| Metric | 11396489:btcusd:triple_med_gx:lsma90_120 | 11396489:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 29.9% | 187.39% |
| Max Drawdown | -13.33% | -67.18% |
| Sharpe | 0.34 | 0.43 |
| Sortino | 0.53 | 0.62 |
| Payoff Ratio | 1.2 | 1.16 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.67 | 0.64 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 73.0 | 3.1 |
| Outlier Loss Ratio | 4.27 | 2.93 |
| Volatility (ann.) | 6.27% | 26.35% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.61 | 0.55 |
| Skew | 1.11 | 0.2 |
| Kurtosis | 72.86 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.62% | 2.55% |
| Expected Yearly % | 6.76% | 30.2% |
| Kelly Criterion | 2.95% | 9.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.24% |
| Expected Shortfall (cVaR) | -0.53% | -2.24% |
| Year | 11396489:BTCUSD | 11396489:btcusd:triple_med_gx:lsma90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 13.11 | -0.23 | + |
| 2023 | 155.54 | -1.48 | -0.01 | - |
| 2024 | 121.00 | 19.04 | 0.16 | - |
| 2025 | 16.76 | -2.07 | -0.12 | - |
| Metric | 11396489:btcusd:triple_med_gx:lsma90_120 | 11396489:BTCUSD |
|---|---|---|
| MTD | -0.04% | 4.16% |
| 3M | -2.96% | 31.46% |
| 6M | 6.18% | 12.77% |
| YTD | -2.07% | 16.76% |
| 1Y | 16.0% | 56.84% |
| 3Y (ann.) | 5.45% | 55.31% |
| 5Y (ann.) | 8.09% | 36.89% |
| Metric | 11396489:btcusd:triple_med_gx:lsma90_120 | 11396489:BTCUSD |
|---|---|---|
| Max Drawdown | -13.33% | -67.18% |
| Longest DD Days | 512.0 | 683.0 |
| Avg. Drawdown | -1.98% | -6.61% |
| Avg. Drawdown Days | 29.0 | 33.0 |
| Recovery Factor | 2.24 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-20 | 2024-10-14 | -13.33 | 512 |
| 2022-11-20 | 2023-03-14 | -8.83 | 114 |
| 2025-02-14 | 2025-06-11 | -7.99 | 116 |
| 2024-12-09 | 2024-12-11 | -6.60 | 2 |
| 2022-08-13 | 2022-10-25 | -5.64 | 73 |
| 2022-05-18 | 2022-06-23 | -3.98 | 36 |
| 2022-08-11 | 2022-08-13 | -3.77 | 1 |
| 2025-02-13 | 2025-02-14 | -2.21 | 1 |
| 2024-11-04 | 2024-11-07 | -1.76 | 3 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11396489:btcusd:triple_med_gx:lsma90_120 | 11396489:BTCUSD |
|---|---|---|
| Best Day | 4.28% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 7.72% | 35.75% |
| Worst Week | -4.91% | -29.64% |
| Best Month | 5.74% | 43.77% |
| Worst Month | -4.51% | -37.12% |
| Best Year | 19.04% | 155.54% |
| Worst Year | -2.07% | -56.42% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.67% | -0.71% |
| Avg. Up Week | 2.51% | 6.79% |
| Avg. Down Week | -1.34% | -2.61% |
| Avg. Up Month | 2.7% | 14.25% |
| Avg. Down Month | -2.11% | -9.89% |
| Win Days % | 47.1% | 51.28% |
| Win Month % | 55.26% | 61.9% |
| Win Week % | 44.64% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |