| Metric | 11397262:btcusd:triple_med_gx:lsma90_120 | 11397262:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 14.7% | 187.39% |
| Max Drawdown | -45.14% | -67.18% |
| Sharpe | 0.14 | 0.43 |
| Sortino | 0.21 | 0.62 |
| Payoff Ratio | 1.02 | 1.0 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.11 | 1.06 |
| CPC Index | 0.53 | 0.55 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 16.55 | 4.0 |
| Outlier Loss Ratio | 4.25 | 4.13 |
| Volatility (ann.) | 16.82% | 26.35% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.09 | 0.55 |
| Skew | 0.59 | 0.2 |
| Kurtosis | 24.78 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.33% | 2.55% |
| Expected Yearly % | 3.49% | 30.2% |
| Kelly Criterion | 0.34% | 2.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.24% |
| Expected Shortfall (cVaR) | -1.44% | -2.24% |
| Year | 11397262:BTCUSD | 11397262:btcusd:triple_med_gx:lsma90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -27.76 | 0.49 | + |
| 2023 | 155.54 | 50.81 | 0.33 | - |
| 2024 | 121.00 | 9.39 | 0.08 | - |
| 2025 | 16.76 | -3.75 | -0.22 | - |
| Metric | 11397262:btcusd:triple_med_gx:lsma90_120 | 11397262:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 8.67% | 31.46% |
| 6M | -1.37% | 12.77% |
| YTD | -3.75% | 16.76% |
| 1Y | -8.47% | 56.84% |
| 3Y (ann.) | 6.74% | 55.31% |
| 5Y (ann.) | 4.16% | 36.89% |
| Metric | 11397262:btcusd:triple_med_gx:lsma90_120 | 11397262:BTCUSD |
|---|---|---|
| Max Drawdown | -45.14% | -67.18% |
| Longest DD Days | 749.0 | 683.0 |
| Avg. Drawdown | -9.32% | -6.61% |
| Avg. Drawdown Days | 81.0 | 33.0 |
| Recovery Factor | 0.33 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2024-03-20 | -45.14 | 749 |
| 2024-06-07 | 2025-01-06 | -27.29 | 213 |
| 2025-01-07 | 2025-06-11 | -23.57 | 155 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-04-01 | 2024-05-15 | -11.41 | 44 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11397262:btcusd:triple_med_gx:lsma90_120 | 11397262:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.32% | 35.75% |
| Worst Week | -20.39% | -29.64% |
| Best Month | 15.82% | 43.77% |
| Worst Month | -22.07% | -37.12% |
| Best Year | 50.81% | 155.54% |
| Worst Year | -27.76% | -56.42% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 4.14% | 6.34% |
| Avg. Down Week | -3.09% | -4.48% |
| Avg. Up Month | 6.01% | 14.15% |
| Avg. Down Month | -6.32% | -11.73% |
| Win Days % | 49.61% | 51.28% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 45.22% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |