| Metric | 11377413:btcusd:triple_med_gx:lsma135_50 | 11377413:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 2.08% | 229.72% |
| Max Drawdown | -32.4% | -67.18% |
| Sharpe | 0.07 | 0.46 |
| Sortino | 0.1 | 0.67 |
| Payoff Ratio | 1.05 | 1.01 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 1.08 | 1.08 |
| CPC Index | 0.51 | 0.56 |
| Tail Ratio | 1.06 | 1.0 |
| Outlier Win Ratio | 31.81 | 3.46 |
| Outlier Loss Ratio | 4.18 | 3.45 |
| Volatility (ann.) | 10.79% | 26.14% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.02 | 0.62 |
| Skew | 0.85 | 0.2 |
| Kurtosis | 41.24 | 6.53 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.05% | 2.88% |
| Expected Yearly % | 0.52% | 34.75% |
| Kelly Criterion | -2.53% | 3.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.22% |
| Expected Shortfall (cVaR) | -0.93% | -2.22% |
| Year | 11377413:BTCUSD | 11377413:btcusd:triple_med_gx:lsma135_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 20.85 | -0.38 | + |
| 2023 | 155.54 | -11.18 | -0.07 | - |
| 2024 | 121.00 | -1.10 | -0.01 | - |
| 2025 | 30.14 | -3.84 | -0.13 | - |
| Metric | 11377413:btcusd:triple_med_gx:lsma135_50 | 11377413:BTCUSD |
|---|---|---|
| MTD | 0.52% | 13.36% |
| 3M | 4.03% | 45.08% |
| 6M | -2.14% | 28.47% |
| YTD | -3.84% | 30.14% |
| 1Y | -6.85% | 105.13% |
| 3Y (ann.) | -3.99% | 81.7% |
| 5Y (ann.) | 0.6% | 41.44% |
| Metric | 11377413:btcusd:triple_med_gx:lsma135_50 | 11377413:BTCUSD |
|---|---|---|
| Max Drawdown | -32.4% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -7.4% | -6.66% |
| Avg. Drawdown Days | 113.0 | 35.0 |
| Recovery Factor | 0.06 | 3.42 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -32.40 | 904 |
| 2022-04-28 | 2022-07-17 | -12.71 | 79 |
| 2022-07-19 | 2022-09-10 | -10.42 | 53 |
| 2022-02-16 | 2022-04-28 | -10.36 | 71 |
| 2022-09-10 | 2023-01-21 | -9.11 | 133 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-02-05 | 2022-02-14 | -1.05 | 8 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2022-02-05 | 2022-02-05 | -0.32 | 0 |
| Metric | 11377413:btcusd:triple_med_gx:lsma135_50 | 11377413:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.92% | 35.75% |
| Worst Week | -9.33% | -29.64% |
| Best Month | 10.13% | 43.77% |
| Worst Month | -8.15% | -37.12% |
| Best Year | 20.85% | 155.54% |
| Worst Year | -11.18% | -55.14% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.74% | 5.5% |
| Avg. Down Week | -2.69% | -5.46% |
| Avg. Up Month | 6.16% | 19.71% |
| Avg. Down Month | -3.47% | -15.96% |
| Win Days % | 47.39% | 51.35% |
| Win Month % | 42.5% | 61.9% |
| Win Week % | 41.51% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |