| Metric | 11398748:btcusd:triple_med_gx:lsma90_125 | 11398748:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 73.49% | 183.29% |
| Max Drawdown | -37.08% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.49 | 0.62 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 16.66 | 4.07 |
| Outlier Loss Ratio | 4.13 | 4.07 |
| Volatility (ann.) | 17.21% | 26.34% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.48 | 0.54 |
| Skew | 1.04 | 0.2 |
| Kurtosis | 27.0 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.35% | 2.57% |
| Expected Yearly % | 14.77% | 29.73% |
| Kelly Criterion | 2.84% | 3.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.24% |
| Expected Shortfall (cVaR) | -1.47% | -2.24% |
| Year | 11398748:BTCUSD | 11398748:btcusd:triple_med_gx:lsma90_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -8.01 | 0.14 | + |
| 2023 | 155.54 | 50.24 | 0.32 | - |
| 2024 | 121.00 | 6.92 | 0.06 | - |
| 2025 | 16.76 | 17.41 | 1.04 | + |
| Metric | 11398748:btcusd:triple_med_gx:lsma90_125 | 11398748:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 12.37% | 31.46% |
| 6M | 22.86% | 12.77% |
| YTD | 17.41% | 16.76% |
| 1Y | 30.85% | 56.84% |
| 3Y (ann.) | 14.23% | 55.31% |
| 5Y (ann.) | 17.83% | 36.34% |
| Metric | 11398748:btcusd:triple_med_gx:lsma90_125 | 11398748:BTCUSD |
|---|---|---|
| Max Drawdown | -37.08% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -7.17% | -6.73% |
| Avg. Drawdown Days | 56.0 | 34.0 |
| Recovery Factor | 1.98 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-01-06 | -37.08 | 280 |
| 2022-03-02 | 2023-06-20 | -35.82 | 475 |
| 2025-03-03 | 2025-06-09 | -16.84 | 98 |
| 2023-07-14 | 2024-01-29 | -13.07 | 199 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-01-31 | 2024-03-20 | -6.08 | 49 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-02-06 | 2025-03-02 | -3.26 | 24 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11398748:btcusd:triple_med_gx:lsma90_125 | 11398748:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 26.35% | 43.77% |
| Worst Month | -20.33% | -37.12% |
| Best Year | 50.24% | 155.54% |
| Worst Year | -8.01% | -57.04% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 4.35% | 5.78% |
| Avg. Down Week | -3.16% | -4.34% |
| Avg. Up Month | 7.36% | 13.1% |
| Avg. Down Month | -5.03% | -12.0% |
| Win Days % | 50.3% | 51.3% |
| Win Month % | 52.5% | 60.98% |
| Win Week % | 51.38% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |