| Metric | 11381571:btcusd:triple_med_gx:lsma130_65 | 11381571:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 52.01% | 147.72% |
| Max Drawdown | -15.65% | -67.18% |
| Sharpe | 0.43 | 0.39 |
| Sortino | 0.64 | 0.57 |
| Payoff Ratio | 1.2 | 1.2 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.07 | 1.06 |
| CPC Index | 0.72 | 0.65 |
| Tail Ratio | 0.88 | 0.99 |
| Outlier Win Ratio | 51.9 | 3.34 |
| Outlier Loss Ratio | 3.94 | 3.05 |
| Volatility (ann.) | 8.14% | 26.27% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.86 | 0.47 |
| Skew | -0.35 | 0.18 |
| Kurtosis | 66.35 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.03% | 2.24% |
| Expected Yearly % | 11.04% | 25.46% |
| Kelly Criterion | 6.91% | 10.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.23% |
| Expected Shortfall (cVaR) | -0.69% | -2.23% |
| Year | 11381571:BTCUSD | 11381571:btcusd:triple_med_gx:lsma130_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 9.52 | -0.15 | + |
| 2023 | 155.54 | 14.60 | 0.09 | - |
| 2024 | 121.00 | 11.74 | 0.10 | - |
| 2025 | 17.02 | 8.38 | 0.49 | - |
| Metric | 11381571:btcusd:triple_med_gx:lsma130_65 | 11381571:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 8.5% | 31.76% |
| 6M | 8.38% | 12.25% |
| YTD | 8.38% | 17.02% |
| 1Y | 21.43% | 57.19% |
| 3Y (ann.) | 12.08% | 55.42% |
| 5Y (ann.) | 13.45% | 31.44% |
| Metric | 11381571:btcusd:triple_med_gx:lsma130_65 | 11381571:BTCUSD |
|---|---|---|
| Max Drawdown | -15.65% | -67.18% |
| Longest DD Days | 483.0 | 683.0 |
| Avg. Drawdown | -3.36% | -7.67% |
| Avg. Drawdown Days | 56.0 | 38.0 |
| Recovery Factor | 3.32 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-03-17 | -15.65 | 184 |
| 2023-03-20 | 2024-07-15 | -14.53 | 483 |
| 2024-08-26 | 2025-04-21 | -12.57 | 238 |
| 2022-05-31 | 2022-07-06 | -6.47 | 36 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2022-07-08 | 2022-09-11 | -1.85 | 65 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| 2025-04-23 | 2025-06-11 | -1.58 | 48 |
| 2023-03-20 | 2023-03-20 | -1.56 | 0 |
| Metric | 11381571:btcusd:triple_med_gx:lsma130_65 | 11381571:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.1% | 35.75% |
| Worst Week | -8.64% | -29.64% |
| Best Month | 12.49% | 43.77% |
| Worst Month | -8.35% | -37.12% |
| Best Year | 14.6% | 155.54% |
| Worst Year | 8.38% | -62.52% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.71% | -0.71% |
| Avg. Up Week | 5.54% | 8.85% |
| Avg. Down Week | -3.03% | -4.42% |
| Avg. Up Month | 7.44% | 18.97% |
| Avg. Down Month | -2.97% | -11.82% |
| Win Days % | 49.27% | 51.26% |
| Win Month % | 44.44% | 58.54% |
| Win Week % | 42.0% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |