| Metric | 11376102:btcusd:triple_med_gx:lsma130_45 | 11376102:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 41.79% | 208.04% |
| Max Drawdown | -21.0% | -67.18% |
| Sharpe | 0.3 | 0.44 |
| Sortino | 0.45 | 0.64 |
| Payoff Ratio | 1.15 | 1.05 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.37 | 1.07 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 31.34 | 3.42 |
| Outlier Loss Ratio | 4.6 | 3.36 |
| Volatility (ann.) | 10.37% | 26.12% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.51 | 0.57 |
| Skew | 1.34 | 0.2 |
| Kurtosis | 42.97 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.83% | 2.71% |
| Expected Yearly % | 9.12% | 32.48% |
| Kelly Criterion | 1.17% | 5.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.22% |
| Expected Shortfall (cVaR) | -0.88% | -2.22% |
| Year | 11376102:BTCUSD | 11376102:btcusd:triple_med_gx:lsma130_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 28.54 | -0.50 | + |
| 2023 | 155.54 | -10.71 | -0.07 | - |
| 2024 | 121.00 | 36.78 | 0.30 | - |
| 2025 | 27.10 | -9.68 | -0.36 | - |
| Metric | 11376102:btcusd:triple_med_gx:lsma130_45 | 11376102:BTCUSD |
|---|---|---|
| MTD | 3.2% | 10.71% |
| 3M | 7.19% | 41.88% |
| 6M | -4.32% | 22.91% |
| YTD | -9.68% | 27.1% |
| 1Y | -2.3% | 82.29% |
| 3Y (ann.) | 4.98% | 77.48% |
| 5Y (ann.) | 10.64% | 38.53% |
| Metric | 11376102:btcusd:triple_med_gx:lsma130_45 | 11376102:BTCUSD |
|---|---|---|
| Max Drawdown | -21.0% | -67.18% |
| Longest DD Days | 403.0 | 683.0 |
| Avg. Drawdown | -4.19% | -6.7% |
| Avg. Drawdown Days | 38.0 | 34.0 |
| Recovery Factor | 1.99 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-26 | 2024-03-04 | -21.00 | 403 |
| 2024-12-19 | 2025-07-17 | -20.81 | 209 |
| 2022-06-06 | 2023-01-20 | -15.11 | 228 |
| 2024-07-27 | 2024-09-27 | -11.34 | 61 |
| 2024-04-01 | 2024-07-20 | -9.54 | 110 |
| 2022-04-02 | 2022-05-22 | -7.48 | 50 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-10-21 | 2024-11-20 | -4.92 | 30 |
| 2022-05-26 | 2022-05-30 | -4.49 | 3 |
| Metric | 11376102:btcusd:triple_med_gx:lsma130_45 | 11376102:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -7.67% | -29.64% |
| Best Month | 18.04% | 43.77% |
| Worst Month | -9.26% | -37.12% |
| Best Year | 36.78% | 155.54% |
| Worst Year | -10.71% | -57.08% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.68% | -0.76% |
| Avg. Up Week | 3.21% | 5.68% |
| Avg. Down Week | -2.39% | -4.16% |
| Avg. Up Month | 6.54% | 16.41% |
| Avg. Down Month | -3.56% | -12.59% |
| Win Days % | 47.08% | 51.33% |
| Win Month % | 48.78% | 61.9% |
| Win Week % | 47.41% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |