| Metric | 11378490:btcusd:triple_med_gx:lsma130_55 | 11378490:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 9.83% | 215.41% |
| Max Drawdown | -34.63% | -67.18% |
| Sharpe | 0.12 | 0.45 |
| Sortino | 0.17 | 0.65 |
| Payoff Ratio | 1.08 | 1.01 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.33 | 1.08 |
| CPC Index | 0.53 | 0.56 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 35.55 | 3.43 |
| Outlier Loss Ratio | 4.12 | 3.37 |
| Volatility (ann.) | 10.19% | 26.14% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.08 | 0.59 |
| Skew | 1.01 | 0.2 |
| Kurtosis | 50.28 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.22% | 2.77% |
| Expected Yearly % | 2.37% | 33.27% |
| Kelly Criterion | -1.26% | 2.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.22% |
| Expected Shortfall (cVaR) | -0.87% | -2.22% |
| Year | 11378490:BTCUSD | 11378490:btcusd:triple_med_gx:lsma130_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 38.19 | -0.67 | + |
| 2023 | 155.54 | -14.20 | -0.09 | - |
| 2024 | 121.00 | -2.20 | -0.02 | - |
| 2025 | 30.14 | -5.28 | -0.18 | - |
| Metric | 11378490:btcusd:triple_med_gx:lsma130_55 | 11378490:BTCUSD |
|---|---|---|
| MTD | -0.62% | 13.36% |
| 3M | 5.44% | 45.08% |
| 6M | -3.72% | 28.47% |
| YTD | -5.28% | 30.14% |
| 1Y | -5.42% | 105.13% |
| 3Y (ann.) | -2.69% | 81.7% |
| 5Y (ann.) | 2.76% | 39.55% |
| Metric | 11378490:btcusd:triple_med_gx:lsma130_55 | 11378490:BTCUSD |
|---|---|---|
| Max Drawdown | -34.63% | -67.18% |
| Longest DD Days | 1038.0 | 683.0 |
| Avg. Drawdown | -4.43% | -6.6% |
| Avg. Drawdown Days | 69.0 | 34.0 |
| Recovery Factor | 0.28 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-10 | 2025-07-14 | -34.63 | 1038 |
| 2022-02-16 | 2022-03-09 | -9.19 | 21 |
| 2022-03-09 | 2022-04-25 | -8.42 | 47 |
| 2022-04-26 | 2022-07-06 | -8.20 | 71 |
| 2022-07-25 | 2022-09-09 | -4.73 | 46 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-14 | 2022-07-14 | -2.46 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-07 | 2022-07-13 | -1.60 | 6 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| Metric | 11378490:btcusd:triple_med_gx:lsma130_55 | 11378490:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.46% | 35.75% |
| Worst Week | -8.91% | -29.64% |
| Best Month | 17.24% | 43.77% |
| Worst Month | -8.09% | -37.12% |
| Best Year | 38.19% | 155.54% |
| Worst Year | -14.2% | -57.08% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.76% | -0.83% |
| Avg. Up Week | 3.83% | 5.45% |
| Avg. Down Week | -2.59% | -5.57% |
| Avg. Up Month | 4.95% | 14.98% |
| Avg. Down Month | -4.34% | -13.53% |
| Win Days % | 47.52% | 51.34% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 41.24% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |