| Metric | 11400544:btcusd:triple_med_gx:lsma90_130 | 11400544:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 52.23% | 182.99% |
| Max Drawdown | -44.91% | -67.18% |
| Sharpe | 0.27 | 0.43 |
| Sortino | 0.4 | 0.62 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.19 | 1.06 |
| CPC Index | 0.57 | 0.56 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 17.55 | 4.03 |
| Outlier Loss Ratio | 4.13 | 4.02 |
| Volatility (ann.) | 16.58% | 26.35% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.3 | 0.54 |
| Skew | 0.77 | 0.2 |
| Kurtosis | 27.29 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.03% | 2.57% |
| Expected Yearly % | 11.08% | 29.7% |
| Kelly Criterion | 2.62% | 3.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.24% |
| Expected Shortfall (cVaR) | -1.42% | -2.24% |
| Year | 11400544:BTCUSD | 11400544:btcusd:triple_med_gx:lsma90_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -21.01 | 0.37 | + |
| 2023 | 155.54 | 61.25 | 0.39 | - |
| 2024 | 121.00 | 9.78 | 0.08 | - |
| 2025 | 16.76 | 8.86 | 0.53 | - |
| Metric | 11400544:btcusd:triple_med_gx:lsma90_130 | 11400544:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 12.68% | 31.46% |
| 6M | 9.58% | 12.77% |
| YTD | 8.86% | 16.76% |
| 1Y | 13.34% | 56.84% |
| 3Y (ann.) | 16.2% | 55.31% |
| 5Y (ann.) | 13.34% | 36.34% |
| Metric | 11400544:btcusd:triple_med_gx:lsma90_130 | 11400544:BTCUSD |
|---|---|---|
| Max Drawdown | -44.91% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -6.59% | -6.9% |
| Avg. Drawdown Days | 44.0 | 35.0 |
| Recovery Factor | 1.16 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -44.91 | 476 |
| 2024-04-01 | 2024-12-05 | -27.05 | 248 |
| 2025-01-07 | 2025-06-09 | -16.62 | 153 |
| 2023-07-14 | 2023-12-04 | -14.52 | 143 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-12-22 | 2024-01-29 | -9.85 | 38 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 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 |
| Metric | 11400544:btcusd:triple_med_gx:lsma90_130 | 11400544:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 16.45% | 43.77% |
| Worst Month | -24.76% | -37.12% |
| Best Year | 61.25% | 155.54% |
| Worst Year | -21.01% | -57.08% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 4.56% | 5.7% |
| Avg. Down Week | -3.21% | -4.26% |
| Avg. Up Month | 7.1% | 12.17% |
| Avg. Down Month | -5.36% | -12.36% |
| Win Days % | 50.03% | 51.31% |
| Win Month % | 52.5% | 60.98% |
| Win Week % | 47.17% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |