| Metric | 11406537:btcusd:triple_med_gx:lsma90_145 | 11406537:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 105.43% | 196.26% |
| Max Drawdown | -25.76% | -67.18% |
| Sharpe | 0.61 | 0.44 |
| Sortino | 1.05 | 0.63 |
| Payoff Ratio | 1.25 | 1.18 |
| Profit Factor | 1.36 | 1.07 |
| Common Sense Ratio | 1.59 | 1.07 |
| CPC Index | 0.88 | 0.65 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 47.54 | 3.36 |
| Outlier Loss Ratio | 3.28 | 3.15 |
| Volatility (ann.) | 9.37% | 26.03% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.91 | 0.56 |
| Skew | 4.04 | 0.18 |
| Kurtosis | 83.51 | 6.58 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.73% | 2.62% |
| Expected Yearly % | 19.72% | 31.19% |
| Kelly Criterion | 12.19% | 9.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.21% |
| Expected Shortfall (cVaR) | -0.79% | -2.21% |
| Year | 11406537:BTCUSD | 11406537:btcusd:triple_med_gx:lsma90_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 9.15 | -0.16 | + |
| 2023 | 155.54 | 33.67 | 0.22 | - |
| 2024 | 121.00 | 26.69 | 0.22 | - |
| 2025 | 27.10 | 11.14 | 0.41 | - |
| Metric | 11406537:btcusd:triple_med_gx:lsma90_145 | 11406537:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 2.66% | 41.88% |
| 6M | 11.14% | 22.91% |
| YTD | 11.14% | 27.1% |
| 1Y | 51.3% | 82.29% |
| 3Y (ann.) | 24.78% | 77.48% |
| 5Y (ann.) | 23.52% | 37.53% |
| Metric | 11406537:btcusd:triple_med_gx:lsma90_145 | 11406537:BTCUSD |
|---|---|---|
| Max Drawdown | -25.76% | -67.18% |
| Longest DD Days | 404.0 | 683.0 |
| Avg. Drawdown | -3.01% | -6.96% |
| Avg. Drawdown Days | 43.0 | 36.0 |
| Recovery Factor | 4.09 | 2.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-10 | -25.76 | 404 |
| 2023-07-14 | 2024-08-08 | -11.87 | 391 |
| 2024-09-14 | 2024-10-14 | -7.66 | 30 |
| 2024-12-05 | 2025-04-11 | -5.45 | 126 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-10-15 | 2024-12-04 | -3.09 | 50 |
| 2025-04-15 | 2025-05-21 | -2.59 | 36 |
| 2024-08-09 | 2024-09-09 | -2.43 | 31 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2025-05-22 | 2025-07-17 | -2.29 | 55 |
| Metric | 11406537:btcusd:triple_med_gx:lsma90_145 | 11406537:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 18.32% | 35.75% |
| Worst Week | -7.59% | -29.64% |
| Best Month | 20.21% | 43.77% |
| Worst Month | -8.8% | -37.12% |
| Best Year | 33.67% | 155.54% |
| Worst Year | 9.15% | -58.73% |
| Avg. Up Day | 1.08% | 1.09% |
| Avg. Down Day | -0.86% | -0.92% |
| Avg. Up Week | 4.22% | 7.75% |
| Avg. Down Week | -2.03% | -3.91% |
| Avg. Up Month | 7.64% | 10.91% |
| Avg. Down Month | -2.58% | -11.27% |
| Win Days % | 51.13% | 51.32% |
| Win Month % | 62.96% | 61.9% |
| Win Week % | 59.09% | 51.1% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 100.0% | 75.0% |