| Metric | 11378258:btcusd:triple_med_gx:lsma90_55 | 11378258:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 17.93% | 240.34% |
| Max Drawdown | -25.51% | -67.18% |
| Sharpe | 0.19 | 0.47 |
| Sortino | 0.27 | 0.68 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.08 | 1.07 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 0.99 | 0.99 |
| Outlier Win Ratio | 50.22 | 3.16 |
| Outlier Loss Ratio | 4.29 | 3.12 |
| Volatility (ann.) | 8.12% | 26.24% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.19 | 0.63 |
| Skew | 0.62 | 0.2 |
| Kurtosis | 73.2 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.89% |
| Expected Yearly % | 4.21% | 35.82% |
| Kelly Criterion | -1.27% | 5.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.23% |
| Expected Shortfall (cVaR) | -0.7% | -2.23% |
| Year | 11378258:BTCUSD | 11378258:btcusd:triple_med_gx:lsma90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 37.69 | -0.70 | + |
| 2023 | 155.54 | -8.65 | -0.06 | - |
| 2024 | 121.00 | -12.03 | -0.10 | - |
| 2025 | 30.14 | 6.58 | 0.22 | - |
| Metric | 11378258:btcusd:triple_med_gx:lsma90_55 | 11378258:BTCUSD |
|---|---|---|
| MTD | 1.2% | 13.36% |
| 3M | 6.77% | 45.08% |
| 6M | 8.68% | 28.47% |
| YTD | 6.58% | 30.14% |
| 1Y | 4.6% | 105.13% |
| 3Y (ann.) | 1.97% | 81.7% |
| 5Y (ann.) | 4.86% | 42.27% |
| Metric | 11378258:btcusd:triple_med_gx:lsma90_55 | 11378258:BTCUSD |
|---|---|---|
| Max Drawdown | -25.51% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -4.5% | -6.0% |
| Avg. Drawdown Days | 100.0 | 29.0 |
| Recovery Factor | 0.7 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -25.51 | 904 |
| 2022-04-26 | 2022-09-09 | -12.32 | 135 |
| 2022-02-05 | 2022-03-24 | -4.27 | 47 |
| 2022-09-14 | 2022-10-04 | -3.16 | 19 |
| 2022-04-24 | 2022-04-25 | -2.33 | 1 |
| 2022-12-07 | 2023-01-21 | -2.07 | 45 |
| 2022-10-08 | 2022-11-22 | -1.81 | 44 |
| 2022-11-23 | 2022-11-23 | -1.19 | 0 |
| 2022-11-24 | 2022-11-30 | -0.76 | 5 |
| 2022-12-06 | 2022-12-06 | -0.28 | 0 |
| Metric | 11378258:btcusd:triple_med_gx:lsma90_55 | 11378258:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 12.71% | 35.75% |
| Worst Week | -7.33% | -29.64% |
| Best Month | 10.35% | 43.77% |
| Worst Month | -14.86% | -37.12% |
| Best Year | 37.69% | 155.54% |
| Worst Year | -12.03% | -53.69% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.71% | -0.76% |
| Avg. Up Week | 2.74% | 5.0% |
| Avg. Down Week | -2.26% | -3.93% |
| Avg. Up Month | 3.41% | 14.49% |
| Avg. Down Month | -2.96% | -12.45% |
| Win Days % | 46.35% | 51.29% |
| Win Month % | 48.78% | 62.79% |
| Win Week % | 49.46% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |