| Metric | 11397772:btcusd:triple_med_gx:lsma90_120 | 11397772:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 68.73% | 172.16% |
| Max Drawdown | -17.43% | -67.18% |
| Sharpe | 0.56 | 0.42 |
| Sortino | 0.98 | 0.61 |
| Payoff Ratio | 1.32 | 1.21 |
| Profit Factor | 1.42 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.95 | 0.66 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 68.69 | 3.13 |
| Outlier Loss Ratio | 3.15 | 2.97 |
| Volatility (ann.) | 7.55% | 26.26% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.98 | 0.53 |
| Skew | 4.99 | 0.19 |
| Kurtosis | 123.93 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.28% | 2.47% |
| Expected Yearly % | 13.97% | 28.44% |
| Kelly Criterion | 13.17% | 10.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.23% |
| Expected Shortfall (cVaR) | -0.64% | -2.23% |
| Year | 11397772:BTCUSD | 11397772:btcusd:triple_med_gx:lsma90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 9.37 | -0.16 | + |
| 2023 | 155.54 | 19.23 | 0.12 | - |
| 2024 | 121.00 | 23.31 | 0.19 | - |
| 2025 | 16.76 | 4.93 | 0.29 | - |
| Metric | 11397772:btcusd:triple_med_gx:lsma90_120 | 11397772:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.68% | 31.46% |
| 6M | 4.93% | 12.77% |
| YTD | 4.93% | 16.76% |
| 1Y | 31.11% | 56.84% |
| 3Y (ann.) | 13.43% | 55.31% |
| 5Y (ann.) | 17.11% | 35.29% |
| Metric | 11397772:btcusd:triple_med_gx:lsma90_120 | 11397772:BTCUSD |
|---|---|---|
| Max Drawdown | -17.43% | -67.18% |
| Longest DD Days | 454.0 | 683.0 |
| Avg. Drawdown | -2.73% | -7.19% |
| Avg. Drawdown Days | 48.0 | 37.0 |
| Recovery Factor | 3.94 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-20 | 2023-06-17 | -17.43 | 454 |
| 2023-11-16 | 2024-09-09 | -11.98 | 298 |
| 2023-07-14 | 2023-11-15 | -5.58 | 124 |
| 2024-09-14 | 2024-10-11 | -4.88 | 27 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-12-05 | 2025-04-11 | -3.21 | 126 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-12-02 | 2024-12-04 | -2.05 | 2 |
| 2025-04-13 | 2025-06-11 | -1.80 | 59 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11397772:btcusd:triple_med_gx:lsma90_120 | 11397772:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 13.05% | 35.75% |
| Worst Week | -7.5% | -29.64% |
| Best Month | 20.21% | 43.77% |
| Worst Month | -7.32% | -37.12% |
| Best Year | 23.31% | 155.54% |
| Worst Year | 4.93% | -58.73% |
| Avg. Up Day | 1.14% | 1.16% |
| Avg. Down Day | -0.87% | -0.96% |
| Avg. Up Week | 3.36% | 6.06% |
| Avg. Down Week | -2.01% | -6.11% |
| Avg. Up Month | 7.89% | 10.48% |
| Avg. Down Month | -3.43% | -14.75% |
| Win Days % | 50.61% | 51.29% |
| Win Month % | 54.17% | 60.98% |
| Win Week % | 57.14% | 50.28% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 100.0% | 75.0% |