| Metric | 11379727:btcusd:triple_med_gx:lsma130_60 | 11379727:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 30.94% | 215.41% |
| Max Drawdown | -23.78% | -67.18% |
| Sharpe | 0.24 | 0.45 |
| Sortino | 0.36 | 0.65 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.45 | 1.08 |
| CPC Index | 0.59 | 0.63 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 33.96 | 3.53 |
| Outlier Loss Ratio | 4.13 | 3.35 |
| Volatility (ann.) | 10.29% | 26.14% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.34 | 0.59 |
| Skew | 0.71 | 0.2 |
| Kurtosis | 40.75 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.77% |
| Expected Yearly % | 6.97% | 33.27% |
| Kelly Criterion | 0.11% | 8.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.22% |
| Expected Shortfall (cVaR) | -0.88% | -2.22% |
| Year | 11379727:BTCUSD | 11379727:btcusd:triple_med_gx:lsma130_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 16.72 | -0.29 | + |
| 2023 | 155.54 | -8.16 | -0.05 | - |
| 2024 | 121.00 | 23.72 | 0.20 | - |
| 2025 | 30.14 | -1.26 | -0.04 | - |
| Metric | 11379727:btcusd:triple_med_gx:lsma130_60 | 11379727:BTCUSD |
|---|---|---|
| MTD | 2.55% | 13.36% |
| 3M | 6.7% | 45.08% |
| 6M | 0.74% | 28.47% |
| YTD | -1.26% | 30.14% |
| 1Y | 6.82% | 105.13% |
| 3Y (ann.) | 7.12% | 81.7% |
| 5Y (ann.) | 8.14% | 39.55% |
| Metric | 11379727:btcusd:triple_med_gx:lsma130_60 | 11379727:BTCUSD |
|---|---|---|
| Max Drawdown | -23.78% | -67.18% |
| Longest DD Days | 731.0 | 683.0 |
| Avg. Drawdown | -4.51% | -6.6% |
| Avg. Drawdown Days | 73.0 | 34.0 |
| Recovery Factor | 1.3 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-28 | 2024-07-29 | -23.78 | 731 |
| 2022-02-16 | 2022-07-18 | -16.67 | 152 |
| 2024-11-23 | 2025-07-14 | -15.65 | 233 |
| 2024-07-29 | 2024-11-20 | -9.81 | 114 |
| 2022-07-20 | 2022-07-27 | -4.47 | 7 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| 2022-02-07 | 2022-02-08 | -0.87 | 0 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2022-07-28 | 2022-07-28 | -0.54 | 0 |
| Metric | 11379727:btcusd:triple_med_gx:lsma130_60 | 11379727:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.36% | 35.75% |
| Worst Week | -8.4% | -29.64% |
| Best Month | 39.4% | 43.77% |
| Worst Month | -8.97% | -37.12% |
| Best Year | 23.72% | 155.54% |
| Worst Year | -8.16% | -57.08% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 4.49% | 6.56% |
| Avg. Down Week | -3.26% | -5.87% |
| Avg. Up Month | 5.46% | 15.11% |
| Avg. Down Month | -5.72% | -12.9% |
| Win Days % | 46.41% | 51.34% |
| Win Month % | 58.54% | 61.9% |
| Win Week % | 47.37% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |