| Metric | 11393894:btcusd:triple_med_gx:lsma90_110 | 11393894:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 94.86% | 198.98% |
| Max Drawdown | -42.82% | -67.18% |
| Sharpe | 0.36 | 0.44 |
| Sortino | 0.55 | 0.64 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 14.96 | 4.23 |
| Outlier Loss Ratio | 4.21 | 4.14 |
| Volatility (ann.) | 18.15% | 26.34% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.51 | 0.57 |
| Skew | 0.98 | 0.2 |
| Kurtosis | 22.69 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.6% | 2.64% |
| Expected Yearly % | 18.15% | 31.5% |
| Kelly Criterion | 3.21% | 4.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -2.24% |
| Expected Shortfall (cVaR) | -1.54% | -2.24% |
| Year | 11393894:BTCUSD | 11393894:btcusd:triple_med_gx:lsma90_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -12.70 | 0.23 | + |
| 2023 | 155.54 | 90.18 | 0.58 | - |
| 2024 | 121.00 | 4.07 | 0.03 | - |
| 2025 | 16.76 | 12.77 | 0.76 | - |
| Metric | 11393894:btcusd:triple_med_gx:lsma90_110 | 11393894:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 3.57% | 31.46% |
| 6M | 14.52% | 12.77% |
| YTD | 12.77% | 16.76% |
| 1Y | 17.56% | 56.84% |
| 3Y (ann.) | 27.64% | 55.31% |
| 5Y (ann.) | 21.89% | 38.4% |
| Metric | 11393894:btcusd:triple_med_gx:lsma90_110 | 11393894:BTCUSD |
|---|---|---|
| Max Drawdown | -42.82% | -67.18% |
| Longest DD Days | 419.0 | 683.0 |
| Avg. Drawdown | -5.55% | -6.29% |
| Avg. Drawdown Days | 31.0 | 31.0 |
| Recovery Factor | 2.22 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-25 | -42.82 | 419 |
| 2024-04-01 | 2024-12-24 | -33.81 | 267 |
| 2025-03-03 | 2025-06-11 | -17.95 | 100 |
| 2022-02-19 | 2022-02-28 | -14.04 | 9 |
| 2023-12-22 | 2024-03-18 | -11.30 | 87 |
| 2023-07-14 | 2023-10-23 | -10.59 | 101 |
| 2024-03-19 | 2024-03-20 | -9.00 | 1 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2023-05-18 | 2023-06-17 | -5.81 | 29 |
| Metric | 11393894:btcusd:triple_med_gx:lsma90_110 | 11393894:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 14.32% | 43.77% |
| Worst Month | -20.33% | -37.12% |
| Best Year | 90.18% | 155.54% |
| Worst Year | -12.7% | -54.66% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 4.24% | 6.3% |
| Avg. Down Week | -3.13% | -4.59% |
| Avg. Up Month | 7.19% | 12.49% |
| Avg. Down Month | -6.9% | -12.0% |
| Win Days % | 49.85% | 51.26% |
| Win Month % | 65.0% | 61.9% |
| Win Week % | 52.46% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |