| Metric | 11402971:btcusd:triple_med_gx:lsma90_140 | 11402971:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 21.03% | 161.99% |
| Max Drawdown | -27.96% | -67.18% |
| Sharpe | 0.21 | 0.41 |
| Sortino | 0.35 | 0.59 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 0.69 | 1.06 |
| CPC Index | 0.61 | 0.64 |
| Tail Ratio | 0.62 | 0.99 |
| Outlier Win Ratio | 51.06 | 3.22 |
| Outlier Loss Ratio | 4.31 | 3.1 |
| Volatility (ann.) | 8.39% | 26.28% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.21 | 0.5 |
| Skew | 4.61 | 0.18 |
| Kurtosis | 105.52 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.38% |
| Expected Yearly % | 4.89% | 27.22% |
| Kelly Criterion | -0.57% | 9.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.23% |
| Expected Shortfall (cVaR) | -0.72% | -2.23% |
| Year | 11402971:BTCUSD | 11402971:btcusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 19.89 | -0.33 | + |
| 2023 | 155.54 | 14.40 | 0.09 | - |
| 2024 | 121.00 | -15.25 | -0.13 | - |
| 2025 | 16.76 | 4.12 | 0.25 | - |
| Metric | 11402971:btcusd:triple_med_gx:lsma90_140 | 11402971:BTCUSD |
|---|---|---|
| MTD | 3.06% | 4.16% |
| 3M | 3.01% | 31.46% |
| 6M | 7.94% | 12.77% |
| YTD | 4.12% | 16.76% |
| 1Y | -1.25% | 56.84% |
| 3Y (ann.) | 0.75% | 55.31% |
| 5Y (ann.) | 5.87% | 33.33% |
| Metric | 11402971:btcusd:triple_med_gx:lsma90_140 | 11402971:BTCUSD |
|---|---|---|
| Max Drawdown | -27.96% | -67.18% |
| Longest DD Days | 647.0 | 683.0 |
| Avg. Drawdown | -4.15% | -6.97% |
| Avg. Drawdown Days | 60.0 | 36.0 |
| Recovery Factor | 0.75 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-09-03 | 2025-06-11 | -27.96 | 647 |
| 2022-05-16 | 2022-08-11 | -8.39 | 87 |
| 2023-07-14 | 2023-08-29 | -7.80 | 46 |
| 2022-10-24 | 2023-02-15 | -6.51 | 114 |
| 2022-08-15 | 2022-10-23 | -4.69 | 69 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-04 | 2022-04-18 | -4.02 | 45 |
| 2023-04-11 | 2023-07-13 | -4.01 | 92 |
| 2022-04-20 | 2022-04-25 | -3.08 | 5 |
| 2023-02-16 | 2023-03-13 | -2.28 | 25 |
| Metric | 11402971:btcusd:triple_med_gx:lsma90_140 | 11402971:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 11.41% | 35.75% |
| Worst Week | -8.44% | -29.64% |
| Best Month | 10.68% | 43.77% |
| Worst Month | -11.21% | -37.12% |
| Best Year | 19.89% | 155.54% |
| Worst Year | -15.25% | -60.27% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 2.11% | 6.11% |
| Avg. Down Week | -2.05% | -2.28% |
| Avg. Up Month | 3.33% | 10.79% |
| Avg. Down Month | -3.21% | -9.34% |
| Win Days % | 44.44% | 51.27% |
| Win Month % | 56.76% | 60.98% |
| Win Week % | 47.95% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |