| Metric | 11381540:btcusd:triple_med_gx:lsma135_65 | 11381540:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 94.15% | 178.86% |
| Max Drawdown | -17.36% | -67.18% |
| Sharpe | 0.63 | 0.42 |
| Sortino | 0.96 | 0.61 |
| Payoff Ratio | 1.25 | 1.18 |
| Profit Factor | 1.33 | 1.07 |
| Common Sense Ratio | 1.58 | 1.07 |
| CPC Index | 0.84 | 0.65 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 48.18 | 3.37 |
| Outlier Loss Ratio | 4.02 | 3.08 |
| Volatility (ann.) | 8.2% | 26.04% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.23 | 0.52 |
| Skew | -0.21 | 0.18 |
| Kurtosis | 63.09 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.59% | 2.47% |
| Expected Yearly % | 18.04% | 29.23% |
| Kelly Criterion | 11.22% | 10.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.21% |
| Expected Shortfall (cVaR) | -0.69% | -2.21% |
| Year | 11381540:BTCUSD | 11381540:btcusd:triple_med_gx:lsma135_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 9.38 | -0.15 | + |
| 2023 | 155.54 | 20.79 | 0.13 | - |
| 2024 | 121.00 | 24.34 | 0.20 | - |
| 2025 | 27.10 | 18.19 | 0.67 | - |
| Metric | 11381540:btcusd:triple_med_gx:lsma135_65 | 11381540:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 9.2% | 41.88% |
| 6M | 25.83% | 22.91% |
| YTD | 18.19% | 27.1% |
| 1Y | 31.53% | 82.29% |
| 3Y (ann.) | 18.15% | 77.48% |
| 5Y (ann.) | 21.42% | 34.98% |
| Metric | 11381540:btcusd:triple_med_gx:lsma135_65 | 11381540:BTCUSD |
|---|---|---|
| Max Drawdown | -17.36% | -67.18% |
| Longest DD Days | 258.0 | 683.0 |
| Avg. Drawdown | -2.68% | -6.99% |
| Avg. Drawdown Days | 26.0 | 37.0 |
| Recovery Factor | 5.42 | 2.66 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-03-17 | -17.36 | 184 |
| 2024-10-21 | 2025-01-17 | -11.93 | 88 |
| 2023-03-22 | 2023-12-05 | -10.90 | 258 |
| 2024-01-11 | 2024-02-09 | -9.49 | 28 |
| 2024-08-26 | 2024-09-19 | -7.71 | 24 |
| 2022-05-31 | 2022-07-06 | -6.60 | 36 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2024-05-10 | 2024-07-15 | -4.55 | 65 |
| 2025-03-20 | 2025-04-21 | -3.53 | 32 |
| 2024-05-08 | 2024-05-09 | -2.65 | 1 |
| Metric | 11381540:btcusd:triple_med_gx:lsma135_65 | 11381540:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.1% | 35.75% |
| Worst Week | -8.99% | -29.64% |
| Best Month | 16.07% | 43.77% |
| Worst Month | -8.99% | -37.12% |
| Best Year | 24.34% | 155.54% |
| Worst Year | 9.38% | -61.15% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.68% | -0.73% |
| Avg. Up Week | 4.74% | 8.45% |
| Avg. Down Week | -3.98% | -5.01% |
| Avg. Up Month | 6.41% | 16.57% |
| Avg. Down Month | -3.58% | -12.44% |
| Win Days % | 50.76% | 51.28% |
| Win Month % | 60.71% | 61.9% |
| Win Week % | 60.78% | 51.1% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 100.0% | 75.0% |