| Metric | 11386884:btcusd:triple_med_gx:lsma135_85 | 11386884:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 64.85% | 147.72% |
| Max Drawdown | -15.45% | -67.18% |
| Sharpe | 0.57 | 0.39 |
| Sortino | 0.85 | 0.57 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.33 | 1.07 |
| Common Sense Ratio | 3.06 | 1.06 |
| CPC Index | 0.84 | 0.66 |
| Tail Ratio | 2.31 | 0.99 |
| Outlier Win Ratio | 58.96 | 3.15 |
| Outlier Loss Ratio | 4.11 | 3.0 |
| Volatility (ann.) | 7.06% | 26.27% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.05 | 0.47 |
| Skew | -1.06 | 0.18 |
| Kurtosis | 88.65 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.23% | 2.24% |
| Expected Yearly % | 13.31% | 25.46% |
| Kelly Criterion | 10.81% | 10.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.23% |
| Expected Shortfall (cVaR) | -0.6% | -2.23% |
| Year | 11386884:BTCUSD | 11386884:btcusd:triple_med_gx:lsma135_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 13.39 | -0.21 | + |
| 2023 | 155.54 | 12.10 | 0.08 | - |
| 2024 | 121.00 | 5.63 | 0.05 | - |
| 2025 | 17.02 | 22.78 | 1.34 | + |
| Metric | 11386884:btcusd:triple_med_gx:lsma135_85 | 11386884:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 14.44% | 31.76% |
| 6M | 22.78% | 12.25% |
| YTD | 22.78% | 17.02% |
| 1Y | 24.96% | 57.19% |
| 3Y (ann.) | 14.88% | 55.42% |
| 5Y (ann.) | 16.26% | 31.44% |
| Metric | 11386884:btcusd:triple_med_gx:lsma135_85 | 11386884:BTCUSD |
|---|---|---|
| Max Drawdown | -15.45% | -67.18% |
| Longest DD Days | 257.0 | 683.0 |
| Avg. Drawdown | -2.89% | -7.67% |
| Avg. Drawdown Days | 40.0 | 38.0 |
| Recovery Factor | 4.2 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-05-28 | -15.45 | 257 |
| 2024-07-16 | 2025-01-17 | -10.98 | 185 |
| 2023-05-29 | 2024-02-09 | -8.47 | 256 |
| 2024-05-07 | 2024-07-15 | -5.08 | 68 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2022-05-26 | 2022-05-29 | -3.04 | 3 |
| 2022-05-31 | 2022-07-04 | -1.98 | 33 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| Metric | 11386884:btcusd:triple_med_gx:lsma135_85 | 11386884:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 13.29% | 35.75% |
| Worst Week | -8.49% | -29.64% |
| Best Month | 13.08% | 43.77% |
| Worst Month | -8.39% | -37.12% |
| Best Year | 22.78% | 155.54% |
| Worst Year | 5.63% | -62.52% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.66% | -0.69% |
| Avg. Up Week | 3.9% | 8.28% |
| Avg. Down Week | -2.7% | -4.41% |
| Avg. Up Month | 4.86% | 16.8% |
| Avg. Down Month | -3.55% | -12.79% |
| Win Days % | 50.39% | 51.26% |
| Win Month % | 62.96% | 58.54% |
| Win Week % | 59.52% | 50.28% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |