| Metric | 11378483:btcusd:triple_med_gx:lsma90_55 | 11378483:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 41.29% | 240.34% |
| Max Drawdown | -28.14% | -67.18% |
| Sharpe | 0.34 | 0.47 |
| Sortino | 0.54 | 0.68 |
| Payoff Ratio | 1.13 | 1.03 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.75 | 1.07 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.52 | 0.99 |
| Outlier Win Ratio | 43.89 | 3.22 |
| Outlier Loss Ratio | 4.41 | 3.19 |
| Volatility (ann.) | 8.45% | 26.24% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.37 | 0.63 |
| Skew | 2.75 | 0.2 |
| Kurtosis | 67.3 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.81% | 2.89% |
| Expected Yearly % | 9.03% | 35.82% |
| Kelly Criterion | 2.02% | 4.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.23% |
| Expected Shortfall (cVaR) | -0.72% | -2.23% |
| Year | 11378483:BTCUSD | 11378483:btcusd:triple_med_gx:lsma90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 40.68 | -0.76 | + |
| 2023 | 155.54 | -18.54 | -0.12 | - |
| 2024 | 121.00 | 21.97 | 0.18 | - |
| 2025 | 30.14 | 1.09 | 0.04 | - |
| Metric | 11378483:btcusd:triple_med_gx:lsma90_55 | 11378483:BTCUSD |
|---|---|---|
| MTD | -1.37% | 13.36% |
| 3M | 7.56% | 45.08% |
| 6M | 3.4% | 28.47% |
| YTD | 1.09% | 30.14% |
| 1Y | 14.62% | 105.13% |
| 3Y (ann.) | 3.52% | 81.7% |
| 5Y (ann.) | 10.46% | 42.27% |
| Metric | 11378483:btcusd:triple_med_gx:lsma90_55 | 11378483:BTCUSD |
|---|---|---|
| Max Drawdown | -28.14% | -67.18% |
| Longest DD Days | 878.0 | 683.0 |
| Avg. Drawdown | -3.24% | -6.0% |
| Avg. Drawdown Days | 55.0 | 29.0 |
| Recovery Factor | 1.47 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-05 | 2025-05-01 | -28.14 | 878 |
| 2022-07-25 | 2022-09-09 | -9.33 | 46 |
| 2022-04-26 | 2022-07-14 | -7.92 | 79 |
| 2022-04-02 | 2022-04-25 | -3.60 | 23 |
| 2025-05-01 | 2025-07-14 | -3.50 | 73 |
| 2022-03-09 | 2022-03-27 | -3.30 | 18 |
| 2022-10-25 | 2022-11-23 | -2.02 | 28 |
| 2022-09-10 | 2022-10-04 | -1.85 | 24 |
| 2022-10-07 | 2022-10-23 | -1.81 | 16 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| Metric | 11378483:btcusd:triple_med_gx:lsma90_55 | 11378483:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 10.79% | 35.75% |
| Worst Week | -8.84% | -29.64% |
| Best Month | 14.28% | 43.77% |
| Worst Month | -8.27% | -37.12% |
| Best Year | 40.68% | 155.54% |
| Worst Year | -18.54% | -53.69% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.69% | -0.78% |
| Avg. Up Week | 3.15% | 5.53% |
| Avg. Down Week | -2.33% | -4.3% |
| Avg. Up Month | 5.2% | 18.79% |
| Avg. Down Month | -3.12% | -12.89% |
| Win Days % | 47.95% | 51.29% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 47.52% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |