| Metric | 12393825:btcusd:triple_med_gx:lsma90_45 | 12393825:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 48.33% | 92.01% |
| Max Drawdown | -16.32% | -66.18% |
| Sharpe | 0.89 | 0.68 |
| Sortino | 1.5 | 0.99 |
| Payoff Ratio | 2.16 | 1.76 |
| Profit Factor | 1.6 | 1.11 |
| Common Sense Ratio | 0.0 | 1.25 |
| CPC Index | 1.27 | 0.96 |
| Tail Ratio | 0.0 | 1.13 |
| Outlier Win Ratio | 55.63 | 3.14 |
| Outlier Loss Ratio | 4.6 | 2.46 |
| Volatility (ann.) | 16.53% | 53.38% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.86 | 0.37 |
| Skew | 1.7 | -0.1 |
| Kurtosis | 63.78 | 4.1 |
| Expected Daily % | 0.04% | 0.06% |
| Expected Monthly % | 1.07% | 1.78% |
| Expected Yearly % | 10.36% | 17.71% |
| Kelly Criterion | 7.6% | 19.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -4.5% |
| Expected Shortfall (cVaR) | -1.38% | -4.5% |
| Year | 12393825:BTCUSD | 12393825:btcusd:triple_med_gx:lsma90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.70 | -10.82 | 0.17 | + |
| 2023 | 155.54 | 42.80 | 0.28 | - |
| 2024 | 121.00 | 22.85 | 0.19 | - |
| 2025 | -6.34 | -5.18 | 0.82 | + |
| Metric | 12393825:btcusd:triple_med_gx:lsma90_45 | 12393825:BTCUSD |
|---|---|---|
| MTD | 0.1% | 3.72% |
| 3M | -5.18% | -8.05% |
| 6M | -0.79% | 37.53% |
| YTD | -5.18% | -6.34% |
| 1Y | 11.72% | 30.1% |
| 3Y (ann.) | 14.11% | 24.42% |
| 5Y (ann.) | 14.11% | 24.42% |
| Metric | 12393825:btcusd:triple_med_gx:lsma90_45 | 12393825:BTCUSD |
|---|---|---|
| Max Drawdown | -16.32% | -66.18% |
| Longest DD Days | 414.0 | 643.0 |
| Avg. Drawdown | -2.74% | -9.73% |
| Avg. Drawdown Days | 46.0 | 55.0 |
| Recovery Factor | 2.96 | 1.39 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-03 | 2023-06-21 | -16.32 | 414 |
| 2024-01-20 | 2024-03-24 | -9.65 | 64 |
| 2024-10-30 | 2025-03-25 | -8.36 | 146 |
| 2023-11-02 | 2023-11-15 | -2.35 | 13 |
| 2023-06-24 | 2023-07-03 | -2.06 | 9 |
| 2023-09-08 | 2023-09-12 | -2.05 | 4 |
| 2024-03-29 | 2024-07-14 | -1.62 | 107 |
| 2023-09-04 | 2023-09-07 | -0.95 | 3 |
| 2024-03-27 | 2024-03-28 | -0.80 | 1 |
| 2023-09-15 | 2023-09-19 | -0.66 | 4 |
| Metric | 12393825:btcusd:triple_med_gx:lsma90_45 | 12393825:BTCUSD |
|---|---|---|
| Best Day | 9.6% | 11.89% |
| Worst Day | -10.11% | -15.42% |
| Best Week | 14.22% | 35.75% |
| Worst Week | -10.28% | -29.64% |
| Best Month | 13.32% | 43.77% |
| Worst Month | -10.57% | -37.12% |
| Best Year | 42.8% | 155.54% |
| Worst Year | -10.82% | -63.7% |
| Avg. Up Day | 2.58% | 2.63% |
| Avg. Down Day | -1.2% | -1.5% |
| Avg. Up Week | 4.89% | 6.81% |
| Avg. Down Week | -2.16% | -4.17% |
| Avg. Up Month | 5.24% | 9.83% |
| Avg. Down Month | -6.64% | -12.12% |
| Win Days % | 36.89% | 48.94% |
| Win Month % | 65.0% | 58.33% |
| Win Week % | 48.65% | 50.0% |
| Win Quarter % | 72.73% | 50.0% |
| Win Year % | 50.0% | 50.0% |