| Metric | 11380959:btcusd:triple_med_gx:lsma135_65 | 11380959:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 27.46% | 229.72% |
| Max Drawdown | -23.07% | -67.18% |
| Sharpe | 0.22 | 0.46 |
| Sortino | 0.31 | 0.67 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.44 | 1.08 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 32.39 | 3.53 |
| Outlier Loss Ratio | 3.92 | 3.49 |
| Volatility (ann.) | 10.83% | 26.14% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.32 | 0.62 |
| Skew | 0.03 | 0.2 |
| Kurtosis | 38.86 | 6.53 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.88% |
| Expected Yearly % | 6.25% | 34.75% |
| Kelly Criterion | 0.49% | 5.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.22% |
| Expected Shortfall (cVaR) | -0.93% | -2.22% |
| Year | 11380959:BTCUSD | 11380959:btcusd:triple_med_gx:lsma135_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 8.82 | -0.16 | + |
| 2023 | 155.54 | -7.93 | -0.05 | - |
| 2024 | 121.00 | 29.22 | 0.24 | - |
| 2025 | 30.14 | -1.55 | -0.05 | - |
| Metric | 11380959:btcusd:triple_med_gx:lsma135_65 | 11380959:BTCUSD |
|---|---|---|
| MTD | 5.86% | 13.36% |
| 3M | 2.86% | 45.08% |
| 6M | -1.14% | 28.47% |
| YTD | -1.55% | 30.14% |
| 1Y | 7.6% | 105.13% |
| 3Y (ann.) | 10.37% | 81.7% |
| 5Y (ann.) | 7.31% | 41.44% |
| Metric | 11380959:btcusd:triple_med_gx:lsma135_65 | 11380959:BTCUSD |
|---|---|---|
| Max Drawdown | -23.07% | -67.18% |
| Longest DD Days | 715.0 | 683.0 |
| Avg. Drawdown | -4.47% | -6.66% |
| Avg. Drawdown Days | 55.0 | 35.0 |
| Recovery Factor | 1.19 | 3.42 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-07-14 | -23.07 | 233 |
| 2022-02-16 | 2022-07-18 | -22.62 | 152 |
| 2022-07-30 | 2024-07-15 | -20.61 | 715 |
| 2024-09-28 | 2024-10-29 | -6.06 | 30 |
| 2024-07-29 | 2024-08-23 | -5.47 | 25 |
| 2022-07-20 | 2022-07-27 | -4.75 | 7 |
| 2024-08-31 | 2024-09-24 | -3.23 | 24 |
| 2024-09-25 | 2024-09-26 | -2.13 | 1 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| Metric | 11380959:btcusd:triple_med_gx:lsma135_65 | 11380959:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 13.02% | 35.75% |
| Worst Week | -12.45% | -29.64% |
| Best Month | 37.59% | 43.77% |
| Worst Month | -12.16% | -37.12% |
| Best Year | 29.22% | 155.54% |
| Worst Year | -7.93% | -55.14% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.3% | 6.22% |
| Avg. Down Week | -3.22% | -5.57% |
| Avg. Up Month | 6.29% | 14.93% |
| Avg. Down Month | -5.46% | -12.89% |
| Win Days % | 48.11% | 51.35% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 47.87% | 51.63% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |