| Metric | 11377236:btcusd:triple_med_gx:lsma90_50 | 11377236:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 19.62% | 240.34% |
| Max Drawdown | -24.91% | -67.18% |
| Sharpe | 0.19 | 0.47 |
| Sortino | 0.28 | 0.68 |
| Payoff Ratio | 1.14 | 1.07 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.51 | 1.07 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 1.39 | 0.99 |
| Outlier Win Ratio | 44.03 | 3.26 |
| Outlier Loss Ratio | 4.39 | 3.22 |
| Volatility (ann.) | 8.73% | 26.24% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.21 | 0.63 |
| Skew | 0.83 | 0.2 |
| Kurtosis | 60.19 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.42% | 2.89% |
| Expected Yearly % | 4.58% | 35.82% |
| Kelly Criterion | -0.35% | 5.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.23% |
| Expected Shortfall (cVaR) | -0.75% | -2.23% |
| Year | 11377236:BTCUSD | 11377236:btcusd:triple_med_gx:lsma90_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 28.40 | -0.53 | + |
| 2023 | 155.54 | -1.34 | -0.01 | - |
| 2024 | 121.00 | -3.70 | -0.03 | - |
| 2025 | 30.14 | -1.94 | -0.06 | - |
| Metric | 11377236:btcusd:triple_med_gx:lsma90_50 | 11377236:BTCUSD |
|---|---|---|
| MTD | 1.74% | 13.36% |
| 3M | 9.06% | 45.08% |
| 6M | -0.15% | 28.47% |
| YTD | -1.94% | 30.14% |
| 1Y | 1.03% | 105.13% |
| 3Y (ann.) | 3.38% | 81.7% |
| 5Y (ann.) | 5.29% | 42.27% |
| Metric | 11377236:btcusd:triple_med_gx:lsma90_50 | 11377236:BTCUSD |
|---|---|---|
| Max Drawdown | -24.91% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -4.18% | -6.0% |
| Avg. Drawdown Days | 75.0 | 29.0 |
| Recovery Factor | 0.79 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -24.91 | 904 |
| 2022-06-04 | 2022-09-09 | -11.00 | 96 |
| 2022-04-26 | 2022-05-30 | -8.70 | 34 |
| 2022-02-05 | 2022-04-01 | -6.23 | 55 |
| 2022-11-24 | 2023-01-20 | -3.91 | 57 |
| 2022-09-15 | 2022-10-03 | -2.49 | 18 |
| 2022-10-31 | 2022-11-22 | -2.45 | 22 |
| 2022-04-24 | 2022-04-25 | -2.16 | 1 |
| 2022-10-24 | 2022-10-25 | -1.44 | 1 |
| 2022-11-23 | 2022-11-23 | -1.19 | 0 |
| Metric | 11377236:btcusd:triple_med_gx:lsma90_50 | 11377236:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.98% | 35.75% |
| Worst Week | -7.06% | -29.64% |
| Best Month | 10.55% | 43.77% |
| Worst Month | -12.49% | -37.12% |
| Best Year | 28.4% | 155.54% |
| Worst Year | -3.7% | -53.69% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.69% | -0.75% |
| Avg. Up Week | 3.51% | 5.16% |
| Avg. Down Week | -2.02% | -4.16% |
| Avg. Up Month | 4.2% | 16.23% |
| Avg. Down Month | -3.29% | -12.93% |
| Win Days % | 46.62% | 51.29% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 41.41% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |