| Metric | 11377347:btcusd:triple_med_gx:lsma90_50 | 11377347:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 50.16% | 240.34% |
| Max Drawdown | -22.48% | -67.18% |
| Sharpe | 0.36 | 0.47 |
| Sortino | 0.56 | 0.68 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 1.61 | 1.07 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.39 | 0.99 |
| Outlier Win Ratio | 39.46 | 3.28 |
| Outlier Loss Ratio | 4.47 | 3.22 |
| Volatility (ann.) | 9.19% | 26.24% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.55 | 0.63 |
| Skew | 1.51 | 0.2 |
| Kurtosis | 57.65 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.95% | 2.89% |
| Expected Yearly % | 10.7% | 35.82% |
| Kelly Criterion | 1.36% | 5.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.23% |
| Expected Shortfall (cVaR) | -0.78% | -2.23% |
| Year | 11377347:BTCUSD | 11377347:btcusd:triple_med_gx:lsma90_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 35.73 | -0.67 | + |
| 2023 | 155.54 | -10.86 | -0.07 | - |
| 2024 | 121.00 | 15.25 | 0.13 | - |
| 2025 | 30.14 | 7.69 | 0.26 | - |
| Metric | 11377347:btcusd:triple_med_gx:lsma90_50 | 11377347:BTCUSD |
|---|---|---|
| MTD | -0.48% | 13.36% |
| 3M | 4.67% | 45.08% |
| 6M | 3.75% | 28.47% |
| YTD | 7.69% | 30.14% |
| 1Y | 17.95% | 105.13% |
| 3Y (ann.) | 7.86% | 81.7% |
| 5Y (ann.) | 12.41% | 42.27% |
| Metric | 11377347:btcusd:triple_med_gx:lsma90_50 | 11377347:BTCUSD |
|---|---|---|
| Max Drawdown | -22.48% | -67.18% |
| Longest DD Days | 821.0 | 683.0 |
| Avg. Drawdown | -2.83% | -6.0% |
| Avg. Drawdown Days | 48.0 | 29.0 |
| Recovery Factor | 2.23 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-04-22 | -22.48 | 821 |
| 2022-07-15 | 2022-09-16 | -10.95 | 63 |
| 2022-04-26 | 2022-07-14 | -9.51 | 79 |
| 2025-04-23 | 2025-07-14 | -6.08 | 82 |
| 2022-02-13 | 2022-03-27 | -5.10 | 42 |
| 2022-04-02 | 2022-04-25 | -3.25 | 23 |
| 2022-10-06 | 2022-10-25 | -2.23 | 19 |
| 2022-11-02 | 2022-11-22 | -1.82 | 20 |
| 2022-11-24 | 2022-12-02 | -1.77 | 8 |
| 2022-12-03 | 2022-12-08 | -1.21 | 5 |
| Metric | 11377347:btcusd:triple_med_gx:lsma90_50 | 11377347:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.18% | 35.75% |
| Worst Week | -7.61% | -29.64% |
| Best Month | 11.57% | 43.77% |
| Worst Month | -5.89% | -37.12% |
| Best Year | 35.73% | 155.54% |
| Worst Year | -10.86% | -53.69% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 3.42% | 6.22% |
| Avg. Down Week | -2.15% | -4.29% |
| Avg. Up Month | 5.6% | 17.85% |
| Avg. Down Month | -2.57% | -14.69% |
| Win Days % | 47.6% | 51.29% |
| Win Month % | 47.62% | 62.79% |
| Win Week % | 46.67% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |