| Metric | 11397807:btcusd:triple_med_gx:lsma90_125 | 11397807:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 12.24% | 183.29% |
| Max Drawdown | -22.91% | -67.18% |
| Sharpe | 0.15 | 0.43 |
| Sortino | 0.27 | 0.62 |
| Payoff Ratio | 1.36 | 1.3 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.61 | 0.72 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 68.92 | 3.1 |
| Outlier Loss Ratio | 4.4 | 2.99 |
| Volatility (ann.) | 7.29% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.15 | 0.54 |
| Skew | 6.24 | 0.2 |
| Kurtosis | 151.12 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.28% | 2.57% |
| Expected Yearly % | 2.93% | 29.73% |
| Kelly Criterion | -1.96% | 13.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.24% |
| Expected Shortfall (cVaR) | -0.62% | -2.24% |
| Year | 11397807:BTCUSD | 11397807:btcusd:triple_med_gx:lsma90_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 7.12 | -0.12 | + |
| 2023 | 155.54 | 11.65 | 0.07 | - |
| 2024 | 121.00 | -8.08 | -0.07 | - |
| 2025 | 16.76 | 2.10 | 0.13 | - |
| Metric | 11397807:btcusd:triple_med_gx:lsma90_125 | 11397807:BTCUSD |
|---|---|---|
| MTD | 1.54% | 4.16% |
| 3M | 2.3% | 31.46% |
| 6M | 1.25% | 12.77% |
| YTD | 2.1% | 16.76% |
| 1Y | -1.1% | 56.84% |
| 3Y (ann.) | -0.46% | 55.31% |
| 5Y (ann.) | 3.5% | 36.34% |
| Metric | 11397807:btcusd:triple_med_gx:lsma90_125 | 11397807:BTCUSD |
|---|---|---|
| Max Drawdown | -22.91% | -67.18% |
| Longest DD Days | 698.0 | 683.0 |
| Avg. Drawdown | -3.72% | -6.73% |
| Avg. Drawdown Days | 76.0 | 34.0 |
| Recovery Factor | 0.53 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-14 | 2025-06-11 | -22.91 | 698 |
| 2022-05-16 | 2023-03-13 | -11.49 | 301 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-01 | 2022-04-18 | -3.85 | 48 |
| 2023-05-04 | 2023-05-26 | -3.76 | 22 |
| 2022-04-23 | 2022-05-15 | -2.49 | 22 |
| 2023-05-01 | 2023-05-04 | -2.09 | 2 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-05-26 | 2023-07-13 | -1.30 | 47 |
| 2023-04-27 | 2023-04-27 | -0.67 | 0 |
| Metric | 11397807:btcusd:triple_med_gx:lsma90_125 | 11397807:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.56% | 35.75% |
| Worst Week | -5.39% | -29.64% |
| Best Month | 10.68% | 43.77% |
| Worst Month | -6.57% | -37.12% |
| Best Year | 11.65% | 155.54% |
| Worst Year | -8.08% | -57.04% |
| Avg. Up Day | 0.92% | 0.95% |
| Avg. Down Day | -0.68% | -0.73% |
| Avg. Up Week | 2.25% | 7.6% |
| Avg. Down Week | -1.64% | -1.85% |
| Avg. Up Month | 3.23% | 9.86% |
| Avg. Down Month | -2.37% | -11.98% |
| Win Days % | 41.24% | 51.3% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 40.0% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |