| Metric | 11392288:btcusd:triple_med_gx:lsma90_105 | 11392288:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 33.31% | 202.8% |
| Max Drawdown | -50.11% | -67.18% |
| Sharpe | 0.21 | 0.44 |
| Sortino | 0.3 | 0.64 |
| Payoff Ratio | 1.06 | 1.05 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.15 | 1.07 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 14.28 | 4.23 |
| Outlier Loss Ratio | 4.25 | 4.24 |
| Volatility (ann.) | 18.67% | 26.34% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.18 | 0.58 |
| Skew | 0.59 | 0.2 |
| Kurtosis | 20.86 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.69% | 2.67% |
| Expected Yearly % | 7.45% | 31.91% |
| Kelly Criterion | 1.0% | 4.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -2.24% |
| Expected Shortfall (cVaR) | -1.6% | -2.24% |
| Year | 11392288:BTCUSD | 11392288:btcusd:triple_med_gx:lsma90_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -36.51 | 0.68 | + |
| 2023 | 155.54 | 75.24 | 0.48 | - |
| 2024 | 121.00 | 7.18 | 0.06 | - |
| 2025 | 16.76 | 11.80 | 0.70 | - |
| Metric | 11392288:btcusd:triple_med_gx:lsma90_105 | 11392288:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 4.28% | 31.46% |
| 6M | 10.96% | 12.77% |
| YTD | 11.8% | 16.76% |
| 1Y | 10.78% | 56.84% |
| 3Y (ann.) | 13.86% | 55.31% |
| 5Y (ann.) | 8.9% | 38.89% |
| Metric | 11392288:btcusd:triple_med_gx:lsma90_105 | 11392288:BTCUSD |
|---|---|---|
| Max Drawdown | -50.11% | -67.18% |
| Longest DD Days | 680.0 | 683.0 |
| Avg. Drawdown | -10.45% | -6.06% |
| Avg. Drawdown Days | 85.0 | 30.0 |
| Recovery Factor | 0.66 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-22 | 2024-01-31 | -50.11 | 680 |
| 2024-04-01 | 2025-03-02 | -39.08 | 335 |
| 2025-03-03 | 2025-06-11 | -16.84 | 100 |
| 2022-02-01 | 2022-02-28 | -16.55 | 27 |
| 2024-02-29 | 2024-03-25 | -11.92 | 25 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2022-03-02 | 2022-03-18 | -2.46 | 16 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| Metric | 11392288:btcusd:triple_med_gx:lsma90_105 | 11392288:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -27.34% | -29.64% |
| Best Month | 13.37% | 43.77% |
| Worst Month | -27.26% | -37.12% |
| Best Year | 75.24% | 155.54% |
| Worst Year | -36.51% | -54.08% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.9% | -0.92% |
| Avg. Up Week | 4.41% | 6.36% |
| Avg. Down Week | -3.36% | -4.43% |
| Avg. Up Month | 6.96% | 14.02% |
| Avg. Down Month | -7.33% | -12.07% |
| Win Days % | 49.05% | 51.27% |
| Win Month % | 57.14% | 61.9% |
| Win Week % | 50.0% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |