| Metric | 11379495:btcusd:triple_med_gx:lsma90_60 | 11379495:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 25.19% | 240.34% |
| Max Drawdown | -16.73% | -67.18% |
| Sharpe | 0.25 | 0.47 |
| Sortino | 0.36 | 0.68 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 0.77 | 1.07 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 0.68 | 0.99 |
| Outlier Win Ratio | 54.57 | 3.1 |
| Outlier Loss Ratio | 4.14 | 3.06 |
| Volatility (ann.) | 7.63% | 26.24% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.4 | 0.63 |
| Skew | -0.42 | 0.2 |
| Kurtosis | 75.95 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.89% |
| Expected Yearly % | 5.78% | 35.82% |
| Kelly Criterion | 0.34% | 3.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.23% |
| Expected Shortfall (cVaR) | -0.65% | -2.23% |
| Year | 11379495:BTCUSD | 11379495:btcusd:triple_med_gx:lsma90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | -1.77 | 0.03 | + |
| 2023 | 155.54 | 8.06 | 0.05 | - |
| 2024 | 121.00 | 3.35 | 0.03 | - |
| 2025 | 30.14 | 14.12 | 0.47 | - |
| Metric | 11379495:btcusd:triple_med_gx:lsma90_60 | 11379495:BTCUSD |
|---|---|---|
| MTD | 0.34% | 13.36% |
| 3M | 10.73% | 45.08% |
| 6M | 11.95% | 28.47% |
| YTD | 14.12% | 30.14% |
| 1Y | 22.96% | 105.13% |
| 3Y (ann.) | 8.21% | 81.7% |
| 5Y (ann.) | 6.68% | 42.27% |
| Metric | 11379495:btcusd:triple_med_gx:lsma90_60 | 11379495:BTCUSD |
|---|---|---|
| Max Drawdown | -16.73% | -67.18% |
| Longest DD Days | 393.0 | 683.0 |
| Avg. Drawdown | -3.76% | -6.0% |
| Avg. Drawdown Days | 64.0 | 29.0 |
| Recovery Factor | 1.51 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-10 | 2025-01-23 | -16.73 | 319 |
| 2022-06-06 | 2023-01-20 | -14.20 | 228 |
| 2023-01-21 | 2024-02-18 | -10.98 | 393 |
| 2025-02-22 | 2025-04-22 | -7.74 | 59 |
| 2022-04-26 | 2022-05-30 | -6.09 | 33 |
| 2024-02-19 | 2024-03-08 | -2.81 | 17 |
| 2022-03-06 | 2022-04-25 | -2.59 | 50 |
| 2025-01-24 | 2025-02-20 | -2.06 | 26 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2025-04-23 | 2025-06-16 | -1.66 | 54 |
| Metric | 11379495:btcusd:triple_med_gx:lsma90_60 | 11379495:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.3% | 35.75% |
| Worst Week | -6.85% | -29.64% |
| Best Month | 10.87% | 43.77% |
| Worst Month | -10.47% | -37.12% |
| Best Year | 14.12% | 155.54% |
| Worst Year | -1.77% | -53.69% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.72% | -0.77% |
| Avg. Up Week | 2.63% | 5.0% |
| Avg. Down Week | -2.01% | -4.4% |
| Avg. Up Month | 3.91% | 16.07% |
| Avg. Down Month | -3.6% | -13.44% |
| Win Days % | 48.37% | 51.29% |
| Win Month % | 56.1% | 62.79% |
| Win Week % | 51.11% | 51.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |