| Metric | 11403080:btcusd:triple_med_gx:lsma90_140 | 11403080:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 0.69% | 161.99% |
| Max Drawdown | -26.63% | -67.18% |
| Sharpe | 0.04 | 0.41 |
| Sortino | 0.07 | 0.59 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 0.29 | 1.06 |
| CPC Index | 0.52 | 0.58 |
| Tail Ratio | 0.29 | 0.99 |
| Outlier Win Ratio | 60.17 | 3.15 |
| Outlier Loss Ratio | 4.08 | 3.03 |
| Volatility (ann.) | 7.55% | 26.28% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.01 | 0.5 |
| Skew | 1.92 | 0.18 |
| Kurtosis | 105.71 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.02% | 2.38% |
| Expected Yearly % | 0.17% | 27.22% |
| Kelly Criterion | -3.33% | 5.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.23% |
| Expected Shortfall (cVaR) | -0.65% | -2.23% |
| Year | 11403080:BTCUSD | 11403080:btcusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 15.19 | -0.25 | + |
| 2023 | 155.54 | 4.53 | 0.03 | - |
| 2024 | 121.00 | -14.65 | -0.12 | - |
| 2025 | 16.76 | -2.03 | -0.12 | - |
| Metric | 11403080:btcusd:triple_med_gx:lsma90_140 | 11403080:BTCUSD |
|---|---|---|
| MTD | 3.54% | 4.16% |
| 3M | 4.3% | 31.46% |
| 6M | 0.28% | 12.77% |
| YTD | -2.03% | 16.76% |
| 1Y | -7.34% | 56.84% |
| 3Y (ann.) | -3.09% | 55.31% |
| 5Y (ann.) | 0.2% | 33.33% |
| Metric | 11403080:btcusd:triple_med_gx:lsma90_140 | 11403080:BTCUSD |
|---|---|---|
| Max Drawdown | -26.63% | -67.18% |
| Longest DD Days | 646.0 | 683.0 |
| Avg. Drawdown | -3.92% | -6.97% |
| Avg. Drawdown Days | 60.0 | 36.0 |
| Recovery Factor | 0.03 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-09-04 | 2025-06-11 | -26.63 | 646 |
| 2022-04-21 | 2022-09-28 | -8.29 | 160 |
| 2022-11-18 | 2023-03-14 | -6.33 | 116 |
| 2023-07-14 | 2023-08-29 | -5.74 | 46 |
| 2022-03-06 | 2022-04-19 | -5.28 | 44 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-05-06 | 2023-05-26 | -2.95 | 20 |
| 2023-04-11 | 2023-05-02 | -2.26 | 21 |
| 2022-10-20 | 2022-10-25 | -1.82 | 5 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11403080:btcusd:triple_med_gx:lsma90_140 | 11403080:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 11.15% | 35.75% |
| Worst Week | -6.52% | -29.64% |
| Best Month | 10.22% | 43.77% |
| Worst Month | -11.65% | -37.12% |
| Best Year | 15.19% | 155.54% |
| Worst Year | -14.65% | -60.27% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.71% | -0.76% |
| Avg. Up Week | 1.65% | 6.96% |
| Avg. Down Week | -1.89% | -2.89% |
| Avg. Up Month | 2.7% | 8.72% |
| Avg. Down Month | -3.21% | -9.59% |
| Win Days % | 45.84% | 51.27% |
| Win Month % | 48.65% | 60.98% |
| Win Week % | 40.58% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |