| Metric | 11403027:btcusd:triple_med_gx:lsma90_140 | 11403027:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 27.3% | 161.99% |
| Max Drawdown | -25.8% | -67.18% |
| Sharpe | 0.27 | 0.41 |
| Sortino | 0.44 | 0.59 |
| Payoff Ratio | 1.23 | 1.19 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 0.37 | 1.06 |
| CPC Index | 0.64 | 0.65 |
| Tail Ratio | 0.32 | 0.99 |
| Outlier Win Ratio | 54.84 | 3.16 |
| Outlier Loss Ratio | 4.21 | 3.04 |
| Volatility (ann.) | 7.99% | 26.28% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.29 | 0.5 |
| Skew | 5.1 | 0.18 |
| Kurtosis | 128.65 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.59% | 2.38% |
| Expected Yearly % | 6.22% | 27.22% |
| Kelly Criterion | 1.48% | 10.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.23% |
| Expected Shortfall (cVaR) | -0.68% | -2.23% |
| Year | 11403027:BTCUSD | 11403027:btcusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 10.86 | -0.18 | + |
| 2023 | 155.54 | 26.99 | 0.17 | - |
| 2024 | 121.00 | -15.82 | -0.13 | - |
| 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.) | 4.34% | 55.31% |
| 5Y (ann.) | 7.48% | 33.33% |
| Metric | 11403027:btcusd:triple_med_gx:lsma90_140 | 11403027:BTCUSD |
|---|---|---|
| Max Drawdown | -25.8% | -67.18% |
| Longest DD Days | 646.0 | 683.0 |
| Avg. Drawdown | -2.76% | -6.97% |
| Avg. Drawdown Days | 39.0 | 36.0 |
| Recovery Factor | 1.06 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-09-04 | 2025-06-11 | -25.80 | 646 |
| 2022-08-13 | 2023-02-16 | -10.29 | 186 |
| 2022-04-26 | 2022-08-13 | -10.07 | 108 |
| 2023-07-14 | 2023-08-29 | -5.37 | 46 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-17 | 2022-04-18 | -3.80 | 1 |
| 2022-04-23 | 2022-04-25 | -2.49 | 2 |
| 2023-05-01 | 2023-05-02 | -2.04 | 1 |
| 2023-05-08 | 2023-05-23 | -1.88 | 14 |
| 2022-02-26 | 2022-02-27 | -1.87 | 0 |
| Metric | 11403027:btcusd:triple_med_gx:lsma90_140 | 11403027:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 9.65% | 35.75% |
| Worst Week | -6.29% | -29.64% |
| Best Month | 9.77% | 43.77% |
| Worst Month | -13.63% | -37.12% |
| Best Year | 26.99% | 155.54% |
| Worst Year | -15.82% | -60.27% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 2.45% | 8.1% |
| Avg. Down Week | -2.0% | -3.16% |
| Avg. Up Month | 3.4% | 13.48% |
| Avg. Down Month | -3.54% | -9.5% |
| Win Days % | 45.64% | 51.27% |
| Win Month % | 59.46% | 60.98% |
| Win Week % | 44.78% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |