| Metric | 11398357:btcusd:triple_med_gx:lsma90_125 | 11398357:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 22.47% | 183.29% |
| Max Drawdown | -11.99% | -67.18% |
| Sharpe | 0.25 | 0.43 |
| Sortino | 0.38 | 0.62 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.62 | 0.63 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 66.22 | 3.16 |
| Outlier Loss Ratio | 4.06 | 2.99 |
| Volatility (ann.) | 7.06% | 26.34% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.52 | 0.54 |
| Skew | 1.6 | 0.2 |
| Kurtosis | 92.66 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.5% | 2.57% |
| Expected Yearly % | 5.2% | 29.73% |
| Kelly Criterion | 1.08% | 8.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.24% |
| Expected Shortfall (cVaR) | -0.6% | -2.24% |
| Year | 11398357:BTCUSD | 11398357:btcusd:triple_med_gx:lsma90_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 2.67 | -0.05 | + |
| 2023 | 155.54 | 11.13 | 0.07 | - |
| 2024 | 121.00 | 20.05 | 0.17 | - |
| 2025 | 16.76 | -10.59 | -0.63 | - |
| Metric | 11398357:btcusd:triple_med_gx:lsma90_125 | 11398357:BTCUSD |
|---|---|---|
| MTD | -0.63% | 4.16% |
| 3M | -7.28% | 31.46% |
| 6M | -3.06% | 12.77% |
| YTD | -10.59% | 16.76% |
| 1Y | 3.91% | 56.84% |
| 3Y (ann.) | 10.33% | 55.31% |
| 5Y (ann.) | 6.22% | 36.34% |
| Metric | 11398357:btcusd:triple_med_gx:lsma90_125 | 11398357:BTCUSD |
|---|---|---|
| Max Drawdown | -11.99% | -67.18% |
| Longest DD Days | 462.0 | 683.0 |
| Avg. Drawdown | -2.88% | -6.73% |
| Avg. Drawdown Days | 58.0 | 34.0 |
| Recovery Factor | 1.87 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2022-11-23 | -11.99 | 266 |
| 2025-01-04 | 2025-06-11 | -11.77 | 158 |
| 2023-08-02 | 2024-11-06 | -8.17 | 462 |
| 2023-03-14 | 2023-04-10 | -5.50 | 27 |
| 2024-11-07 | 2024-12-11 | -4.09 | 33 |
| 2023-05-23 | 2023-08-01 | -3.18 | 70 |
| 2023-04-14 | 2023-05-02 | -2.09 | 18 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2023-05-04 | 2023-05-23 | -1.25 | 18 |
| 2022-11-23 | 2023-01-01 | -1.19 | 39 |
| Metric | 11398357:btcusd:triple_med_gx:lsma90_125 | 11398357:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 8.32% | 35.75% |
| Worst Week | -5.55% | -29.64% |
| Best Month | 8.32% | 43.77% |
| Worst Month | -5.55% | -37.12% |
| Best Year | 20.05% | 155.54% |
| Worst Year | -10.59% | -57.04% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 2.42% | 8.07% |
| Avg. Down Week | -2.47% | -3.08% |
| Avg. Up Month | 2.63% | 12.81% |
| Avg. Down Month | -2.71% | -9.67% |
| Win Days % | 46.51% | 51.3% |
| Win Month % | 59.46% | 60.98% |
| Win Week % | 55.56% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |