| Metric | 11377621:btcusd:triple_med_gx:lsma90_50 | 11377621:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 8.49% | 228.52% |
| Max Drawdown | -19.95% | -67.18% |
| Sharpe | 0.11 | 0.46 |
| Sortino | 0.16 | 0.67 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.07 | 1.07 |
| CPC Index | 0.55 | 0.61 |
| Tail Ratio | 1.03 | 1.0 |
| Outlier Win Ratio | 42.72 | 3.32 |
| Outlier Loss Ratio | 4.19 | 3.21 |
| Volatility (ann.) | 8.89% | 26.15% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.12 | 0.61 |
| Skew | 1.15 | 0.2 |
| Kurtosis | 58.99 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.8% |
| Expected Yearly % | 2.06% | 34.63% |
| Kelly Criterion | -1.17% | 6.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.22% |
| Expected Shortfall (cVaR) | -0.76% | -2.22% |
| Year | 11377621:BTCUSD | 11377621:btcusd:triple_med_gx:lsma90_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 5.05 | -0.09 | + |
| 2023 | 155.54 | 21.80 | 0.14 | - |
| 2024 | 121.00 | -10.20 | -0.08 | - |
| 2025 | 30.14 | -5.58 | -0.19 | - |
| Metric | 11377621:btcusd:triple_med_gx:lsma90_50 | 11377621:BTCUSD |
|---|---|---|
| MTD | 0.14% | 13.36% |
| 3M | -5.34% | 45.08% |
| 6M | -9.97% | 28.47% |
| YTD | -5.58% | 30.14% |
| 1Y | -0.56% | 105.13% |
| 3Y (ann.) | 1.06% | 81.7% |
| 5Y (ann.) | 2.38% | 40.94% |
| Metric | 11377621:btcusd:triple_med_gx:lsma90_50 | 11377621:BTCUSD |
|---|---|---|
| Max Drawdown | -19.95% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -4.01% | -6.34% |
| Avg. Drawdown Days | 51.0 | 31.0 |
| Recovery Factor | 0.43 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -19.95 | 469 |
| 2022-06-26 | 2023-03-14 | -15.61 | 261 |
| 2023-08-29 | 2023-10-23 | -9.09 | 54 |
| 2022-03-02 | 2022-06-06 | -6.98 | 96 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2023-05-26 | 2023-06-20 | -5.00 | 25 |
| 2023-12-28 | 2024-03-28 | -4.98 | 91 |
| 2023-04-11 | 2023-05-04 | -3.91 | 22 |
| 2023-07-17 | 2023-08-29 | -3.50 | 43 |
| 2023-11-16 | 2023-12-02 | -3.30 | 16 |
| Metric | 11377621:btcusd:triple_med_gx:lsma90_50 | 11377621:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.12% | 35.75% |
| Worst Week | -6.08% | -29.64% |
| Best Month | 7.9% | 43.77% |
| Worst Month | -12.77% | -37.12% |
| Best Year | 21.8% | 155.54% |
| Worst Year | -10.2% | -55.3% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 2.71% | 8.54% |
| Avg. Down Week | -2.06% | -3.18% |
| Avg. Up Month | 3.5% | 16.42% |
| Avg. Down Month | -3.23% | -8.83% |
| Win Days % | 46.36% | 51.3% |
| Win Month % | 51.16% | 62.79% |
| Win Week % | 43.53% | 51.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |