| Metric | 11381605:btcusd:triple_med_gx:lsma130_65 | 11381605:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 23.48% | 152.93% |
| Max Drawdown | -15.9% | -67.18% |
| Sharpe | 0.24 | 0.4 |
| Sortino | 0.35 | 0.58 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 0.71 | 1.06 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 0.64 | 0.99 |
| Outlier Win Ratio | 54.12 | 3.18 |
| Outlier Loss Ratio | 3.8 | 3.06 |
| Volatility (ann.) | 7.92% | 26.28% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.41 | 0.48 |
| Skew | -0.7 | 0.18 |
| Kurtosis | 71.72 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.29% |
| Expected Yearly % | 5.41% | 26.11% |
| Kelly Criterion | 3.52% | 7.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.23% |
| Expected Shortfall (cVaR) | -0.68% | -2.23% |
| Year | 11381605:BTCUSD | 11381605:btcusd:triple_med_gx:lsma130_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 3.26 | -0.05 | + |
| 2023 | 155.54 | 20.44 | 0.13 | - |
| 2024 | 121.00 | 1.66 | 0.01 | - |
| 2025 | 17.02 | -2.34 | -0.14 | - |
| Metric | 11381605:btcusd:triple_med_gx:lsma130_65 | 11381605:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.75% | 31.76% |
| 6M | -2.34% | 12.25% |
| YTD | -2.34% | 17.02% |
| 1Y | 3.74% | 57.19% |
| 3Y (ann.) | 5.35% | 55.42% |
| 5Y (ann.) | 6.57% | 32.3% |
| Metric | 11381605:btcusd:triple_med_gx:lsma130_65 | 11381605:BTCUSD |
|---|---|---|
| Max Drawdown | -15.9% | -67.18% |
| Longest DD Days | 813.0 | 683.0 |
| Avg. Drawdown | -4.08% | -7.61% |
| Avg. Drawdown Days | 91.0 | 38.0 |
| Recovery Factor | 1.48 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-03-17 | -15.90 | 184 |
| 2023-03-20 | 2025-06-11 | -14.29 | 813 |
| 2022-05-31 | 2022-07-06 | -7.19 | 36 |
| 2022-03-06 | 2022-05-30 | -5.78 | 84 |
| 2022-07-08 | 2022-09-12 | -2.45 | 66 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| 2023-03-20 | 2023-03-20 | -1.56 | 0 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2022-05-31 | 2022-05-31 | -0.26 | 0 |
| Metric | 11381605:btcusd:triple_med_gx:lsma130_65 | 11381605:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.1% | 35.75% |
| Worst Week | -9.11% | -29.64% |
| Best Month | 12.11% | 43.77% |
| Worst Month | -9.11% | -37.12% |
| Best Year | 20.44% | 155.54% |
| Worst Year | -2.34% | -61.73% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 4.42% | 8.72% |
| Avg. Down Week | -3.3% | -4.22% |
| Avg. Up Month | 5.26% | 15.89% |
| Avg. Down Month | -4.15% | -11.82% |
| Win Days % | 48.8% | 51.27% |
| Win Month % | 51.85% | 60.98% |
| Win Week % | 46.0% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |