| Metric | 11401175:btcusd:triple_med_gx:lsma90_130 | 11401175:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 74.93% | 172.16% |
| Max Drawdown | -20.78% | -67.18% |
| Sharpe | 0.52 | 0.42 |
| Sortino | 0.92 | 0.61 |
| Payoff Ratio | 1.27 | 1.18 |
| Profit Factor | 1.35 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.87 | 0.65 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 56.37 | 3.24 |
| Outlier Loss Ratio | 3.07 | 3.06 |
| Volatility (ann.) | 8.78% | 26.26% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.88 | 0.53 |
| Skew | 4.81 | 0.19 |
| Kurtosis | 104.66 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.37% | 2.47% |
| Expected Yearly % | 15.0% | 28.44% |
| Kelly Criterion | 11.66% | 10.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.23% |
| Expected Shortfall (cVaR) | -0.74% | -2.23% |
| Year | 11401175:BTCUSD | 11401175:btcusd:triple_med_gx:lsma90_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 14.12 | -0.24 | + |
| 2023 | 155.54 | 13.77 | 0.09 | - |
| 2024 | 121.00 | 25.01 | 0.21 | - |
| 2025 | 16.76 | 7.78 | 0.46 | - |
| Metric | 11401175:btcusd:triple_med_gx:lsma90_130 | 11401175:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 8.64% | 31.46% |
| 6M | 7.78% | 12.77% |
| YTD | 7.78% | 16.76% |
| 1Y | 37.94% | 56.84% |
| 3Y (ann.) | 16.55% | 55.31% |
| 5Y (ann.) | 18.39% | 35.29% |
| Metric | 11401175:btcusd:triple_med_gx:lsma90_130 | 11401175:BTCUSD |
|---|---|---|
| Max Drawdown | -20.78% | -67.18% |
| Longest DD Days | 472.0 | 683.0 |
| Avg. Drawdown | -3.14% | -7.19% |
| Avg. Drawdown Days | 54.0 | 37.0 |
| Recovery Factor | 3.61 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-17 | -20.78 | 472 |
| 2023-07-14 | 2024-08-08 | -12.26 | 391 |
| 2024-09-14 | 2024-12-04 | -6.11 | 81 |
| 2024-12-05 | 2025-04-11 | -5.45 | 127 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-04-15 | 2025-05-21 | -2.59 | 36 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-08-09 | 2024-09-09 | -2.03 | 31 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11401175:btcusd:triple_med_gx:lsma90_130 | 11401175:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 17.74% | 35.75% |
| Worst Week | -7.02% | -29.64% |
| Best Month | 20.21% | 43.77% |
| Worst Month | -7.02% | -37.12% |
| Best Year | 25.01% | 155.54% |
| Worst Year | 7.78% | -58.73% |
| Avg. Up Day | 1.14% | 1.15% |
| Avg. Down Day | -0.9% | -0.98% |
| Avg. Up Week | 3.6% | 5.01% |
| Avg. Down Week | -2.04% | -6.11% |
| Avg. Up Month | 8.43% | 8.94% |
| Avg. Down Month | -2.04% | -11.02% |
| Win Days % | 50.61% | 51.29% |
| Win Month % | 54.17% | 60.98% |
| Win Week % | 54.29% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |