| Metric | 11379975:btcusd:triple_med_gx:lsma90_60 | 11379975:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 30.92% | 222.44% |
| Max Drawdown | -19.1% | -67.18% |
| Sharpe | 0.27 | 0.45 |
| Sortino | 0.41 | 0.66 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.06 | 1.08 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 0.94 | 1.0 |
| Outlier Win Ratio | 49.21 | 3.27 |
| Outlier Loss Ratio | 3.9 | 3.17 |
| Volatility (ann.) | 8.6% | 26.13% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.42 | 0.6 |
| Skew | 1.34 | 0.2 |
| Kurtosis | 70.44 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.63% | 2.76% |
| Expected Yearly % | 6.97% | 34.0% |
| Kelly Criterion | 2.3% | 6.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.22% |
| Expected Shortfall (cVaR) | -0.73% | -2.22% |
| Year | 11379975:BTCUSD | 11379975:btcusd:triple_med_gx:lsma90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -0.39 | 0.01 | + |
| 2023 | 155.54 | 21.86 | 0.14 | - |
| 2024 | 121.00 | 11.66 | 0.10 | - |
| 2025 | 30.14 | -3.41 | -0.11 | - |
| Metric | 11379975:btcusd:triple_med_gx:lsma90_60 | 11379975:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -0.71% | 45.08% |
| 6M | -1.39% | 28.47% |
| YTD | -3.41% | 30.14% |
| 1Y | -0.28% | 105.13% |
| 3Y (ann.) | 13.47% | 81.7% |
| 5Y (ann.) | 8.11% | 40.34% |
| Metric | 11379975:btcusd:triple_med_gx:lsma90_60 | 11379975:BTCUSD |
|---|---|---|
| Max Drawdown | -19.1% | -67.18% |
| Longest DD Days | 625.0 | 683.0 |
| Avg. Drawdown | -4.76% | -6.36% |
| Avg. Drawdown Days | 110.0 | 32.0 |
| Recovery Factor | 1.62 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-05 | 2023-10-23 | -19.10 | 625 |
| 2024-03-05 | 2025-07-14 | -17.63 | 496 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-01-31 | 2024-03-03 | -3.81 | 32 |
| 2024-01-09 | 2024-01-29 | -3.13 | 20 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2022-02-05 | 2022-02-05 | -0.32 | 0 |
| 2023-12-04 | 2024-01-08 | -0.28 | 35 |
| 2023-12-02 | 2023-12-02 | -0.21 | 0 |
| 2022-02-01 | 2022-02-01 | -0.18 | 0 |
| Metric | 11379975:btcusd:triple_med_gx:lsma90_60 | 11379975:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.55% | 35.75% |
| Worst Week | -9.8% | -29.64% |
| Best Month | 18.26% | 43.77% |
| Worst Month | -13.01% | -37.12% |
| Best Year | 21.86% | 155.54% |
| Worst Year | -3.41% | -56.13% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.69% | 7.63% |
| Avg. Down Week | -2.97% | -3.93% |
| Avg. Up Month | 5.99% | 16.71% |
| Avg. Down Month | -5.26% | -14.68% |
| Win Days % | 48.36% | 51.29% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 48.57% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |