| Metric | 11375178:btcusd:triple_med_gx:lsma130_40 | 11375178:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 18.22% | 215.41% |
| Max Drawdown | -35.07% | -67.18% |
| Sharpe | 0.17 | 0.45 |
| Sortino | 0.24 | 0.65 |
| Payoff Ratio | 1.09 | 1.01 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.36 | 1.08 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 30.63 | 3.42 |
| Outlier Loss Ratio | 4.46 | 3.48 |
| Volatility (ann.) | 10.68% | 26.14% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.14 | 0.59 |
| Skew | 0.74 | 0.2 |
| Kurtosis | 39.95 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.4% | 2.77% |
| Expected Yearly % | 4.27% | 33.27% |
| Kelly Criterion | -0.77% | 3.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.22% |
| Expected Shortfall (cVaR) | -0.91% | -2.22% |
| Year | 11375178:BTCUSD | 11375178:btcusd:triple_med_gx:lsma130_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 25.81 | -0.45 | + |
| 2023 | 155.54 | -0.83 | -0.01 | - |
| 2024 | 121.00 | 0.95 | 0.01 | - |
| 2025 | 30.14 | -6.14 | -0.20 | - |
| Metric | 11375178:btcusd:triple_med_gx:lsma130_40 | 11375178:BTCUSD |
|---|---|---|
| MTD | 4.38% | 13.36% |
| 3M | 11.03% | 45.08% |
| 6M | -1.8% | 28.47% |
| YTD | -6.14% | 30.14% |
| 1Y | 0.98% | 105.13% |
| 3Y (ann.) | 0.21% | 81.7% |
| 5Y (ann.) | 4.98% | 39.55% |
| Metric | 11375178:btcusd:triple_med_gx:lsma130_40 | 11375178:BTCUSD |
|---|---|---|
| Max Drawdown | -35.07% | -67.18% |
| Longest DD Days | 489.0 | 683.0 |
| Avg. Drawdown | -6.38% | -6.6% |
| Avg. Drawdown Days | 72.0 | 34.0 |
| Recovery Factor | 0.52 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-07-14 | -35.07 | 489 |
| 2023-01-21 | 2024-02-15 | -17.94 | 389 |
| 2022-06-06 | 2023-01-20 | -17.64 | 228 |
| 2022-03-31 | 2022-05-22 | -10.02 | 52 |
| 2022-02-05 | 2022-03-22 | -8.49 | 45 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2022-05-23 | 2022-05-29 | -3.14 | 6 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2024-02-15 | 2024-03-03 | -2.19 | 17 |
| 2022-02-02 | 2022-02-04 | -2.01 | 1 |
| Metric | 11375178:btcusd:triple_med_gx:lsma130_40 | 11375178:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.78% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 14.7% | 43.77% |
| Worst Month | -12.36% | -37.12% |
| Best Year | 25.81% | 155.54% |
| Worst Year | -6.14% | -57.08% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.73% | -0.8% |
| Avg. Up Week | 3.24% | 5.07% |
| Avg. Down Week | -2.67% | -4.48% |
| Avg. Up Month | 5.39% | 16.58% |
| Avg. Down Month | -3.75% | -12.43% |
| Win Days % | 47.4% | 51.34% |
| Win Month % | 51.22% | 61.9% |
| Win Week % | 50.0% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |