| Metric | 11397041:btcusd:triple_med_gx:lsma90_120 | 11397041:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 39.02% | 187.39% |
| Max Drawdown | -37.48% | -67.18% |
| Sharpe | 0.23 | 0.43 |
| Sortino | 0.34 | 0.62 |
| Payoff Ratio | 1.04 | 1.03 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.12 | 1.06 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 16.21 | 4.09 |
| Outlier Loss Ratio | 4.19 | 4.14 |
| Volatility (ann.) | 17.37% | 26.35% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.27 | 0.55 |
| Skew | 0.92 | 0.2 |
| Kurtosis | 25.34 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.79% | 2.55% |
| Expected Yearly % | 8.58% | 30.2% |
| Kelly Criterion | 1.65% | 3.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.24% |
| Expected Shortfall (cVaR) | -1.48% | -2.24% |
| Year | 11397041:BTCUSD | 11397041:btcusd:triple_med_gx:lsma90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -19.08 | 0.34 | + |
| 2023 | 155.54 | 46.90 | 0.30 | - |
| 2024 | 121.00 | 9.99 | 0.08 | - |
| 2025 | 16.76 | 6.33 | 0.38 | - |
| Metric | 11397041:btcusd:triple_med_gx:lsma90_120 | 11397041:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 4.85% | 31.46% |
| 6M | 9.48% | 12.77% |
| YTD | 6.33% | 16.76% |
| 1Y | 13.0% | 56.84% |
| 3Y (ann.) | 15.55% | 55.31% |
| 5Y (ann.) | 10.3% | 36.89% |
| Metric | 11397041:btcusd:triple_med_gx:lsma90_120 | 11397041:BTCUSD |
|---|---|---|
| Max Drawdown | -37.48% | -67.18% |
| Longest DD Days | 455.0 | 683.0 |
| Avg. Drawdown | -6.41% | -6.61% |
| Avg. Drawdown Days | 39.0 | 33.0 |
| Recovery Factor | 1.04 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-22 | 2023-06-20 | -37.48 | 455 |
| 2024-04-01 | 2024-12-05 | -33.41 | 248 |
| 2025-03-03 | 2025-06-11 | -18.52 | 100 |
| 2022-02-02 | 2022-02-28 | -15.45 | 26 |
| 2023-12-22 | 2024-01-30 | -10.41 | 38 |
| 2024-03-02 | 2024-03-25 | -10.25 | 23 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2023-07-14 | 2023-11-15 | -7.81 | 124 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-02-03 | 2025-03-02 | -5.84 | 26 |
| Metric | 11397041:btcusd:triple_med_gx:lsma90_120 | 11397041:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -14.36% | -29.64% |
| Best Month | 12.97% | 43.77% |
| Worst Month | -13.3% | -37.12% |
| Best Year | 46.9% | 155.54% |
| Worst Year | -19.08% | -56.42% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.89% | -0.9% |
| Avg. Up Week | 3.76% | 6.36% |
| Avg. Down Week | -2.95% | -4.48% |
| Avg. Up Month | 5.43% | 12.81% |
| Avg. Down Month | -5.44% | -12.63% |
| Win Days % | 49.82% | 51.28% |
| Win Month % | 57.5% | 61.9% |
| Win Week % | 50.43% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |