 36 |
| 2024-01-09 | 2024-03-08 | -6.16 | 59 |
| 2022-04-26 | 2022-05-22 | -6.09 | 26 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2022-02-12 | 2022-03-24 | -4.36 | 39 |
| 2022-05-23 | 2022-05-29 | -4.23 | 6 |
| 2023-09-04 | 2023-11-15 | -3.64 | 72 |
| Metric | 11376261:btcusd:triple_med_gx:lsma90_45 | 11376261:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.68% | 35.75% |
| Worst Week | -8.99% | -29.64% |
| Best Month | 11.29% | 43.77% |
| Worst Month | -11.51% | -37.12% |
| Best Year | 25.12% | 155.54% |
| Worst Year | -10.0% | -53.69% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.69% | -0.74% |
| Avg. Up Week | 3.13% | 4.88% |
| Avg. Down Week | -1.94% | -3.77% |
| Avg. Up Month | 3.69% | 13.48% |
| Avg. Down Month | -4.62% | -11.47% |
| Win Days % | 47.12% | 51.29% |
| Win Month % | 57.14% | 62.79% |
| Win Week % | 44.04% | 51.89% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |