| Metric | 11401213:btcusd:triple_med_gx:lsma90_135 | 11401213:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 19.83% | 195.83% |
| Max Drawdown | -28.95% | -67.18% |
| Sharpe | 0.21 | 0.44 |
| Sortino | 0.35 | 0.64 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 0.27 | 1.07 |
| CPC Index | 0.62 | 0.67 |
| Tail Ratio | 0.25 | 0.99 |
| Outlier Win Ratio | 56.2 | 3.17 |
| Outlier Loss Ratio | 4.23 | 3.03 |
| Volatility (ann.) | 7.89% | 26.35% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.19 | 0.57 |
| Skew | 4.71 | 0.2 |
| Kurtosis | 113.98 | 6.45 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.44% | 2.68% |
| Expected Yearly % | 4.63% | 31.15% |
| Kelly Criterion | -0.03% | 11.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.24% |
| Expected Shortfall (cVaR) | -0.67% | -2.24% |
| Year | 11401213:BTCUSD | 11401213:btcusd:triple_med_gx:lsma90_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 18.65 | -0.34 | + |
| 2023 | 155.54 | 10.05 | 0.06 | - |
| 2024 | 121.00 | -15.35 | -0.13 | - |
| 2025 | 16.76 | 8.42 | 0.50 | - |
| Metric | 11401213:btcusd:triple_med_gx:lsma90_135 | 11401213:BTCUSD |
|---|---|---|
| MTD | 3.95% | 4.16% |
| 3M | 6.65% | 31.46% |
| 6M | 9.15% | 12.77% |
| YTD | 8.42% | 16.76% |
| 1Y | 3.16% | 56.84% |
| 3Y (ann.) | -0.63% | 55.31% |
| 5Y (ann.) | 5.54% | 38.19% |
| Metric | 11401213:btcusd:triple_med_gx:lsma90_135 | 11401213:BTCUSD |
|---|---|---|
| Max Drawdown | -28.95% | -67.18% |
| Longest DD Days | 698.0 | 683.0 |
| Avg. Drawdown | -3.51% | -6.97% |
| Avg. Drawdown Days | 52.0 | 36.0 |
| Recovery Factor | 0.68 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-14 | 2025-06-11 | -28.95 | 698 |
| 2022-08-11 | 2023-02-15 | -7.71 | 188 |
| 2022-06-21 | 2022-08-11 | -6.02 | 50 |
| 2022-05-16 | 2022-05-19 | -5.10 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-20 | 2022-05-15 | -4.26 | 25 |
| 2022-04-17 | 2022-04-18 | -3.80 | 1 |
| 2023-05-04 | 2023-05-23 | -3.08 | 18 |
| 2023-05-01 | 2023-05-04 | -2.09 | 2 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11401213:btcusd:triple_med_gx:lsma90_135 | 11401213:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 11.61% | 35.75% |
| Worst Week | -6.29% | -29.64% |
| Best Month | 10.68% | 43.77% |
| Worst Month | -12.09% | -37.12% |
| Best Year | 18.65% | 155.54% |
| Worst Year | -15.35% | -55.14% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.69% | -0.74% |
| Avg. Up Week | 2.29% | 7.18% |
| Avg. Down Week | -1.81% | -2.82% |
| Avg. Up Month | 3.31% | 11.24% |
| Avg. Down Month | -3.42% | -11.57% |
| Win Days % | 44.18% | 51.32% |
| Win Month % | 59.46% | 60.98% |
| Win Week % | 43.66% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |