| Metric | 11398802:btcusd:triple_med_gx:lsma90_125 | 11398802:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 68.07% | 183.29% |
| Max Drawdown | -36.18% | -67.18% |
| Sharpe | 0.31 | 0.43 |
| Sortino | 0.47 | 0.62 |
| Payoff Ratio | 1.06 | 1.05 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 16.83 | 4.06 |
| Outlier Loss Ratio | 4.15 | 4.04 |
| Volatility (ann.) | 17.02% | 26.34% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.46 | 0.54 |
| Skew | 1.11 | 0.2 |
| Kurtosis | 27.41 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.27% | 2.57% |
| Expected Yearly % | 13.86% | 29.73% |
| Kelly Criterion | 2.57% | 4.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.24% |
| Expected Shortfall (cVaR) | -1.45% | -2.24% |
| Year | 11398802:BTCUSD | 11398802:btcusd:triple_med_gx:lsma90_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -5.01 | 0.09 | + |
| 2023 | 155.54 | 44.17 | 0.28 | - |
| 2024 | 121.00 | 7.50 | 0.06 | - |
| 2025 | 16.76 | 14.16 | 0.85 | - |
| Metric | 11398802:btcusd:triple_med_gx:lsma90_125 | 11398802:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 11.98% | 31.46% |
| 6M | 18.98% | 12.77% |
| YTD | 14.16% | 16.76% |
| 1Y | 26.03% | 56.84% |
| 3Y (ann.) | 16.19% | 55.31% |
| 5Y (ann.) | 16.72% | 36.34% |
| Metric | 11398802:btcusd:triple_med_gx:lsma90_125 | 11398802:BTCUSD |
|---|---|---|
| Max Drawdown | -36.18% | -67.18% |
| Longest DD Days | 471.0 | 683.0 |
| Avg. Drawdown | -7.01% | -6.73% |
| Avg. Drawdown Days | 57.0 | 34.0 |
| Recovery Factor | 1.88 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-12-25 | -36.18 | 268 |
| 2022-03-02 | 2023-06-16 | -34.92 | 471 |
| 2025-03-03 | 2025-06-11 | -16.84 | 100 |
| 2023-07-14 | 2024-03-20 | -13.61 | 250 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-01-07 | 2025-03-02 | -4.33 | 54 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11398802:btcusd:triple_med_gx:lsma90_125 | 11398802:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 22.94% | 43.77% |
| Worst Month | -14.6% | -37.12% |
| Best Year | 44.17% | 155.54% |
| Worst Year | -5.01% | -57.04% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 4.25% | 5.69% |
| Avg. Down Week | -3.04% | -4.39% |
| Avg. Up Month | 7.06% | 12.21% |
| Avg. Down Month | -5.33% | -13.07% |
| Win Days % | 49.84% | 51.3% |
| Win Month % | 53.66% | 60.98% |
| Win Week % | 47.75% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |