| Metric | 11403247:btcusd:triple_med_gx:lsma90_140 | 11403247:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 42.02% | 161.99% |
| Max Drawdown | -12.56% | -67.18% |
| Sharpe | 0.39 | 0.41 |
| Sortino | 0.63 | 0.59 |
| Payoff Ratio | 1.2 | 1.13 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 0.74 | 1.06 |
| CPC Index | 0.69 | 0.62 |
| Tail Ratio | 0.62 | 0.99 |
| Outlier Win Ratio | 55.16 | 3.19 |
| Outlier Loss Ratio | 4.28 | 3.04 |
| Volatility (ann.) | 7.51% | 26.28% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.88 | 0.5 |
| Skew | 3.45 | 0.18 |
| Kurtosis | 96.11 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.86% | 2.38% |
| Expected Yearly % | 9.17% | 27.22% |
| Kelly Criterion | 5.11% | 8.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.23% |
| Expected Shortfall (cVaR) | -0.64% | -2.23% |
| Year | 11403247:BTCUSD | 11403247:btcusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 22.85 | -0.38 | + |
| 2023 | 155.54 | -2.13 | -0.01 | - |
| 2024 | 121.00 | 12.45 | 0.10 | - |
| 2025 | 16.76 | 5.04 | 0.30 | - |
| Metric | 11403247:btcusd:triple_med_gx:lsma90_140 | 11403247:BTCUSD |
|---|---|---|
| MTD | 3.47% | 4.16% |
| 3M | 2.04% | 31.46% |
| 6M | 16.2% | 12.77% |
| YTD | 5.04% | 16.76% |
| 1Y | 17.74% | 56.84% |
| 3Y (ann.) | 6.04% | 55.31% |
| 5Y (ann.) | 11.05% | 33.33% |
| Metric | 11403247:btcusd:triple_med_gx:lsma90_140 | 11403247:BTCUSD |
|---|---|---|
| Max Drawdown | -12.56% | -67.18% |
| Longest DD Days | 641.0 | 683.0 |
| Avg. Drawdown | -2.64% | -6.97% |
| Avg. Drawdown Days | 75.0 | 36.0 |
| Recovery Factor | 3.34 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-14 | 2024-12-15 | -12.56 | 641 |
| 2022-04-21 | 2023-03-14 | -12.22 | 327 |
| 2025-02-14 | 2025-03-11 | -3.49 | 24 |
| 2025-01-04 | 2025-02-14 | -2.80 | 41 |
| 2025-03-11 | 2025-06-09 | -2.25 | 90 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2022-03-02 | 2022-03-08 | -0.68 | 6 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| Metric | 11403247:btcusd:triple_med_gx:lsma90_140 | 11403247:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 17.03% | 35.75% |
| Worst Week | -6.4% | -29.64% |
| Best Month | 14.32% | 43.77% |
| Worst Month | -6.0% | -37.12% |
| Best Year | 22.85% | 155.54% |
| Worst Year | -2.13% | -60.27% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.67% | -0.72% |
| Avg. Up Week | 2.59% | 7.2% |
| Avg. Down Week | -1.61% | -2.66% |
| Avg. Up Month | 3.63% | 10.35% |
| Avg. Down Month | -2.31% | -10.2% |
| Win Days % | 48.28% | 51.27% |
| Win Month % | 51.35% | 60.98% |
| Win Week % | 43.55% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |