| Metric | 11381572:btcusd:triple_med_gx:lsma135_65 | 11381572:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 65.93% | 147.72% |
| Max Drawdown | -15.45% | -67.18% |
| Sharpe | 0.5 | 0.39 |
| Sortino | 0.75 | 0.57 |
| Payoff Ratio | 1.21 | 1.21 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 1.44 | 1.06 |
| CPC Index | 0.76 | 0.66 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 49.16 | 3.36 |
| Outlier Loss Ratio | 3.95 | 3.07 |
| Volatility (ann.) | 8.28% | 26.27% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.07 | 0.47 |
| Skew | -0.28 | 0.18 |
| Kurtosis | 62.53 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.24% | 2.24% |
| Expected Yearly % | 13.5% | 25.46% |
| Kelly Criterion | 8.45% | 10.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.23% |
| Expected Shortfall (cVaR) | -0.7% | -2.23% |
| Year | 11381572:BTCUSD | 11381572:btcusd:triple_med_gx:lsma135_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 10.10 | -0.16 | + |
| 2023 | 155.54 | 17.25 | 0.11 | - |
| 2024 | 121.00 | 15.87 | 0.13 | - |
| 2025 | 17.02 | 10.93 | 0.64 | - |
| Metric | 11381572:btcusd:triple_med_gx:lsma135_65 | 11381572:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.07% | 31.76% |
| 6M | 10.93% | 12.25% |
| YTD | 10.93% | 17.02% |
| 1Y | 26.05% | 57.19% |
| 3Y (ann.) | 15.31% | 55.42% |
| 5Y (ann.) | 16.49% | 31.44% |
| Metric | 11381572:btcusd:triple_med_gx:lsma135_65 | 11381572:BTCUSD |
|---|---|---|
| Max Drawdown | -15.45% | -67.18% |
| Longest DD Days | 416.0 | 683.0 |
| Avg. Drawdown | -3.02% | -7.67% |
| Avg. Drawdown Days | 29.0 | 38.0 |
| Recovery Factor | 4.27 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-03-17 | -15.45 | 184 |
| 2023-03-20 | 2024-05-09 | -12.55 | 416 |
| 2025-01-07 | 2025-01-17 | -11.60 | 10 |
| 2024-08-26 | 2024-10-18 | -9.33 | 53 |
| 2022-05-31 | 2022-07-06 | -7.04 | 36 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2024-10-21 | 2024-10-28 | -4.92 | 7 |
| 2024-05-10 | 2024-07-15 | -4.55 | 65 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-14 | 2025-03-19 | -2.67 | 5 |
| Metric | 11381572:btcusd:triple_med_gx:lsma135_65 | 11381572:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.1% | 35.75% |
| Worst Week | -7.98% | -29.64% |
| Best Month | 13.65% | 43.77% |
| Worst Month | -8.35% | -37.12% |
| Best Year | 17.25% | 155.54% |
| Worst Year | 10.1% | -62.52% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.71% | -0.71% |
| Avg. Up Week | 4.49% | 8.53% |
| Avg. Down Week | -2.93% | -4.42% |
| Avg. Up Month | 5.34% | 16.41% |
| Avg. Down Month | -3.21% | -11.82% |
| Win Days % | 49.92% | 51.26% |
| Win Month % | 62.96% | 58.54% |
| Win Week % | 54.0% | 50.28% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 75.0% |