| Metric | 11404080:btcusd:triple_med_gx:lsma90_140 | 11404080:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 73.51% | 161.99% |
| Max Drawdown | -44.83% | -67.18% |
| Sharpe | 0.35 | 0.41 |
| Sortino | 0.52 | 0.59 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 18.16 | 3.88 |
| Outlier Loss Ratio | 4.26 | 3.95 |
| Volatility (ann.) | 15.28% | 26.28% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.4 | 0.5 |
| Skew | 1.22 | 0.18 |
| Kurtosis | 26.96 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.35% | 2.38% |
| Expected Yearly % | 14.77% | 27.22% |
| Kelly Criterion | 3.73% | 4.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.23% |
| Expected Shortfall (cVaR) | -1.3% | -2.23% |
| Year | 11404080:BTCUSD | 11404080:btcusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -30.84 | 0.51 | + |
| 2023 | 155.54 | 72.41 | 0.47 | - |
| 2024 | 121.00 | 37.25 | 0.31 | - |
| 2025 | 16.76 | 6.02 | 0.36 | - |
| Metric | 11404080:btcusd:triple_med_gx:lsma90_140 | 11404080:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 7.05% | 31.46% |
| 6M | 7.96% | 12.77% |
| YTD | 6.02% | 16.76% |
| 1Y | 26.38% | 56.84% |
| 3Y (ann.) | 19.8% | 55.31% |
| 5Y (ann.) | 17.89% | 33.33% |
| Metric | 11404080:btcusd:triple_med_gx:lsma90_140 | 11404080:BTCUSD |
|---|---|---|
| Max Drawdown | -44.83% | -67.18% |
| Longest DD Days | 498.0 | 683.0 |
| Avg. Drawdown | -5.63% | -6.97% |
| Avg. Drawdown Days | 34.0 | 36.0 |
| Recovery Factor | 1.64 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-07-13 | -44.83 | 498 |
| 2025-03-06 | 2025-06-11 | -15.46 | 97 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2023-07-14 | 2023-12-04 | -12.70 | 143 |
| 2024-08-09 | 2024-09-13 | -10.22 | 35 |
| 2023-12-22 | 2024-01-29 | -10.16 | 38 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2024-09-14 | 2024-10-14 | -9.12 | 30 |
| 2025-01-07 | 2025-03-06 | -8.55 | 58 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| Metric | 11404080:btcusd:triple_med_gx:lsma90_140 | 11404080:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 20.32% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 19.26% | 43.77% |
| Worst Month | -15.45% | -37.12% |
| Best Year | 72.41% | 155.54% |
| Worst Year | -30.84% | -60.27% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 5.09% | 6.55% |
| Avg. Down Week | -2.75% | -4.45% |
| Avg. Up Month | 6.69% | 13.35% |
| Avg. Down Month | -5.76% | -11.98% |
| Win Days % | 50.17% | 51.27% |
| Win Month % | 58.97% | 60.98% |
| Win Week % | 43.27% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |