| Metric | 11404192:btcusd:triple_med_gx:lsma90_140 | 11404192:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 152.61% | 161.99% |
| Max Drawdown | -36.1% | -67.18% |
| Sharpe | 0.53 | 0.41 |
| Sortino | 0.83 | 0.59 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.35 | 1.06 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 18.2 | 4.01 |
| Outlier Loss Ratio | 4.28 | 3.85 |
| Volatility (ann.) | 15.29% | 26.28% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.88 | 0.5 |
| Skew | 1.77 | 0.18 |
| Kurtosis | 28.91 | 6.41 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.29% | 2.38% |
| Expected Yearly % | 26.07% | 27.22% |
| Kelly Criterion | 5.69% | 6.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.23% |
| Expected Shortfall (cVaR) | -1.29% | -2.23% |
| Year | 11404192:BTCUSD | 11404192:btcusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -13.55 | 0.22 | + |
| 2023 | 155.54 | 55.48 | 0.36 | - |
| 2024 | 121.00 | 62.24 | 0.51 | - |
| 2025 | 16.76 | 15.83 | 0.94 | - |
| Metric | 11404192:btcusd:triple_med_gx:lsma90_140 | 11404192:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 12.66% | 31.46% |
| 6M | 30.62% | 12.77% |
| YTD | 15.83% | 16.76% |
| 1Y | 54.81% | 56.84% |
| 3Y (ann.) | 31.05% | 55.31% |
| 5Y (ann.) | 31.89% | 33.33% |
| Metric | 11404192:btcusd:triple_med_gx:lsma90_140 | 11404192:BTCUSD |
|---|---|---|
| Max Drawdown | -36.1% | -67.18% |
| Longest DD Days | 405.0 | 683.0 |
| Avg. Drawdown | -3.94% | -6.97% |
| Avg. Drawdown Days | 24.0 | 36.0 |
| Recovery Factor | 4.23 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-11 | -36.10 | 405 |
| 2024-06-05 | 2024-10-11 | -15.09 | 127 |
| 2025-03-03 | 2025-06-09 | -14.57 | 98 |
| 2023-04-26 | 2023-06-21 | -13.48 | 55 |
| 2023-07-14 | 2024-01-02 | -12.25 | 172 |
| 2024-04-23 | 2024-06-05 | -9.81 | 43 |
| 2024-01-18 | 2024-01-29 | -9.34 | 11 |
| 2025-01-07 | 2025-03-02 | -8.89 | 54 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| Metric | 11404192:btcusd:triple_med_gx:lsma90_140 | 11404192:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 23.65% | 35.75% |
| Worst Week | -12.46% | -29.64% |
| Best Month | 24.87% | 43.77% |
| Worst Month | -13.95% | -37.12% |
| Best Year | 62.24% | 155.54% |
| Worst Year | -13.55% | -60.27% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 4.53% | 5.68% |
| Avg. Down Week | -2.96% | -4.17% |
| Avg. Up Month | 8.37% | 14.0% |
| Avg. Down Month | -5.87% | -12.36% |
| Win Days % | 50.29% | 51.27% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 56.73% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |