| Metric | 11386918:btcusd:triple_med_gx:lsma130_85 | 11386918:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 38.25% | 152.93% |
| Max Drawdown | -15.9% | -67.18% |
| Sharpe | 0.4 | 0.4 |
| Sortino | 0.59 | 0.58 |
| Payoff Ratio | 1.21 | 1.21 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.74 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 68.99 | 3.03 |
| Outlier Loss Ratio | 3.9 | 2.92 |
| Volatility (ann.) | 6.6% | 26.28% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.65 | 0.48 |
| Skew | -1.6 | 0.18 |
| Kurtosis | 111.25 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.79% | 2.29% |
| Expected Yearly % | 8.43% | 26.11% |
| Kelly Criterion | 7.62% | 11.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -2.23% |
| Expected Shortfall (cVaR) | -0.56% | -2.23% |
| Year | 11386918:BTCUSD | 11386918:btcusd:triple_med_gx:lsma130_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 8.10 | -0.13 | + |
| 2023 | 155.54 | 5.19 | 0.03 | - |
| 2024 | 121.00 | 7.11 | 0.06 | - |
| 2025 | 17.02 | 13.50 | 0.79 | - |
| Metric | 11386918:btcusd:triple_med_gx:lsma130_85 | 11386918:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.14% | 31.76% |
| 6M | 13.5% | 12.25% |
| YTD | 13.5% | 17.02% |
| 1Y | 14.73% | 57.19% |
| 3Y (ann.) | 8.6% | 55.42% |
| 5Y (ann.) | 10.26% | 32.3% |
| Metric | 11386918:btcusd:triple_med_gx:lsma130_85 | 11386918:BTCUSD |
|---|---|---|
| Max Drawdown | -15.9% | -67.18% |
| Longest DD Days | 670.0 | 683.0 |
| Avg. Drawdown | -3.55% | -7.61% |
| Avg. Drawdown Days | 79.0 | 38.0 |
| Recovery Factor | 2.41 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2024-07-15 | -15.90 | 670 |
| 2024-07-16 | 2025-01-17 | -11.75 | 185 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-20 | 2025-04-21 | -3.53 | 32 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2022-05-26 | 2022-05-29 | -3.04 | 3 |
| 2022-07-08 | 2022-09-12 | -2.19 | 66 |
| 2022-05-31 | 2022-07-04 | -1.92 | 33 |
| 2025-01-17 | 2025-03-17 | -1.30 | 58 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| Metric | 11386918:btcusd:triple_med_gx:lsma130_85 | 11386918:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 13.02% | 35.75% |
| Worst Week | -9.02% | -29.64% |
| Best Month | 12.04% | 43.77% |
| Worst Month | -9.02% | -37.12% |
| Best Year | 13.5% | 155.54% |
| Worst Year | 5.19% | -61.73% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.69% | -0.7% |
| Avg. Up Week | 4.67% | 8.19% |
| Avg. Down Week | -2.81% | -4.65% |
| Avg. Up Month | 5.35% | 16.6% |
| Avg. Down Month | -3.97% | -12.79% |
| Win Days % | 49.43% | 51.27% |
| Win Month % | 56.52% | 60.98% |
| Win Week % | 43.24% | 50.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 100.0% | 75.0% |