| Metric | 11378735:btcusd:triple_med_gx:lsma90_55 | 11378735:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 3.24% | 243.19% |
| Max Drawdown | -20.21% | -67.18% |
| Sharpe | 0.07 | 0.47 |
| Sortino | 0.1 | 0.68 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 1.04 | 1.08 |
| CPC Index | 0.54 | 0.62 |
| Tail Ratio | 1.01 | 1.0 |
| Outlier Win Ratio | 43.6 | 3.28 |
| Outlier Loss Ratio | 4.14 | 3.2 |
| Volatility (ann.) | 8.71% | 26.17% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.05 | 0.64 |
| Skew | 0.56 | 0.2 |
| Kurtosis | 54.37 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.07% | 2.91% |
| Expected Yearly % | 0.8% | 36.11% |
| Kelly Criterion | -1.8% | 7.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.22% |
| Expected Shortfall (cVaR) | -0.75% | -2.22% |
| Year | 11378735:BTCUSD | 11378735:btcusd:triple_med_gx:lsma90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 1.21 | -0.02 | + |
| 2023 | 155.54 | 6.07 | 0.04 | - |
| 2024 | 121.00 | -5.51 | -0.05 | - |
| 2025 | 30.14 | 1.78 | 0.06 | - |
| Metric | 11378735:btcusd:triple_med_gx:lsma90_55 | 11378735:BTCUSD |
|---|---|---|
| MTD | -0.66% | 13.36% |
| 3M | -4.33% | 45.08% |
| 6M | -3.44% | 28.47% |
| YTD | 1.78% | 30.14% |
| 1Y | 4.27% | 105.13% |
| 3Y (ann.) | 2.71% | 81.7% |
| 5Y (ann.) | 0.92% | 42.69% |
| Metric | 11378735:btcusd:triple_med_gx:lsma90_55 | 11378735:BTCUSD |
|---|---|---|
| Max Drawdown | -20.21% | -67.18% |
| Longest DD Days | 499.0 | 683.0 |
| Avg. Drawdown | -4.06% | -6.09% |
| Avg. Drawdown Days | 68.0 | 30.0 |
| Recovery Factor | 0.16 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-02 | 2025-07-14 | -20.21 | 499 |
| 2022-04-20 | 2022-11-23 | -10.97 | 216 |
| 2023-02-19 | 2023-08-29 | -8.90 | 191 |
| 2023-08-29 | 2023-11-15 | -7.35 | 78 |
| 2022-02-01 | 2022-03-22 | -5.37 | 48 |
| 2023-12-26 | 2024-01-08 | -3.67 | 13 |
| 2024-01-09 | 2024-01-28 | -3.13 | 19 |
| 2022-11-24 | 2023-02-17 | -2.70 | 85 |
| 2023-11-16 | 2023-12-01 | -2.35 | 15 |
| 2022-03-22 | 2022-04-20 | -2.26 | 28 |
| Metric | 11378735:btcusd:triple_med_gx:lsma90_55 | 11378735:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 8.31% | 35.75% |
| Worst Week | -6.17% | -29.64% |
| Best Month | 9.98% | 43.77% |
| Worst Month | -10.69% | -37.12% |
| Best Year | 6.07% | 155.54% |
| Worst Year | -5.51% | -53.3% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 2.32% | 6.85% |
| Avg. Down Week | -1.92% | -4.04% |
| Avg. Up Month | 3.58% | 13.34% |
| Avg. Down Month | -3.37% | -12.22% |
| Win Days % | 45.76% | 51.3% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 43.82% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |