| Metric | 11403027:btcusd:triple_med_gx:lsma90_140 | 11403027:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 4.99% | 61.16% |
| Max Drawdown | -8.85% | -29.51% |
| Sharpe | 0.21 | 0.59 |
| Sortino | 0.3 | 0.85 |
| Payoff Ratio | 1.12 | 1.0 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | 0.17 | 1.07 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 0.15 | 0.98 |
| Outlier Win Ratio | 55.21 | 2.9 |
| Outlier Loss Ratio | 3.44 | 2.7 |
| Volatility (ann.) | 6.81% | 25.19% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.55 | 2.0 |
| Skew | -0.48 | 0.21 |
| Kurtosis | 46.46 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.38% | 3.74% |
| Expected Yearly % | 2.46% | 26.95% |
| Kelly Criterion | 0.12% | 3.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.13% |
| Expected Shortfall (cVaR) | -0.58% | -2.13% |
| Year | 11403027:BTCUSD | 11403027:btcusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.26 | -0.06 | - |
| 2025 | 16.76 | 7.42 | 0.44 | - |
| Metric | 11403027:btcusd:triple_med_gx:lsma90_140 | 11403027:BTCUSD |
|---|---|---|
| MTD | 3.0% | 4.16% |
| 3M | 6.4% | 31.46% |
| 6M | 8.5% | 12.77% |
| YTD | 7.42% | 16.76% |
| 1Y | 5.45% | 56.84% |
| 3Y (ann.) | 4.85% | 59.12% |
| 5Y (ann.) | 4.85% | 59.12% |
| Metric | 11403027:btcusd:triple_med_gx:lsma90_140 | 11403027:BTCUSD |
|---|---|---|
| Max Drawdown | -8.85% | -29.51% |
| Longest DD Days | 256.0 | 144.0 |
| Avg. Drawdown | -2.81% | -4.82% |
| Avg. Drawdown Days | 57.0 | 14.0 |
| Recovery Factor | 0.56 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-03-14 | -8.85 | 256 |
| 2024-06-05 | 2024-06-30 | -3.47 | 25 |
| 2025-04-11 | 2025-06-09 | -3.16 | 59 |
| 2025-06-10 | 2025-06-11 | -1.04 | 1 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| 2025-04-11 | 2025-04-11 | -0.18 | 0 |
| Metric | 11403027:btcusd:triple_med_gx:lsma90_140 | 11403027:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 3.61% | 18.93% |
| Worst Week | -3.24% | -12.33% |
| Best Month | 3.61% | 37.42% |
| Worst Month | -3.37% | -17.69% |
| Best Year | 7.42% | 38.02% |
| Worst Year | -2.26% | 16.76% |
| Avg. Up Day | 0.83% | 0.86% |
| Avg. Down Day | -0.75% | -0.85% |
| Avg. Up Week | 1.71% | 7.71% |
| Avg. Down Week | -1.51% | -4.41% |
| Avg. Up Month | 1.96% | 13.94% |
| Avg. Down Month | -2.88% | -5.98% |
| Win Days % | 47.31% | 51.86% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 54.55% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |