| Metric | 11398971:btcusd:triple_med_gx:lsma90_125 | 11398971:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 84.28% | 183.29% |
| Max Drawdown | -46.47% | -67.18% |
| Sharpe | 0.36 | 0.43 |
| Sortino | 0.53 | 0.62 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 16.85 | 4.03 |
| Outlier Loss Ratio | 4.23 | 4.07 |
| Volatility (ann.) | 16.67% | 26.34% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.43 | 0.54 |
| Skew | 0.7 | 0.2 |
| Kurtosis | 26.35 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.5% | 2.57% |
| Expected Yearly % | 16.51% | 29.73% |
| Kelly Criterion | 3.22% | 4.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.24% |
| Expected Shortfall (cVaR) | -1.42% | -2.24% |
| Year | 11398971:BTCUSD | 11398971:btcusd:triple_med_gx:lsma90_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -27.53 | 0.48 | + |
| 2023 | 155.54 | 41.93 | 0.27 | - |
| 2024 | 121.00 | 50.36 | 0.42 | - |
| 2025 | 16.76 | 19.16 | 1.14 | + |
| Metric | 11398971:btcusd:triple_med_gx:lsma90_125 | 11398971:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 22.75% | 31.46% |
| 6M | 21.03% | 12.77% |
| YTD | 19.16% | 16.76% |
| 1Y | 33.68% | 56.84% |
| 3Y (ann.) | 23.13% | 55.31% |
| 5Y (ann.) | 19.96% | 36.34% |
| Metric | 11398971:btcusd:triple_med_gx:lsma90_125 | 11398971:BTCUSD |
|---|---|---|
| Max Drawdown | -46.47% | -67.18% |
| Longest DD Days | 779.0 | 683.0 |
| Avg. Drawdown | -4.83% | -6.73% |
| Avg. Drawdown Days | 37.0 | 34.0 |
| Recovery Factor | 1.81 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2024-04-19 | -46.47 | 779 |
| 2024-06-10 | 2024-11-06 | -23.30 | 148 |
| 2025-01-07 | 2025-04-15 | -16.23 | 98 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-16 | 2025-01-06 | -7.39 | 21 |
| 2025-05-19 | 2025-06-09 | -4.65 | 21 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-09 | 2025-05-18 | -2.90 | 9 |
| 2024-12-01 | 2024-12-04 | -2.89 | 3 |
| Metric | 11398971:btcusd:triple_med_gx:lsma90_125 | 11398971:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.94% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 16.45% | 43.77% |
| Worst Month | -24.76% | -37.12% |
| Best Year | 50.36% | 155.54% |
| Worst Year | -27.53% | -57.04% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.87% | -0.89% |
| Avg. Up Week | 4.66% | 6.16% |
| Avg. Down Week | -3.09% | -4.39% |
| Avg. Up Month | 6.84% | 13.2% |
| Avg. Down Month | -5.93% | -11.44% |
| Win Days % | 50.46% | 51.3% |
| Win Month % | 62.5% | 60.98% |
| Win Week % | 49.55% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |