| Metric | 11393837:btcusd:triple_med_gx:lsma90_110 | 11393837:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 106.79% | 198.98% |
| Max Drawdown | -39.41% | -67.18% |
| Sharpe | 0.39 | 0.44 |
| Sortino | 0.59 | 0.64 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 14.68 | 4.18 |
| Outlier Loss Ratio | 4.29 | 4.15 |
| Volatility (ann.) | 18.06% | 26.34% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.61 | 0.57 |
| Skew | 0.89 | 0.2 |
| Kurtosis | 22.41 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.74% | 2.64% |
| Expected Yearly % | 19.92% | 31.5% |
| Kelly Criterion | 3.45% | 5.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -2.24% |
| Expected Shortfall (cVaR) | -1.54% | -2.24% |
| Year | 11393837:BTCUSD | 11393837:btcusd:triple_med_gx:lsma90_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -17.50 | 0.32 | + |
| 2023 | 155.54 | 76.84 | 0.49 | - |
| 2024 | 121.00 | 20.60 | 0.17 | - |
| 2025 | 16.76 | 17.53 | 1.05 | + |
| Metric | 11393837:btcusd:triple_med_gx:lsma90_110 | 11393837:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 1.47% | 31.46% |
| 6M | 17.94% | 12.77% |
| YTD | 17.53% | 16.76% |
| 1Y | 25.55% | 56.84% |
| 3Y (ann.) | 32.34% | 55.31% |
| 5Y (ann.) | 24.06% | 38.4% |
| Metric | 11393837:btcusd:triple_med_gx:lsma90_110 | 11393837:BTCUSD |
|---|---|---|
| Max Drawdown | -39.41% | -67.18% |
| Longest DD Days | 384.0 | 683.0 |
| Avg. Drawdown | -4.81% | -6.29% |
| Avg. Drawdown Days | 25.0 | 31.0 |
| Recovery Factor | 2.71 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-04-26 | -39.41 | 384 |
| 2024-04-01 | 2024-12-05 | -33.88 | 248 |
| 2025-03-03 | 2025-06-11 | -17.62 | 100 |
| 2022-02-01 | 2022-02-28 | -16.55 | 27 |
| 2024-02-29 | 2024-03-25 | -12.32 | 25 |
| 2023-04-26 | 2023-06-20 | -9.09 | 54 |
| 2023-07-14 | 2023-10-20 | -8.19 | 98 |
| 2024-12-05 | 2024-12-25 | -7.93 | 20 |
| 2024-01-09 | 2024-01-26 | -7.14 | 17 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| Metric | 11393837:btcusd:triple_med_gx:lsma90_110 | 11393837:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -17.71% | -29.64% |
| Best Month | 16.82% | 43.77% |
| Worst Month | -16.11% | -37.12% |
| Best Year | 76.84% | 155.54% |
| Worst Year | -17.5% | -54.66% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.87% | -0.89% |
| Avg. Up Week | 4.41% | 6.4% |
| Avg. Down Week | -3.3% | -4.71% |
| Avg. Up Month | 6.99% | 13.75% |
| Avg. Down Month | -7.15% | -13.09% |
| Win Days % | 49.52% | 51.26% |
| Win Month % | 66.67% | 61.9% |
| Win Week % | 55.12% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |