| Metric | 11383488:btcusd:triple_med_gx:lsma90_75 | 11383488:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 19.51% | 206.05% |
| Max Drawdown | -17.0% | -67.18% |
| Sharpe | 0.22 | 0.44 |
| Sortino | 0.36 | 0.65 |
| Payoff Ratio | 1.28 | 1.23 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.61 | 0.68 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 69.74 | 3.01 |
| Outlier Loss Ratio | 4.28 | 2.93 |
| Volatility (ann.) | 6.95% | 26.45% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.32 | 0.58 |
| Skew | 3.35 | 0.2 |
| Kurtosis | 95.9 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.43% | 2.7% |
| Expected Yearly % | 4.56% | 32.27% |
| Kelly Criterion | -2.72% | 11.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.25% |
| Expected Shortfall (cVaR) | -0.59% | -2.25% |
| Year | 11383488:BTCUSD | 11383488:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.69 | 12.90 | -0.24 | + |
| 2023 | 155.54 | -8.35 | -0.05 | - |
| 2024 | 121.00 | 23.12 | 0.19 | - |
| 2025 | 17.02 | -6.18 | -0.36 | - |
| Metric | 11383488:btcusd:triple_med_gx:lsma90_75 | 11383488:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -10.6% | 31.76% |
| 6M | -9.13% | 12.25% |
| YTD | -6.18% | 17.02% |
| 1Y | -1.66% | 57.19% |
| 3Y (ann.) | 2.97% | 55.42% |
| 5Y (ann.) | 5.41% | 39.18% |
| Metric | 11383488:btcusd:triple_med_gx:lsma90_75 | 11383488:BTCUSD |
|---|---|---|
| Max Drawdown | -17.0% | -67.18% |
| Longest DD Days | 433.0 | 683.0 |
| Avg. Drawdown | -4.7% | -6.21% |
| Avg. Drawdown Days | 74.0 | 29.0 |
| Recovery Factor | 1.15 | 3.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-14 | 2024-05-20 | -17.00 | 433 |
| 2025-01-28 | 2025-06-11 | -14.47 | 134 |
| 2022-07-20 | 2022-09-09 | -7.35 | 50 |
| 2022-01-23 | 2022-05-29 | -7.27 | 126 |
| 2024-05-21 | 2024-08-23 | -6.63 | 94 |
| 2022-10-10 | 2023-03-14 | -5.98 | 155 |
| 2024-12-19 | 2025-01-15 | -5.45 | 27 |
| 2022-06-11 | 2022-07-19 | -4.79 | 38 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2025-01-16 | 2025-01-27 | -1.72 | 11 |
| Metric | 11383488:btcusd:triple_med_gx:lsma90_75 | 11383488:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -4.39% | -9.32% |
| Best Week | 10.25% | 35.75% |
| Worst Week | -3.95% | -29.64% |
| Best Month | 14.06% | 43.77% |
| Worst Month | -5.19% | -37.12% |
| Best Year | 23.12% | 155.54% |
| Worst Year | -8.35% | -53.69% |
| Avg. Up Day | 0.92% | 0.95% |
| Avg. Down Day | -0.72% | -0.77% |
| Avg. Up Week | 3.13% | 7.25% |
| Avg. Down Week | -1.23% | -6.41% |
| Avg. Up Month | 4.34% | 20.12% |
| Avg. Down Month | -2.02% | -11.23% |
| Win Days % | 42.39% | 51.27% |
| Win Month % | 34.15% | 61.9% |
| Win Week % | 36.05% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |