| Metric | 11402437:btcusd:triple_med_gx:lsma90_135 | 11402437:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 125.54% | 195.83% |
| Max Drawdown | -38.84% | -67.18% |
| Sharpe | 0.46 | 0.44 |
| Sortino | 0.71 | 0.64 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 17.9 | 3.99 |
| Outlier Loss Ratio | 4.29 | 3.98 |
| Volatility (ann.) | 15.72% | 26.35% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.71 | 0.57 |
| Skew | 1.29 | 0.2 |
| Kurtosis | 28.65 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.0% | 2.68% |
| Expected Yearly % | 22.55% | 31.15% |
| Kelly Criterion | 4.92% | 4.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.24% |
| Expected Shortfall (cVaR) | -1.33% | -2.24% |
| Year | 11402437:BTCUSD | 11402437:btcusd:triple_med_gx:lsma90_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -23.18 | 0.42 | + |
| 2023 | 155.54 | 55.79 | 0.36 | - |
| 2024 | 121.00 | 56.52 | 0.47 | - |
| 2025 | 16.76 | 20.41 | 1.22 | + |
| Metric | 11402437:btcusd:triple_med_gx:lsma90_135 | 11402437:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 16.06% | 31.46% |
| 6M | 28.27% | 12.77% |
| YTD | 20.41% | 16.76% |
| 1Y | 59.58% | 56.84% |
| 3Y (ann.) | 29.64% | 55.31% |
| 5Y (ann.) | 27.45% | 38.19% |
| Metric | 11402437:btcusd:triple_med_gx:lsma90_135 | 11402437:BTCUSD |
|---|---|---|
| Max Drawdown | -38.84% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -3.91% | -6.97% |
| Avg. Drawdown Days | 25.0 | 36.0 |
| Recovery Factor | 3.23 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -38.84 | 476 |
| 2024-04-01 | 2024-10-11 | -15.39 | 193 |
| 2025-03-02 | 2025-05-18 | -14.36 | 77 |
| 2023-07-14 | 2023-12-04 | -12.91 | 143 |
| 2024-01-18 | 2024-01-29 | -9.34 | 11 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2025-01-07 | 2025-03-02 | -8.42 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-23 | 2025-01-03 | -4.75 | 11 |
| 2023-12-23 | 2024-01-01 | -4.67 | 9 |
| Metric | 11402437:btcusd:triple_med_gx:lsma90_135 | 11402437:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 23.65% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 16.3% | 43.77% |
| Worst Month | -15.95% | -37.12% |
| Best Year | 56.52% | 155.54% |
| Worst Year | -23.18% | -55.14% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 4.85% | 6.17% |
| Avg. Down Week | -2.91% | -4.78% |
| Avg. Up Month | 7.45% | 14.42% |
| Avg. Down Month | -6.33% | -11.86% |
| Win Days % | 50.63% | 51.32% |
| Win Month % | 65.0% | 60.98% |
| Win Week % | 50.94% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |