| Metric | 11379670:btcusd:triple_med_gx:lsma130_60 | 11379670:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 28.09% | 215.41% |
| Max Drawdown | -22.14% | -67.18% |
| Sharpe | 0.23 | 0.45 |
| Sortino | 0.34 | 0.65 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.55 | 1.08 |
| CPC Index | 0.58 | 0.61 |
| Tail Ratio | 1.42 | 1.0 |
| Outlier Win Ratio | 36.13 | 3.46 |
| Outlier Loss Ratio | 4.14 | 3.34 |
| Volatility (ann.) | 9.9% | 26.14% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.34 | 0.59 |
| Skew | 0.79 | 0.2 |
| Kurtosis | 45.34 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.59% | 2.77% |
| Expected Yearly % | 6.38% | 33.27% |
| Kelly Criterion | 0.04% | 7.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.22% |
| Expected Shortfall (cVaR) | -0.85% | -2.22% |
| Year | 11379670:BTCUSD | 11379670:btcusd:triple_med_gx:lsma130_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 19.67 | -0.34 | + |
| 2023 | 155.54 | -10.30 | -0.07 | - |
| 2024 | 121.00 | 17.49 | 0.14 | - |
| 2025 | 30.14 | 1.56 | 0.05 | - |
| Metric | 11379670:btcusd:triple_med_gx:lsma130_60 | 11379670:BTCUSD |
|---|---|---|
| MTD | 0.57% | 13.36% |
| 3M | 5.4% | 45.08% |
| 6M | 0.89% | 28.47% |
| YTD | 1.56% | 30.14% |
| 1Y | 5.35% | 105.13% |
| 3Y (ann.) | 6.58% | 81.7% |
| 5Y (ann.) | 7.45% | 39.55% |
| Metric | 11379670:btcusd:triple_med_gx:lsma130_60 | 11379670:BTCUSD |
|---|---|---|
| Max Drawdown | -22.14% | -67.18% |
| Longest DD Days | 516.0 | 683.0 |
| Avg. Drawdown | -5.5% | -6.6% |
| Avg. Drawdown Days | 76.0 | 34.0 |
| Recovery Factor | 1.27 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-05 | 2024-04-04 | -22.14 | 516 |
| 2024-04-29 | 2025-01-15 | -16.18 | 260 |
| 2022-02-16 | 2022-07-17 | -15.07 | 151 |
| 2025-01-25 | 2025-07-14 | -12.14 | 169 |
| 2022-07-28 | 2022-11-05 | -9.76 | 99 |
| 2022-07-20 | 2022-07-27 | -3.08 | 7 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| Metric | 11379670:btcusd:triple_med_gx:lsma130_60 | 11379670:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.22% | 35.75% |
| Worst Week | -9.72% | -29.64% |
| Best Month | 38.76% | 43.77% |
| Worst Month | -8.54% | -37.12% |
| Best Year | 19.67% | 155.54% |
| Worst Year | -10.3% | -57.08% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 4.23% | 6.25% |
| Avg. Down Week | -3.45% | -5.56% |
| Avg. Up Month | 5.9% | 15.56% |
| Avg. Down Month | -3.97% | -14.25% |
| Win Days % | 46.83% | 51.34% |
| Win Month % | 51.22% | 61.9% |
| Win Week % | 52.75% | 51.63% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |