| Metric | 11392344:btcusd:triple_med_gx:lsma90_105 | 11392344:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 72.41% | 229.61% |
| Max Drawdown | -45.25% | -67.18% |
| Sharpe | 0.31 | 0.46 |
| Sortino | 0.46 | 0.67 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.21 | 1.08 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 14.36 | 4.23 |
| Outlier Loss Ratio | 4.3 | 4.21 |
| Volatility (ann.) | 18.31% | 26.12% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.38 | 0.61 |
| Skew | 0.87 | 0.2 |
| Kurtosis | 21.79 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.27% | 2.81% |
| Expected Yearly % | 14.59% | 34.74% |
| Kelly Criterion | 2.27% | 4.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -2.22% |
| Expected Shortfall (cVaR) | -1.56% | -2.22% |
| Year | 11392344:BTCUSD | 11392344:btcusd:triple_med_gx:lsma90_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -13.88 | 0.26 | + |
| 2023 | 155.54 | 107.63 | 0.69 | - |
| 2024 | 121.00 | -8.27 | -0.07 | - |
| 2025 | 27.10 | 5.10 | 0.19 | - |
| Metric | 11392344:btcusd:triple_med_gx:lsma90_105 | 11392344:BTCUSD |
|---|---|---|
| MTD | 0.14% | 10.71% |
| 3M | -4.74% | 41.88% |
| 6M | -3.39% | 22.91% |
| YTD | 5.1% | 27.1% |
| 1Y | 11.5% | 82.29% |
| 3Y (ann.) | 33.4% | 77.48% |
| 5Y (ann.) | 16.99% | 41.0% |
| Metric | 11392344:btcusd:triple_med_gx:lsma90_105 | 11392344:BTCUSD |
|---|---|---|
| Max Drawdown | -45.25% | -67.18% |
| Longest DD Days | 368.0 | 683.0 |
| Avg. Drawdown | -5.61% | -5.93% |
| Avg. Drawdown Days | 30.0 | 29.0 |
| Recovery Factor | 1.6 | 3.42 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-04-11 | -45.25 | 368 |
| 2024-04-01 | 2025-03-02 | -41.37 | 335 |
| 2025-03-03 | 2025-07-17 | -18.91 | 136 |
| 2022-02-17 | 2022-02-28 | -16.87 | 11 |
| 2023-07-14 | 2023-10-21 | -10.85 | 99 |
| 2024-03-18 | 2024-03-25 | -10.54 | 7 |
| 2023-12-22 | 2024-01-29 | -9.68 | 38 |
| 2022-03-02 | 2022-03-22 | -5.80 | 20 |
| 2023-04-26 | 2023-06-06 | -5.79 | 40 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| Metric | 11392344:btcusd:triple_med_gx:lsma90_105 | 11392344:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 16.45% | 43.77% |
| Worst Month | -24.77% | -37.12% |
| Best Year | 107.63% | 155.54% |
| Worst Year | -13.88% | -54.08% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.87% | -0.91% |
| Avg. Up Week | 4.22% | 6.09% |
| Avg. Down Week | -3.02% | -4.36% |
| Avg. Up Month | 7.96% | 14.59% |
| Avg. Down Month | -8.36% | -12.81% |
| Win Days % | 49.28% | 51.29% |
| Win Month % | 60.47% | 62.79% |
| Win Week % | 49.64% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |