| Metric | 11400044:btcusd:triple_med_gx:lsma90_130 | 11400044:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 24.09% | 182.99% |
| Max Drawdown | -12.8% | -67.18% |
| Sharpe | 0.26 | 0.43 |
| Sortino | 0.39 | 0.62 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 0.24 | 1.06 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 0.22 | 0.99 |
| Outlier Win Ratio | 61.15 | 3.17 |
| Outlier Loss Ratio | 3.97 | 3.03 |
| Volatility (ann.) | 7.26% | 26.35% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.52 | 0.54 |
| Skew | 1.46 | 0.2 |
| Kurtosis | 83.7 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.57% |
| Expected Yearly % | 5.54% | 29.7% |
| Kelly Criterion | 2.02% | 6.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.24% |
| Expected Shortfall (cVaR) | -0.62% | -2.24% |
| Year | 11400044:BTCUSD | 11400044:btcusd:triple_med_gx:lsma90_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -1.43 | 0.03 | + |
| 2023 | 155.54 | 15.60 | 0.10 | - |
| 2024 | 121.00 | 16.61 | 0.14 | - |
| 2025 | 16.76 | -6.61 | -0.39 | - |
| Metric | 11400044:btcusd:triple_med_gx:lsma90_130 | 11400044:BTCUSD |
|---|---|---|
| MTD | -0.63% | 4.16% |
| 3M | -2.52% | 31.46% |
| 6M | 1.26% | 12.77% |
| YTD | -6.61% | 16.76% |
| 1Y | 4.92% | 56.84% |
| 3Y (ann.) | 10.58% | 55.31% |
| 5Y (ann.) | 6.64% | 36.34% |
| Metric | 11400044:btcusd:triple_med_gx:lsma90_130 | 11400044:BTCUSD |
|---|---|---|
| Max Drawdown | -12.8% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -2.98% | -6.9% |
| Avg. Drawdown Days | 49.0 | 35.0 |
| Recovery Factor | 1.88 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-14 | -12.80 | 377 |
| 2024-04-17 | 2024-11-06 | -11.91 | 202 |
| 2025-01-05 | 2025-06-11 | -10.67 | 157 |
| 2023-08-02 | 2024-04-16 | -7.10 | 258 |
| 2023-03-14 | 2023-04-10 | -5.31 | 27 |
| 2023-05-23 | 2023-06-20 | -5.01 | 28 |
| 2024-11-07 | 2024-12-11 | -4.25 | 33 |
| 2023-04-14 | 2023-05-02 | -1.73 | 18 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2023-05-04 | 2023-05-05 | -1.25 | 0 |
| Metric | 11400044:btcusd:triple_med_gx:lsma90_130 | 11400044:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.03% | 35.75% |
| Worst Week | -4.88% | -29.64% |
| Best Month | 8.67% | 43.77% |
| Worst Month | -4.88% | -37.12% |
| Best Year | 16.61% | 155.54% |
| Worst Year | -6.61% | -57.08% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.73% | -0.78% |
| Avg. Up Week | 2.86% | 7.15% |
| Avg. Down Week | -2.3% | -4.03% |
| Avg. Up Month | 3.45% | 14.54% |
| Avg. Down Month | -2.46% | -12.41% |
| Win Days % | 47.57% | 51.31% |
| Win Month % | 51.35% | 60.98% |
| Win Week % | 50.79% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |