| Metric | 11400434:btcusd:triple_med_gx:lsma90_130 | 11400434:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 69.47% | 182.99% |
| Max Drawdown | -36.69% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.48 | 0.62 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.19 | 1.06 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 17.12 | 4.07 |
| Outlier Loss Ratio | 4.09 | 4.02 |
| Volatility (ann.) | 17.05% | 26.35% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.46 | 0.54 |
| Skew | 1.09 | 0.2 |
| Kurtosis | 27.99 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.29% | 2.57% |
| Expected Yearly % | 14.1% | 29.7% |
| Kelly Criterion | 2.91% | 4.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.24% |
| Expected Shortfall (cVaR) | -1.45% | -2.24% |
| Year | 11400434:BTCUSD | 11400434:btcusd:triple_med_gx:lsma90_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -9.20 | 0.16 | + |
| 2023 | 155.54 | 47.91 | 0.31 | - |
| 2024 | 121.00 | 7.65 | 0.06 | - |
| 2025 | 16.76 | 17.21 | 1.03 | + |
| Metric | 11400434:btcusd:triple_med_gx:lsma90_130 | 11400434:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 10.54% | 31.46% |
| 6M | 20.7% | 12.77% |
| YTD | 17.21% | 16.76% |
| 1Y | 26.86% | 56.84% |
| 3Y (ann.) | 13.02% | 55.31% |
| 5Y (ann.) | 17.02% | 36.34% |
| Metric | 11400434:btcusd:triple_med_gx:lsma90_130 | 11400434:BTCUSD |
|---|---|---|
| Max Drawdown | -36.69% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -7.18% | -6.9% |
| Avg. Drawdown Days | 59.0 | 35.0 |
| Recovery Factor | 1.89 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-20 | -36.69 | 475 |
| 2024-04-01 | 2025-01-06 | -35.02 | 280 |
| 2025-03-03 | 2025-06-11 | -16.84 | 100 |
| 2023-07-14 | 2024-03-20 | -14.68 | 250 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2022-02-21 | 2022-02-23 | -4.83 | 1 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-01-07 | 2025-03-01 | -3.37 | 53 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11400434:btcusd:triple_med_gx:lsma90_130 | 11400434:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 22.59% | 43.77% |
| Worst Month | -24.39% | -37.12% |
| Best Year | 47.91% | 155.54% |
| Worst Year | -9.2% | -57.08% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 4.47% | 5.73% |
| Avg. Down Week | -3.06% | -4.31% |
| Avg. Up Month | 7.56% | 12.49% |
| Avg. Down Month | -5.24% | -12.41% |
| Win Days % | 50.17% | 51.31% |
| Win Month % | 53.85% | 60.98% |
| Win Week % | 50.47% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |