| Metric | 11376579:btcusd:triple_med_gx:lsma90_45 | 11376579:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 18.19% | 233.23% |
| Max Drawdown | -32.58% | -67.18% |
| Sharpe | 0.18 | 0.46 |
| Sortino | 0.27 | 0.67 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.18 | 1.08 |
| CPC Index | 0.57 | 0.61 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 43.67 | 3.36 |
| Outlier Loss Ratio | 4.04 | 3.2 |
| Volatility (ann.) | 8.93% | 26.12% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.15 | 0.62 |
| Skew | 1.1 | 0.2 |
| Kurtosis | 57.87 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.84% |
| Expected Yearly % | 4.27% | 35.11% |
| Kelly Criterion | 0.17% | 7.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.22% |
| Expected Shortfall (cVaR) | -0.76% | -2.22% |
| Year | 11376579:BTCUSD | 11376579:btcusd:triple_med_gx:lsma90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 12.28 | -0.22 | + |
| 2023 | 155.54 | 32.62 | 0.21 | - |
| 2024 | 121.00 | -9.71 | -0.08 | - |
| 2025 | 30.14 | -12.09 | -0.40 | - |
| Metric | 11376579:btcusd:triple_med_gx:lsma90_45 | 11376579:BTCUSD |
|---|---|---|
| MTD | 1.89% | 13.36% |
| 3M | -3.34% | 45.08% |
| 6M | -11.11% | 28.47% |
| YTD | -12.09% | 30.14% |
| 1Y | -11.77% | 105.13% |
| 3Y (ann.) | 7.06% | 81.7% |
| 5Y (ann.) | 4.95% | 41.6% |
| Metric | 11376579:btcusd:triple_med_gx:lsma90_45 | 11376579:BTCUSD |
|---|---|---|
| Max Drawdown | -32.58% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -3.7% | -6.05% |
| Avg. Drawdown Days | 38.0 | 31.0 |
| Recovery Factor | 0.56 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -32.58 | 469 |
| 2022-03-02 | 2022-10-25 | -16.97 | 237 |
| 2023-03-14 | 2023-06-20 | -9.15 | 97 |
| 2023-08-29 | 2023-10-23 | -8.76 | 54 |
| 2024-01-31 | 2024-03-04 | -7.16 | 32 |
| 2022-10-26 | 2023-02-17 | -7.06 | 113 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-01-11 | 2024-01-30 | -3.05 | 18 |
| 2022-01-30 | 2022-01-31 | -2.56 | 0 |
| 2023-02-19 | 2023-03-14 | -2.30 | 23 |
| Metric | 11376579:btcusd:triple_med_gx:lsma90_45 | 11376579:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.78% | 35.75% |
| Worst Week | -6.76% | -29.64% |
| Best Month | 13.78% | 43.77% |
| Worst Month | -16.31% | -37.12% |
| Best Year | 32.62% | 155.54% |
| Worst Year | -12.09% | -54.66% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.8% | 7.36% |
| Avg. Down Week | -2.47% | -2.98% |
| Avg. Up Month | 5.04% | 11.76% |
| Avg. Down Month | -3.44% | -12.91% |
| Win Days % | 46.95% | 51.3% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 39.51% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |