| Metric | 11380782:btcusd:triple_med_gx:lsma90_65 | 11380782:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 42.54% | 240.34% |
| Max Drawdown | -17.54% | -67.18% |
| Sharpe | 0.43 | 0.47 |
| Sortino | 0.71 | 0.68 |
| Payoff Ratio | 1.21 | 1.07 |
| Profit Factor | 1.23 | 1.08 |
| Common Sense Ratio | 0.36 | 1.07 |
| CPC Index | 0.72 | 0.59 |
| Tail Ratio | 0.29 | 0.99 |
| Outlier Win Ratio | 63.05 | 3.0 |
| Outlier Loss Ratio | 4.62 | 3.01 |
| Volatility (ann.) | 6.42% | 26.24% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.61 | 0.63 |
| Skew | 3.9 | 0.2 |
| Kurtosis | 91.75 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.83% | 2.89% |
| Expected Yearly % | 9.27% | 35.82% |
| Kelly Criterion | 5.0% | 5.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -2.23% |
| Expected Shortfall (cVaR) | -0.54% | -2.23% |
| Year | 11380782:BTCUSD | 11380782:btcusd:triple_med_gx:lsma90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 20.49 | -0.38 | + |
| 2023 | 155.54 | -13.73 | -0.09 | - |
| 2024 | 121.00 | 41.23 | 0.34 | - |
| 2025 | 30.14 | -2.91 | -0.10 | - |
| Metric | 11380782:btcusd:triple_med_gx:lsma90_65 | 11380782:BTCUSD |
|---|---|---|
| MTD | -0.33% | 13.36% |
| 3M | 9.24% | 45.08% |
| 6M | -2.31% | 28.47% |
| YTD | -2.91% | 30.14% |
| 1Y | 21.54% | 105.13% |
| 3Y (ann.) | 7.04% | 81.7% |
| 5Y (ann.) | 10.74% | 42.27% |
| Metric | 11380782:btcusd:triple_med_gx:lsma90_65 | 11380782:BTCUSD |
|---|---|---|
| Max Drawdown | -17.54% | -67.18% |
| Longest DD Days | 854.0 | 683.0 |
| Avg. Drawdown | -2.89% | -6.0% |
| Avg. Drawdown Days | 64.0 | 29.0 |
| Recovery Factor | 2.43 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2024-11-19 | -17.54 | 854 |
| 2025-01-11 | 2025-07-14 | -11.36 | 183 |
| 2022-04-28 | 2022-05-30 | -6.31 | 31 |
| 2022-05-30 | 2022-07-04 | -3.79 | 34 |
| 2022-03-09 | 2022-04-28 | -2.81 | 49 |
| 2024-12-12 | 2024-12-15 | -2.16 | 3 |
| 2022-03-07 | 2022-03-08 | -1.73 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2022-07-16 | 2022-07-16 | -1.15 | 0 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| Metric | 11380782:btcusd:triple_med_gx:lsma90_65 | 11380782:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -3.74% | -9.32% |
| Best Week | 10.36% | 35.75% |
| Worst Week | -7.41% | -29.64% |
| Best Month | 11.26% | 43.77% |
| Worst Month | -5.26% | -37.12% |
| Best Year | 41.23% | 155.54% |
| Worst Year | -13.73% | -53.69% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.63% | -0.73% |
| Avg. Up Week | 3.29% | 5.57% |
| Avg. Down Week | -1.75% | -4.8% |
| Avg. Up Month | 4.17% | 16.48% |
| Avg. Down Month | -1.86% | -12.83% |
| Win Days % | 48.02% | 51.29% |
| Win Month % | 43.9% | 62.79% |
| Win Week % | 43.53% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |