| Metric | 11380950:btcusd:triple_med_gx:lsma90_65 | 11380950:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 66.76% | 240.34% |
| Max Drawdown | -17.67% | -67.18% |
| Sharpe | 0.47 | 0.47 |
| Sortino | 0.73 | 0.68 |
| Payoff Ratio | 1.27 | 1.19 |
| Profit Factor | 1.24 | 1.08 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.73 | 0.66 |
| Tail Ratio | 1.05 | 0.99 |
| Outlier Win Ratio | 46.56 | 3.28 |
| Outlier Loss Ratio | 4.21 | 3.16 |
| Volatility (ann.) | 8.7% | 26.24% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.9 | 0.63 |
| Skew | 1.66 | 0.2 |
| Kurtosis | 70.27 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.2% | 2.89% |
| Expected Yearly % | 13.64% | 35.82% |
| Kelly Criterion | 4.68% | 10.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.23% |
| Expected Shortfall (cVaR) | -0.74% | -2.23% |
| Year | 11380950:BTCUSD | 11380950:btcusd:triple_med_gx:lsma90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 29.48 | -0.55 | + |
| 2023 | 155.54 | 2.14 | 0.01 | - |
| 2024 | 121.00 | 39.06 | 0.32 | - |
| 2025 | 30.14 | -9.32 | -0.31 | - |
| Metric | 11380950:btcusd:triple_med_gx:lsma90_65 | 11380950:BTCUSD |
|---|---|---|
| MTD | -0.56% | 13.36% |
| 3M | -3.82% | 45.08% |
| 6M | -8.95% | 28.47% |
| YTD | -9.32% | 30.14% |
| 1Y | 6.51% | 105.13% |
| 3Y (ann.) | 13.86% | 81.7% |
| 5Y (ann.) | 15.86% | 42.27% |
| Metric | 11380950:btcusd:triple_med_gx:lsma90_65 | 11380950:BTCUSD |
|---|---|---|
| Max Drawdown | -17.67% | -67.18% |
| Longest DD Days | 570.0 | 683.0 |
| Avg. Drawdown | -2.84% | -6.0% |
| Avg. Drawdown Days | 34.0 | 29.0 |
| Recovery Factor | 3.78 | 3.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-07-14 | -17.67 | 212 |
| 2022-08-19 | 2024-03-11 | -17.48 | 570 |
| 2022-03-09 | 2022-06-06 | -11.85 | 88 |
| 2024-05-27 | 2024-07-15 | -5.21 | 48 |
| 2024-04-04 | 2024-05-27 | -5.06 | 52 |
| 2022-07-20 | 2022-07-27 | -4.75 | 7 |
| 2022-07-05 | 2022-07-17 | -3.83 | 11 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-02-16 | 2022-03-09 | -2.47 | 21 |
| 2022-06-11 | 2022-07-04 | -2.30 | 23 |
| Metric | 11380950:btcusd:triple_med_gx:lsma90_65 | 11380950:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.11% | 35.75% |
| Worst Week | -8.83% | -29.64% |
| Best Month | 32.89% | 43.77% |
| Worst Month | -7.82% | -37.12% |
| Best Year | 39.06% | 155.54% |
| Worst Year | -9.32% | -53.69% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.73% | -0.8% |
| Avg. Up Week | 3.27% | 6.6% |
| Avg. Down Week | -2.08% | -5.84% |
| Avg. Up Month | 5.98% | 16.69% |
| Avg. Down Month | -3.6% | -9.78% |
| Win Days % | 46.72% | 51.29% |
| Win Month % | 48.84% | 62.79% |
| Win Week % | 52.13% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |