| Metric | 11397095:btcusd:triple_med_gx:lsma90_120 | 11397095:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 56.52% | 187.39% |
| Max Drawdown | -41.18% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.42 | 0.62 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.18 | 1.06 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 16.14 | 4.12 |
| Outlier Loss Ratio | 4.08 | 4.09 |
| Volatility (ann.) | 17.58% | 26.35% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.35 | 0.55 |
| Skew | 0.97 | 0.2 |
| Kurtosis | 25.19 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.07% | 2.55% |
| Expected Yearly % | 11.85% | 30.2% |
| Kelly Criterion | 2.14% | 3.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -2.24% |
| Expected Shortfall (cVaR) | -1.5% | -2.24% |
| Year | 11397095:BTCUSD | 11397095:btcusd:triple_med_gx:lsma90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -15.77 | 0.28 | + |
| 2023 | 155.54 | 62.53 | 0.40 | - |
| 2024 | 121.00 | 5.66 | 0.05 | - |
| 2025 | 16.76 | 8.21 | 0.49 | - |
| Metric | 11397095:btcusd:triple_med_gx:lsma90_120 | 11397095:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 4.37% | 31.46% |
| 6M | 10.54% | 12.77% |
| YTD | 8.21% | 16.76% |
| 1Y | 10.29% | 56.84% |
| 3Y (ann.) | 15.39% | 55.31% |
| 5Y (ann.) | 14.26% | 36.89% |
| Metric | 11397095:btcusd:triple_med_gx:lsma90_120 | 11397095:BTCUSD |
|---|---|---|
| Max Drawdown | -41.18% | -67.18% |
| Longest DD Days | 472.0 | 683.0 |
| Avg. Drawdown | -7.57% | -6.61% |
| Avg. Drawdown Days | 56.0 | 33.0 |
| Recovery Factor | 1.37 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-17 | -41.18 | 472 |
| 2024-04-01 | 2025-03-02 | -37.35 | 335 |
| 2025-03-03 | 2025-06-11 | -18.02 | 100 |
| 2022-02-19 | 2022-02-28 | -13.75 | 8 |
| 2023-07-14 | 2023-12-20 | -10.61 | 159 |
| 2023-12-22 | 2024-01-29 | -9.62 | 38 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-03-19 | 2024-03-20 | -5.23 | 1 |
| 2024-01-31 | 2024-03-19 | -3.37 | 47 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11397095:btcusd:triple_med_gx:lsma90_120 | 11397095: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 | 20.64% | 43.77% |
| Worst Month | -20.33% | -37.12% |
| Best Year | 62.53% | 155.54% |
| Worst Year | -15.77% | -56.42% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.9% | -0.93% |
| Avg. Up Week | 4.21% | 5.85% |
| Avg. Down Week | -3.35% | -4.4% |
| Avg. Up Month | 7.24% | 13.09% |
| Avg. Down Month | -6.19% | -12.06% |
| Win Days % | 50.21% | 51.28% |
| Win Month % | 55.0% | 61.9% |
| Win Week % | 52.73% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |