| Metric | 11385260:btcusd:triple_med_gx:lsma135_80 | 11385260:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 25.74% | 162.54% |
| Max Drawdown | -24.27% | -67.18% |
| Sharpe | 0.23 | 0.41 |
| Sortino | 0.34 | 0.59 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.52 | 1.06 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.38 | 0.99 |
| Outlier Win Ratio | 43.35 | 3.41 |
| Outlier Loss Ratio | 3.9 | 3.27 |
| Volatility (ann.) | 9.46% | 26.29% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.29 | 0.5 |
| Skew | 0.38 | 0.18 |
| Kurtosis | 58.06 | 6.4 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.56% | 2.38% |
| Expected Yearly % | 5.89% | 27.29% |
| Kelly Criterion | 1.38% | 6.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.23% |
| Expected Shortfall (cVaR) | -0.81% | -2.23% |
| Year | 11385260:BTCUSD | 11385260:btcusd:triple_med_gx:lsma135_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 12.08 | -0.20 | + |
| 2023 | 155.54 | -1.20 | -0.01 | - |
| 2024 | 121.00 | 19.57 | 0.16 | - |
| 2025 | 17.02 | -5.04 | -0.30 | - |
| Metric | 11385260:btcusd:triple_med_gx:lsma135_80 | 11385260:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.69% | 31.76% |
| 6M | -14.5% | 12.25% |
| YTD | -5.04% | 17.02% |
| 1Y | -4.09% | 57.19% |
| 3Y (ann.) | 7.91% | 55.42% |
| 5Y (ann.) | 7.09% | 33.45% |
| Metric | 11385260:btcusd:triple_med_gx:lsma135_80 | 11385260:BTCUSD |
|---|---|---|
| Max Drawdown | -24.27% | -67.18% |
| Longest DD Days | 352.0 | 683.0 |
| Avg. Drawdown | -5.25% | -7.17% |
| Avg. Drawdown Days | 57.0 | 37.0 |
| Recovery Factor | 1.06 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-06-11 | -24.27 | 233 |
| 2023-02-21 | 2024-02-09 | -18.20 | 352 |
| 2022-09-13 | 2023-01-12 | -15.90 | 121 |
| 2022-03-09 | 2022-07-24 | -15.22 | 136 |
| 2024-05-06 | 2024-09-17 | -8.19 | 133 |
| 2024-04-08 | 2024-05-03 | -7.24 | 25 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2022-07-24 | 2022-09-09 | -1.75 | 46 |
| 2024-09-20 | 2024-10-20 | -1.74 | 30 |
| 2022-09-10 | 2022-09-10 | -1.26 | 0 |
| Metric | 11385260:btcusd:triple_med_gx:lsma135_80 | 11385260:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 10.96% | 35.75% |
| Worst Week | -10.47% | -29.64% |
| Best Month | 11.46% | 43.77% |
| Worst Month | -12.3% | -37.12% |
| Best Year | 19.57% | 155.54% |
| Worst Year | -5.04% | -60.27% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 4.53% | 9.02% |
| Avg. Down Week | -3.36% | -4.99% |
| Avg. Up Month | 5.76% | 18.25% |
| Avg. Down Month | -4.14% | -9.66% |
| Win Days % | 47.57% | 51.29% |
| Win Month % | 51.52% | 60.98% |
| Win Week % | 47.62% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |