| Metric | 11397153:btcusd:triple_med_gx:lsma90_120 | 11397153:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 87.08% | 212.83% |
| Max Drawdown | -35.79% | -67.18% |
| Sharpe | 0.35 | 0.45 |
| Sortino | 0.53 | 0.65 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.22 | 1.08 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 16.39 | 4.11 |
| Outlier Loss Ratio | 4.2 | 4.07 |
| Volatility (ann.) | 17.09% | 26.12% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.55 | 0.58 |
| Skew | 1.16 | 0.2 |
| Kurtosis | 26.63 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.47% | 2.69% |
| Expected Yearly % | 16.95% | 32.99% |
| Kelly Criterion | 3.1% | 4.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.22% |
| Expected Shortfall (cVaR) | -1.46% | -2.22% |
| Year | 11397153:BTCUSD | 11397153:btcusd:triple_med_gx:lsma90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 10.53 | -0.19 | + |
| 2023 | 155.54 | 34.56 | 0.22 | - |
| 2024 | 121.00 | 14.51 | 0.12 | - |
| 2025 | 27.10 | 9.85 | 0.36 | - |
| Metric | 11397153:btcusd:triple_med_gx:lsma90_120 | 11397153:BTCUSD |
|---|---|---|
| MTD | 1.42% | 10.71% |
| 3M | -1.36% | 41.88% |
| 6M | 1.89% | 22.91% |
| YTD | 9.85% | 27.1% |
| 1Y | 36.47% | 82.29% |
| 3Y (ann.) | 22.69% | 77.48% |
| 5Y (ann.) | 19.84% | 39.04% |
| Metric | 11397153:btcusd:triple_med_gx:lsma90_120 | 11397153:BTCUSD |
|---|---|---|
| Max Drawdown | -35.79% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -7.05% | -6.44% |
| Avg. Drawdown Days | 56.0 | 32.0 |
| Recovery Factor | 2.43 | 3.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-12-24 | -35.79 | 267 |
| 2022-03-02 | 2023-03-14 | -27.19 | 377 |
| 2023-07-14 | 2024-03-20 | -16.96 | 250 |
| 2025-03-03 | 2025-07-17 | -16.84 | 136 |
| 2022-02-05 | 2022-02-28 | -12.34 | 23 |
| 2023-03-14 | 2023-04-10 | -9.03 | 27 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2023-04-26 | 2023-06-17 | -5.93 | 51 |
| 2025-01-07 | 2025-03-02 | -4.33 | 54 |
| Metric | 11397153:btcusd:triple_med_gx:lsma90_120 | 11397153:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -9.68% | -29.64% |
| Best Month | 23.08% | 43.77% |
| Worst Month | -13.29% | -37.12% |
| Best Year | 34.56% | 155.54% |
| Worst Year | 9.85% | -56.42% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 4.31% | 6.1% |
| Avg. Down Week | -2.65% | -4.33% |
| Avg. Up Month | 7.2% | 12.64% |
| Avg. Down Month | -4.95% | -12.09% |
| Win Days % | 49.92% | 51.31% |
| Win Month % | 54.76% | 62.79% |
| Win Week % | 46.67% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |