| Metric | 11381142:btcusd:triple_med_gx:lsma90_65 | 11381142:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 18.96% | 195.42% |
| Max Drawdown | -20.7% | -67.18% |
| Sharpe | 0.2 | 0.44 |
| Sortino | 0.31 | 0.63 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 0.95 | 1.06 |
| CPC Index | 0.58 | 0.59 |
| Tail Ratio | 0.87 | 0.99 |
| Outlier Win Ratio | 52.78 | 3.16 |
| Outlier Loss Ratio | 4.03 | 3.1 |
| Volatility (ann.) | 7.92% | 26.36% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.25 | 0.56 |
| Skew | 1.8 | 0.2 |
| Kurtosis | 71.25 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.61% |
| Expected Yearly % | 4.44% | 31.1% |
| Kelly Criterion | 0.12% | 5.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.24% |
| Expected Shortfall (cVaR) | -0.68% | -2.24% |
| Year | 11381142:BTCUSD | 11381142:btcusd:triple_med_gx:lsma90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 18.05 | -0.33 | + |
| 2023 | 155.54 | 11.31 | 0.07 | - |
| 2024 | 121.00 | -13.50 | -0.11 | - |
| 2025 | 17.02 | 4.65 | 0.27 | - |
| Metric | 11381142:btcusd:triple_med_gx:lsma90_65 | 11381142:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.1% | 31.76% |
| 6M | 5.88% | 12.25% |
| YTD | 4.65% | 17.02% |
| 1Y | 3.06% | 57.19% |
| 3Y (ann.) | 3.06% | 55.42% |
| 5Y (ann.) | 5.28% | 37.84% |
| Metric | 11381142:btcusd:triple_med_gx:lsma90_65 | 11381142:BTCUSD |
|---|---|---|
| Max Drawdown | -20.7% | -67.18% |
| Longest DD Days | 531.0 | 683.0 |
| Avg. Drawdown | -3.62% | -6.6% |
| Avg. Drawdown Days | 51.0 | 32.0 |
| Recovery Factor | 0.92 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-28 | 2025-06-11 | -20.70 | 531 |
| 2022-06-26 | 2022-07-28 | -13.22 | 32 |
| 2022-08-11 | 2022-11-23 | -9.20 | 103 |
| 2022-02-16 | 2022-06-06 | -8.97 | 109 |
| 2023-08-04 | 2023-12-01 | -8.74 | 119 |
| 2023-04-11 | 2023-06-20 | -5.60 | 70 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2022-11-24 | 2023-01-02 | -1.77 | 39 |
| 2022-07-28 | 2022-08-10 | -1.19 | 12 |
| 2022-11-23 | 2022-11-23 | -1.19 | 0 |
| Metric | 11381142:btcusd:triple_med_gx:lsma90_65 | 11381142:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 8.6% | 35.75% |
| Worst Week | -7.27% | -29.64% |
| Best Month | 8.73% | 43.77% |
| Worst Month | -11.61% | -37.12% |
| Best Year | 18.05% | 155.54% |
| Worst Year | -13.5% | -55.3% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.73% | -0.78% |
| Avg. Up Week | 2.85% | 7.86% |
| Avg. Down Week | -2.64% | -4.08% |
| Avg. Up Month | 3.43% | 16.55% |
| Avg. Down Month | -3.96% | -12.92% |
| Win Days % | 47.14% | 51.27% |
| Win Month % | 55.26% | 61.9% |
| Win Week % | 50.0% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |