| Metric | 11402268:btcusd:triple_med_gx:lsma90_135 | 11402268:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 79.74% | 195.83% |
| Max Drawdown | -38.54% | -67.18% |
| Sharpe | 0.35 | 0.44 |
| Sortino | 0.53 | 0.64 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.23 | 1.07 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 17.8 | 3.95 |
| Outlier Loss Ratio | 4.21 | 3.99 |
| Volatility (ann.) | 16.01% | 26.35% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.5 | 0.57 |
| Skew | 0.98 | 0.2 |
| Kurtosis | 29.07 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.44% | 2.68% |
| Expected Yearly % | 15.79% | 31.15% |
| Kelly Criterion | 3.8% | 4.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.24% |
| Expected Shortfall (cVaR) | -1.36% | -2.24% |
| Year | 11402268:BTCUSD | 11402268:btcusd:triple_med_gx:lsma90_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -11.54 | 0.21 | + |
| 2023 | 155.54 | 61.46 | 0.40 | - |
| 2024 | 121.00 | 5.95 | 0.05 | - |
| 2025 | 16.76 | 18.78 | 1.12 | + |
| Metric | 11402268:btcusd:triple_med_gx:lsma90_135 | 11402268:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 17.06% | 31.46% |
| 6M | 20.04% | 12.77% |
| YTD | 18.78% | 16.76% |
| 1Y | 32.37% | 56.84% |
| 3Y (ann.) | 23.73% | 55.31% |
| 5Y (ann.) | 19.11% | 38.19% |
| Metric | 11402268:btcusd:triple_med_gx:lsma90_135 | 11402268:BTCUSD |
|---|---|---|
| Max Drawdown | -38.54% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -5.27% | -6.97% |
| Avg. Drawdown Days | 31.0 | 36.0 |
| Recovery Factor | 2.07 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -38.54 | 420 |
| 2024-04-01 | 2024-12-04 | -28.54 | 247 |
| 2025-03-06 | 2025-04-12 | -15.46 | 37 |
| 2023-07-14 | 2023-12-04 | -14.60 | 143 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-31 | 2024-03-28 | -10.20 | 57 |
| 2023-12-22 | 2024-01-29 | -9.85 | 38 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-01-07 | 2025-03-05 | -6.29 | 57 |
| Metric | 11402268:btcusd:triple_med_gx:lsma90_135 | 11402268:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 15.99% | 43.77% |
| Worst Month | -15.62% | -37.12% |
| Best Year | 61.46% | 155.54% |
| Worst Year | -11.54% | -55.14% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 4.9% | 5.82% |
| Avg. Down Week | -2.95% | -4.62% |
| Avg. Up Month | 7.04% | 12.44% |
| Avg. Down Month | -5.33% | -13.18% |
| Win Days % | 50.26% | 51.32% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 45.19% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |