| Metric | 11377402:btcusd:triple_med_gx:lsma90_50 | 11377402:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 50.64% | 240.34% |
| Max Drawdown | -28.09% | -67.18% |
| Sharpe | 0.36 | 0.47 |
| Sortino | 0.57 | 0.68 |
| Payoff Ratio | 1.09 | 1.04 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.52 | 1.07 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 1.33 | 0.99 |
| Outlier Win Ratio | 36.98 | 3.34 |
| Outlier Loss Ratio | 4.4 | 3.26 |
| Volatility (ann.) | 9.41% | 26.24% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.45 | 0.63 |
| Skew | 2.35 | 0.2 |
| Kurtosis | 52.25 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.96% | 2.89% |
| Expected Yearly % | 10.79% | 35.82% |
| Kelly Criterion | 2.09% | 4.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.23% |
| Expected Shortfall (cVaR) | -0.8% | -2.23% |
| Year | 11377402:BTCUSD | 11377402:btcusd:triple_med_gx:lsma90_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 43.48 | -0.81 | + |
| 2023 | 155.54 | -12.68 | -0.08 | - |
| 2024 | 121.00 | 11.11 | 0.09 | - |
| 2025 | 30.14 | 8.21 | 0.27 | - |
| Metric | 11377402:btcusd:triple_med_gx:lsma90_50 | 11377402:BTCUSD |
|---|---|---|
| MTD | -1.25% | 13.36% |
| 3M | 8.76% | 45.08% |
| 6M | 8.21% | 28.47% |
| YTD | 8.21% | 30.14% |
| 1Y | 21.68% | 105.13% |
| 3Y (ann.) | 3.23% | 81.7% |
| 5Y (ann.) | 12.52% | 42.27% |
| Metric | 11377402:btcusd:triple_med_gx:lsma90_50 | 11377402:BTCUSD |
|---|---|---|
| Max Drawdown | -28.09% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -3.38% | -6.0% |
| Avg. Drawdown Days | 52.0 | 29.0 |
| Recovery Factor | 1.8 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -28.09 | 904 |
| 2022-07-24 | 2023-01-02 | -14.77 | 161 |
| 2022-04-28 | 2022-06-07 | -8.39 | 40 |
| 2022-06-08 | 2022-07-14 | -7.94 | 36 |
| 2022-03-20 | 2022-03-27 | -3.73 | 7 |
| 2022-04-02 | 2022-04-25 | -3.52 | 23 |
| 2022-03-06 | 2022-03-08 | -1.89 | 1 |
| 2022-03-09 | 2022-03-18 | -1.27 | 8 |
| 2022-07-16 | 2022-07-16 | -1.15 | 0 |
| 2022-02-05 | 2022-02-14 | -1.05 | 8 |
| Metric | 11377402:btcusd:triple_med_gx:lsma90_50 | 11377402:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.96% | -9.32% |
| Best Week | 12.85% | 35.75% |
| Worst Week | -9.82% | -29.64% |
| Best Month | 16.86% | 43.77% |
| Worst Month | -8.6% | -37.12% |
| Best Year | 43.48% | 155.54% |
| Worst Year | -12.68% | -53.69% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.71% | -0.77% |
| Avg. Up Week | 3.31% | 5.64% |
| Avg. Down Week | -2.39% | -4.5% |
| Avg. Up Month | 5.76% | 16.02% |
| Avg. Down Month | -3.24% | -12.98% |
| Win Days % | 48.87% | 51.29% |
| Win Month % | 53.66% | 62.79% |
| Win Week % | 48.6% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |