| Metric | 11402160:btcusd:triple_med_gx:lsma90_135 | 11402160:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 66.35% | 195.83% |
| Max Drawdown | -38.87% | -67.18% |
| Sharpe | 0.31 | 0.44 |
| Sortino | 0.47 | 0.64 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 17.48 | 4.04 |
| Outlier Loss Ratio | 4.1 | 4.0 |
| Volatility (ann.) | 16.7% | 26.35% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.42 | 0.57 |
| Skew | 1.04 | 0.2 |
| Kurtosis | 28.87 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.25% | 2.68% |
| Expected Yearly % | 13.57% | 31.15% |
| Kelly Criterion | 2.93% | 4.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.24% |
| Expected Shortfall (cVaR) | -1.42% | -2.24% |
| Year | 11402160:BTCUSD | 11402160:btcusd:triple_med_gx:lsma90_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -15.28 | 0.28 | + |
| 2023 | 155.54 | 52.70 | 0.34 | - |
| 2024 | 121.00 | 11.86 | 0.10 | - |
| 2025 | 16.76 | 14.96 | 0.89 | - |
| Metric | 11402160:btcusd:triple_med_gx:lsma90_135 | 11402160:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 8.84% | 31.46% |
| 6M | 17.08% | 12.77% |
| YTD | 14.96% | 16.76% |
| 1Y | 23.37% | 56.84% |
| 3Y (ann.) | 17.35% | 55.31% |
| 5Y (ann.) | 16.39% | 38.19% |
| Metric | 11402160:btcusd:triple_med_gx:lsma90_135 | 11402160:BTCUSD |
|---|---|---|
| Max Drawdown | -38.87% | -67.18% |
| Longest DD Days | 472.0 | 683.0 |
| Avg. Drawdown | -6.19% | -6.97% |
| Avg. Drawdown Days | 49.0 | 36.0 |
| Recovery Factor | 1.71 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-17 | -38.87 | 472 |
| 2024-04-01 | 2024-12-24 | -32.94 | 267 |
| 2025-03-03 | 2025-06-11 | -16.84 | 100 |
| 2023-07-14 | 2024-03-20 | -14.41 | 250 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-01-07 | 2025-03-01 | -3.37 | 53 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11402160:btcusd:triple_med_gx:lsma90_135 | 11402160:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 17.32% | 43.77% |
| Worst Month | -20.33% | -37.12% |
| Best Year | 52.7% | 155.54% |
| Worst Year | -15.28% | -55.14% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 4.17% | 5.9% |
| Avg. Down Week | -2.92% | -4.74% |
| Avg. Up Month | 7.4% | 13.61% |
| Avg. Down Month | -5.35% | -12.06% |
| Win Days % | 50.17% | 51.32% |
| Win Month % | 53.85% | 60.98% |
| Win Week % | 48.6% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |