| Metric | 11375123:btcusd:triple_med_gx:lsma130_40 | 11375123:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 18.27% | 215.41% |
| Max Drawdown | -23.29% | -67.18% |
| Sharpe | 0.17 | 0.45 |
| Sortino | 0.24 | 0.65 |
| Payoff Ratio | 1.12 | 1.02 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.34 | 1.08 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 30.02 | 3.43 |
| Outlier Loss Ratio | 4.46 | 3.47 |
| Volatility (ann.) | 10.84% | 26.14% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.21 | 0.59 |
| Skew | 0.74 | 0.2 |
| Kurtosis | 38.97 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.4% | 2.77% |
| Expected Yearly % | 4.28% | 33.27% |
| Kelly Criterion | -0.3% | 3.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.22% |
| Expected Shortfall (cVaR) | -0.93% | -2.22% |
| Year | 11375123:BTCUSD | 11375123:btcusd:triple_med_gx:lsma130_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 4.41 | -0.08 | + |
| 2023 | 155.54 | -5.18 | -0.03 | - |
| 2024 | 121.00 | 32.66 | 0.27 | - |
| 2025 | 30.14 | -9.96 | -0.33 | - |
| Metric | 11375123:btcusd:triple_med_gx:lsma130_40 | 11375123:BTCUSD |
|---|---|---|
| MTD | 3.66% | 13.36% |
| 3M | 10.43% | 45.08% |
| 6M | -5.49% | 28.47% |
| YTD | -9.96% | 30.14% |
| 1Y | -0.07% | 105.13% |
| 3Y (ann.) | 5.22% | 81.7% |
| 5Y (ann.) | 4.99% | 39.55% |
| Metric | 11375123:btcusd:triple_med_gx:lsma130_40 | 11375123:BTCUSD |
|---|---|---|
| Max Drawdown | -23.29% | -67.18% |
| Longest DD Days | 636.0 | 683.0 |
| Avg. Drawdown | -7.4% | -6.6% |
| Avg. Drawdown Days | 95.0 | 34.0 |
| Recovery Factor | 0.78 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2024-03-04 | -23.29 | 636 |
| 2024-12-19 | 2025-07-14 | -22.74 | 206 |
| 2024-04-01 | 2024-12-19 | -17.02 | 262 |
| 2022-03-31 | 2022-06-06 | -8.81 | 66 |
| 2022-02-10 | 2022-03-22 | -7.86 | 39 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2024-03-11 | 2024-03-31 | -0.99 | 20 |
| Metric | 11375123:btcusd:triple_med_gx:lsma130_40 | 11375123:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.11% | -9.32% |
| Best Week | 10.06% | 35.75% |
| Worst Week | -7.23% | -29.64% |
| Best Month | 17.97% | 43.77% |
| Worst Month | -10.6% | -37.12% |
| Best Year | 32.66% | 155.54% |
| Worst Year | -9.96% | -57.08% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.72% | -0.8% |
| Avg. Up Week | 3.04% | 6.13% |
| Avg. Down Week | -2.6% | -4.03% |
| Avg. Up Month | 5.8% | 17.35% |
| Avg. Down Month | -5.05% | -13.52% |
| Win Days % | 47.11% | 51.34% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 48.7% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |