| Metric | 11397205:btcusd:triple_med_gx:lsma90_120 | 11397205:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 78.52% | 187.39% |
| Max Drawdown | -37.1% | -67.18% |
| Sharpe | 0.34 | 0.43 |
| Sortino | 0.51 | 0.62 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.23 | 1.06 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 16.24 | 4.09 |
| Outlier Loss Ratio | 4.24 | 4.13 |
| Volatility (ann.) | 17.17% | 26.35% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.51 | 0.55 |
| Skew | 0.89 | 0.2 |
| Kurtosis | 24.57 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.39% | 2.55% |
| Expected Yearly % | 15.59% | 30.2% |
| Kelly Criterion | 3.29% | 4.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.24% |
| Expected Shortfall (cVaR) | -1.46% | -2.24% |
| Year | 11397205:BTCUSD | 11397205:btcusd:triple_med_gx:lsma90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -0.81 | 0.01 | + |
| 2023 | 155.54 | 52.08 | 0.33 | - |
| 2024 | 121.00 | 10.25 | 0.08 | - |
| 2025 | 16.76 | 7.34 | 0.44 | - |
| Metric | 11397205:btcusd:triple_med_gx:lsma90_120 | 11397205:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 18.56% | 31.46% |
| 6M | 12.77% | 12.77% |
| YTD | 7.34% | 16.76% |
| 1Y | 12.68% | 56.84% |
| 3Y (ann.) | 19.69% | 55.31% |
| 5Y (ann.) | 18.81% | 36.89% |
| Metric | 11397205:btcusd:triple_med_gx:lsma90_120 | 11397205:BTCUSD |
|---|---|---|
| Max Drawdown | -37.1% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -7.14% | -6.61% |
| Avg. Drawdown Days | 52.0 | 33.0 |
| Recovery Factor | 2.12 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -37.10 | 420 |
| 2024-04-01 | 2025-01-06 | -33.12 | 280 |
| 2025-01-07 | 2025-06-11 | -21.86 | 155 |
| 2023-07-14 | 2023-12-20 | -13.54 | 159 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2023-12-22 | 2024-01-30 | -10.72 | 39 |
| 2023-04-26 | 2023-06-19 | -6.95 | 54 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-01-31 | 2024-03-20 | -4.15 | 48 |
| Metric | 11397205:btcusd:triple_med_gx:lsma90_120 | 11397205:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 22.71% | 43.77% |
| Worst Month | -15.62% | -37.12% |
| Best Year | 52.08% | 155.54% |
| Worst Year | -0.81% | -56.42% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 4.32% | 5.96% |
| Avg. Down Week | -2.94% | -4.25% |
| Avg. Up Month | 6.89% | 11.91% |
| Avg. Down Month | -6.53% | -12.81% |
| Win Days % | 50.31% | 51.28% |
| Win Month % | 60.98% | 61.9% |
| Win Week % | 47.86% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |