| Metric | 11380729:btcusd:triple_med_gx:lsma90_65 | 11380729:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 17.2% | 240.34% |
| Max Drawdown | -17.33% | -67.18% |
| Sharpe | 0.21 | 0.47 |
| Sortino | 0.33 | 0.68 |
| Payoff Ratio | 1.14 | 1.07 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.58 | 0.59 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 68.01 | 2.98 |
| Outlier Loss Ratio | 4.48 | 3.0 |
| Volatility (ann.) | 6.39% | 26.24% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.27 | 0.63 |
| Skew | 3.25 | 0.2 |
| Kurtosis | 86.67 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.89% |
| Expected Yearly % | 4.05% | 35.82% |
| Kelly Criterion | -1.21% | 5.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.23% |
| Expected Shortfall (cVaR) | -0.55% | -2.23% |
| Year | 11380729:BTCUSD | 11380729:btcusd:triple_med_gx:lsma90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 19.05 | -0.35 | + |
| 2023 | 155.54 | -13.83 | -0.09 | - |
| 2024 | 121.00 | 20.62 | 0.17 | - |
| 2025 | 30.14 | -5.29 | -0.18 | - |
| Metric | 11380729:btcusd:triple_med_gx:lsma90_65 | 11380729:BTCUSD |
|---|---|---|
| MTD | -1.57% | 13.36% |
| 3M | 5.01% | 45.08% |
| 6M | -3.53% | 28.47% |
| YTD | -5.29% | 30.14% |
| 1Y | 5.04% | 105.13% |
| 3Y (ann.) | 1.05% | 81.7% |
| 5Y (ann.) | 4.67% | 42.27% |
| Metric | 11380729:btcusd:triple_med_gx:lsma90_65 | 11380729:BTCUSD |
|---|---|---|
| Max Drawdown | -17.33% | -67.18% |
| Longest DD Days | 694.0 | 683.0 |
| Avg. Drawdown | -4.79% | -6.0% |
| Avg. Drawdown Days | 98.0 | 29.0 |
| Recovery Factor | 0.99 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2024-12-15 | -17.33 | 694 |
| 2025-01-10 | 2025-06-16 | -10.03 | 157 |
| 2022-04-28 | 2022-05-30 | -6.57 | 31 |
| 2022-08-11 | 2023-01-21 | -5.57 | 163 |
| 2025-06-16 | 2025-07-14 | -5.50 | 27 |
| 2022-07-01 | 2022-07-14 | -4.85 | 13 |
| 2022-02-13 | 2022-04-27 | -2.65 | 73 |
| 2022-07-15 | 2022-07-19 | -2.29 | 4 |
| 2022-07-25 | 2022-08-11 | -1.57 | 16 |
| 2022-07-14 | 2022-07-15 | -0.70 | 0 |
| Metric | 11380729:btcusd:triple_med_gx:lsma90_65 | 11380729:BTCUSD |
|---|---|---|
| Best Day | 6.59% | 9.33% |
| Worst Day | -3.49% | -9.32% |
| Best Week | 10.65% | 35.75% |
| Worst Week | -6.4% | -29.64% |
| Best Month | 10.34% | 43.77% |
| Worst Month | -4.95% | -37.12% |
| Best Year | 20.62% | 155.54% |
| Worst Year | -13.83% | -53.69% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.66% | -0.72% |
| Avg. Up Week | 2.75% | 6.17% |
| Avg. Down Week | -1.91% | -4.63% |
| Avg. Up Month | 3.77% | 20.44% |
| Avg. Down Month | -1.83% | -10.52% |
| Win Days % | 46.17% | 51.29% |
| Win Month % | 46.34% | 62.79% |
| Win Week % | 44.19% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |