| Metric | 11386953:btcusd:triple_med_gx:lsma135_85 | 11386953:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 44.2% | 172.77% |
| Max Drawdown | -14.99% | -67.18% |
| Sharpe | 0.44 | 0.42 |
| Sortino | 0.64 | 0.61 |
| Payoff Ratio | 1.23 | 1.21 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.76 | 0.67 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 63.77 | 3.07 |
| Outlier Loss Ratio | 3.92 | 3.01 |
| Volatility (ann.) | 6.83% | 26.26% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.78 | 0.53 |
| Skew | -1.28 | 0.19 |
| Kurtosis | 98.89 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.9% | 2.48% |
| Expected Yearly % | 9.58% | 28.51% |
| Kelly Criterion | 8.42% | 11.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.23% |
| Expected Shortfall (cVaR) | -0.58% | -2.23% |
| Year | 11386953:BTCUSD | 11386953:btcusd:triple_med_gx:lsma135_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 0.93 | -0.02 | + |
| 2023 | 155.54 | 8.68 | 0.06 | - |
| 2024 | 121.00 | 21.16 | 0.17 | - |
| 2025 | 17.02 | 8.50 | 0.50 | - |
| Metric | 11386953:btcusd:triple_med_gx:lsma135_85 | 11386953:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.09% | 31.76% |
| 6M | 8.5% | 12.25% |
| YTD | 8.5% | 17.02% |
| 1Y | 19.14% | 57.19% |
| 3Y (ann.) | 12.27% | 55.42% |
| 5Y (ann.) | 11.69% | 35.42% |
| Metric | 11386953:btcusd:triple_med_gx:lsma135_85 | 11386953:BTCUSD |
|---|---|---|
| Max Drawdown | -14.99% | -67.18% |
| Longest DD Days | 257.0 | 683.0 |
| Avg. Drawdown | -3.4% | -7.19% |
| Avg. Drawdown Days | 47.0 | 37.0 |
| Recovery Factor | 2.95 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-05-28 | -14.99 | 257 |
| 2023-05-29 | 2024-02-09 | -10.34 | 256 |
| 2024-07-16 | 2024-10-29 | -8.96 | 105 |
| 2022-05-31 | 2022-07-07 | -7.43 | 36 |
| 2025-05-22 | 2025-06-11 | -4.10 | 19 |
| 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 |
| 2022-07-09 | 2022-09-12 | -2.74 | 65 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| Metric | 11386953:btcusd:triple_med_gx:lsma135_85 | 11386953:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 14.64% | 35.75% |
| Worst Week | -9.25% | -29.64% |
| Best Month | 14.64% | 43.77% |
| Worst Month | -9.37% | -37.12% |
| Best Year | 21.16% | 155.54% |
| Worst Year | 0.93% | -58.73% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.7% | -0.71% |
| Avg. Up Week | 4.64% | 7.57% |
| Avg. Down Week | -3.22% | -4.14% |
| Avg. Up Month | 6.82% | 17.59% |
| Avg. Down Month | -5.4% | -12.79% |
| Win Days % | 49.57% | 51.3% |
| Win Month % | 54.17% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 100.0% | 75.0% |