| Metric | 11378427:btcusd:triple_med_gx:lsma90_55 | 11378427:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 22.24% | 240.34% |
| Max Drawdown | -27.5% | -67.18% |
| Sharpe | 0.21 | 0.47 |
| Sortino | 0.31 | 0.68 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.44 | 1.07 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.31 | 0.99 |
| Outlier Win Ratio | 46.56 | 3.21 |
| Outlier Loss Ratio | 4.2 | 3.18 |
| Volatility (ann.) | 8.59% | 26.24% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.22 | 0.63 |
| Skew | 1.08 | 0.2 |
| Kurtosis | 70.53 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.89% |
| Expected Yearly % | 5.15% | 35.82% |
| Kelly Criterion | -0.94% | 4.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.23% |
| Expected Shortfall (cVaR) | -0.73% | -2.23% |
| Year | 11378427:BTCUSD | 11378427:btcusd:triple_med_gx:lsma90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 25.02 | -0.47 | + |
| 2023 | 155.54 | -17.52 | -0.11 | - |
| 2024 | 121.00 | 18.52 | 0.15 | - |
| 2025 | 30.14 | 0.02 | 0.00 | - |
| Metric | 11378427:btcusd:triple_med_gx:lsma90_55 | 11378427:BTCUSD |
|---|---|---|
| MTD | -1.38% | 13.36% |
| 3M | 3.88% | 45.08% |
| 6M | -3.88% | 28.47% |
| YTD | 0.02% | 30.14% |
| 1Y | 11.71% | 105.13% |
| 3Y (ann.) | 0.21% | 81.7% |
| 5Y (ann.) | 5.95% | 42.27% |
| Metric | 11378427:btcusd:triple_med_gx:lsma90_55 | 11378427:BTCUSD |
|---|---|---|
| Max Drawdown | -27.5% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -4.35% | -6.0% |
| Avg. Drawdown Days | 81.0 | 29.0 |
| Recovery Factor | 0.81 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -27.50 | 904 |
| 2022-07-15 | 2022-12-08 | -15.18 | 146 |
| 2022-06-06 | 2022-07-13 | -6.58 | 37 |
| 2022-04-26 | 2022-05-30 | -6.09 | 33 |
| 2022-02-05 | 2022-03-27 | -2.65 | 49 |
| 2022-07-14 | 2022-07-14 | -2.46 | 0 |
| 2022-12-09 | 2023-01-04 | -1.61 | 25 |
| 2022-04-02 | 2022-04-25 | -1.13 | 23 |
| 2022-07-14 | 2022-07-15 | -0.70 | 0 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| Metric | 11378427:btcusd:triple_med_gx:lsma90_55 | 11378427:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 11.14% | 35.75% |
| Worst Week | -7.73% | -29.64% |
| Best Month | 9.52% | 43.77% |
| Worst Month | -10.67% | -37.12% |
| Best Year | 25.02% | 155.54% |
| Worst Year | -17.52% | -53.69% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.39% | 5.43% |
| Avg. Down Week | -2.03% | -4.24% |
| Avg. Up Month | 5.81% | 18.48% |
| Avg. Down Month | -3.68% | -14.28% |
| Win Days % | 47.91% | 51.29% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 42.27% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |