| Metric | 11381175:btcusd:triple_med_gx:lsma90_65 | 11381175:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 55.22% | 199.65% |
| Max Drawdown | -18.16% | -67.18% |
| Sharpe | 0.46 | 0.44 |
| Sortino | 0.74 | 0.64 |
| Payoff Ratio | 1.2 | 1.09 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 0.85 | 1.07 |
| CPC Index | 0.74 | 0.6 |
| Tail Ratio | 0.68 | 0.99 |
| Outlier Win Ratio | 54.49 | 3.17 |
| Outlier Loss Ratio | 3.93 | 3.02 |
| Volatility (ann.) | 7.69% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.77 | 0.57 |
| Skew | 2.71 | 0.2 |
| Kurtosis | 72.03 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.05% | 2.65% |
| Expected Yearly % | 11.62% | 31.57% |
| Kelly Criterion | 6.87% | 6.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.24% |
| Expected Shortfall (cVaR) | -0.65% | -2.24% |
| Year | 11381175:BTCUSD | 11381175:btcusd:triple_med_gx:lsma90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 22.91 | -0.42 | + |
| 2023 | 155.54 | 20.70 | 0.13 | - |
| 2024 | 121.00 | -2.06 | -0.02 | - |
| 2025 | 17.02 | 6.84 | 0.40 | - |
| Metric | 11381175:btcusd:triple_med_gx:lsma90_65 | 11381175:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.49% | 31.76% |
| 6M | 7.92% | 12.25% |
| YTD | 6.84% | 17.02% |
| 1Y | 5.62% | 57.19% |
| 3Y (ann.) | 15.23% | 55.42% |
| 5Y (ann.) | 13.94% | 38.5% |
| Metric | 11381175:btcusd:triple_med_gx:lsma90_65 | 11381175:BTCUSD |
|---|---|---|
| Max Drawdown | -18.16% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -3.51% | -6.29% |
| Avg. Drawdown Days | 52.0 | 31.0 |
| Recovery Factor | 3.04 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-05 | 2022-07-28 | -18.16 | 173 |
| 2024-04-01 | 2025-06-11 | -15.72 | 436 |
| 2023-08-04 | 2023-12-02 | -7.84 | 120 |
| 2022-07-30 | 2022-10-04 | -6.06 | 66 |
| 2024-01-31 | 2024-03-04 | -4.33 | 32 |
| 2023-01-04 | 2023-06-06 | -4.10 | 153 |
| 2024-01-11 | 2024-01-30 | -2.74 | 18 |
| 2023-12-30 | 2024-01-10 | -2.15 | 11 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2022-10-26 | 2023-01-04 | -2.10 | 69 |
| Metric | 11381175:btcusd:triple_med_gx:lsma90_65 | 11381175:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -4.13% | -9.32% |
| Best Week | 13.5% | 35.75% |
| Worst Week | -8.62% | -29.64% |
| Best Month | 19.78% | 43.77% |
| Worst Month | -11.03% | -37.12% |
| Best Year | 22.91% | 155.54% |
| Worst Year | -2.06% | -54.66% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.72% | -0.8% |
| Avg. Up Week | 3.96% | 6.35% |
| Avg. Down Week | -3.21% | -3.86% |
| Avg. Up Month | 5.7% | 15.65% |
| Avg. Down Month | -4.43% | -17.09% |
| Win Days % | 49.29% | 51.27% |
| Win Month % | 55.56% | 61.9% |
| Win Week % | 55.56% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |