| Metric | 11379672:btcusd:triple_med_gx:lsma135_60 | 11379672:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 17.04% | 229.72% |
| Max Drawdown | -20.9% | -67.18% |
| Sharpe | 0.17 | 0.46 |
| Sortino | 0.24 | 0.67 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.41 | 1.08 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 36.08 | 3.44 |
| Outlier Loss Ratio | 4.19 | 3.35 |
| Volatility (ann.) | 9.85% | 26.14% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.22 | 0.62 |
| Skew | 0.88 | 0.2 |
| Kurtosis | 45.05 | 6.53 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.88% |
| Expected Yearly % | 4.01% | 34.75% |
| Kelly Criterion | -1.17% | 7.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.22% |
| Expected Shortfall (cVaR) | -0.84% | -2.22% |
| Year | 11379672:BTCUSD | 11379672:btcusd:triple_med_gx:lsma135_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 11.89 | -0.22 | + |
| 2023 | 155.54 | -7.26 | -0.05 | - |
| 2024 | 121.00 | 12.32 | 0.10 | - |
| 2025 | 30.14 | 0.42 | 0.01 | - |
| Metric | 11379672:btcusd:triple_med_gx:lsma135_60 | 11379672:BTCUSD |
|---|---|---|
| MTD | 0.57% | 13.36% |
| 3M | 5.36% | 45.08% |
| 6M | -0.24% | 28.47% |
| YTD | 0.42% | 30.14% |
| 1Y | 1.02% | 105.13% |
| 3Y (ann.) | 5.91% | 81.7% |
| 5Y (ann.) | 4.68% | 41.44% |
| Metric | 11379672:btcusd:triple_med_gx:lsma135_60 | 11379672:BTCUSD |
|---|---|---|
| Max Drawdown | -20.9% | -67.18% |
| Longest DD Days | 847.0 | 683.0 |
| Avg. Drawdown | -5.46% | -6.66% |
| Avg. Drawdown Days | 95.0 | 35.0 |
| Recovery Factor | 0.82 | 3.42 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-16 | 2022-07-19 | -20.90 | 153 |
| 2022-07-28 | 2024-11-22 | -20.79 | 847 |
| 2025-01-25 | 2025-07-14 | -13.08 | 169 |
| 2024-11-23 | 2025-01-17 | -10.59 | 55 |
| 2022-07-20 | 2022-07-27 | -3.08 | 7 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2022-02-07 | 2022-02-14 | -0.55 | 7 |
| 2022-07-28 | 2022-07-28 | -0.54 | 0 |
| 2022-07-19 | 2022-07-20 | -0.30 | 0 |
| 2022-02-05 | 2022-02-06 | -0.18 | 0 |
| Metric | 11379672:btcusd:triple_med_gx:lsma135_60 | 11379672: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 | 42.44% | 43.77% |
| Worst Month | -9.47% | -37.12% |
| Best Year | 12.32% | 155.54% |
| Worst Year | -7.26% | -55.14% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 4.29% | 6.53% |
| Avg. Down Week | -3.35% | -6.39% |
| Avg. Up Month | 5.86% | 15.56% |
| Avg. Down Month | -4.82% | -13.4% |
| Win Days % | 46.31% | 51.35% |
| Win Month % | 48.78% | 61.9% |
| Win Week % | 51.06% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |