| Metric | 11399483:btcusd:triple_med_gx:lsma55_130 | 11399483:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 71.1% | 182.99% |
| Max Drawdown | -18.66% | -67.18% |
| Sharpe | 0.42 | 0.43 |
| Sortino | 0.7 | 0.62 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.34 | 1.06 |
| CPC Index | 0.68 | 0.67 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 34.71 | 3.61 |
| Outlier Loss Ratio | 4.21 | 3.3 |
| Volatility (ann.) | 10.98% | 26.35% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.93 | 0.54 |
| Skew | 3.68 | 0.2 |
| Kurtosis | 66.09 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.32% | 2.57% |
| Expected Yearly % | 14.37% | 29.7% |
| Kelly Criterion | 3.31% | 11.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.24% |
| Expected Shortfall (cVaR) | -0.93% | -2.24% |
| Year | 11399483:BTCUSD | 11399483:btcusd:triple_med_gx:lsma55_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 16.05 | -0.28 | + |
| 2023 | 155.54 | 12.43 | 0.08 | - |
| 2024 | 121.00 | 14.32 | 0.12 | - |
| 2025 | 16.76 | 14.71 | 0.88 | - |
| Metric | 11399483:btcusd:triple_med_gx:lsma55_130 | 11399483:BTCUSD |
|---|---|---|
| MTD | 1.61% | 4.16% |
| 3M | 3.85% | 31.46% |
| 6M | 7.53% | 12.77% |
| YTD | 14.71% | 16.76% |
| 1Y | 4.77% | 56.84% |
| 3Y (ann.) | 13.6% | 55.31% |
| 5Y (ann.) | 17.36% | 36.34% |
| Metric | 11399483:btcusd:triple_med_gx:lsma55_130 | 11399483:BTCUSD |
|---|---|---|
| Max Drawdown | -18.66% | -67.18% |
| Longest DD Days | 306.0 | 683.0 |
| Avg. Drawdown | -3.49% | -6.9% |
| Avg. Drawdown Days | 31.0 | 35.0 |
| Recovery Factor | 3.81 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-05 | 2025-06-11 | -18.66 | 279 |
| 2023-04-26 | 2024-02-27 | -15.47 | 306 |
| 2022-08-25 | 2023-04-11 | -13.25 | 228 |
| 2022-05-16 | 2022-06-19 | -9.84 | 34 |
| 2024-06-05 | 2024-08-08 | -9.42 | 64 |
| 2022-03-15 | 2022-04-20 | -7.38 | 36 |
| 2022-06-21 | 2022-08-11 | -6.36 | 50 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2024-03-29 | 2024-04-22 | -3.82 | 24 |
| Metric | 11399483:btcusd:triple_med_gx:lsma55_130 | 11399483:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 13.82% | 35.75% |
| Worst Week | -8.68% | -29.64% |
| Best Month | 13.82% | 43.77% |
| Worst Month | -8.63% | -37.12% |
| Best Year | 16.05% | 155.54% |
| Worst Year | 12.43% | -57.08% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 4.69% | 7.94% |
| Avg. Down Week | -2.78% | -3.27% |
| Avg. Up Month | 4.77% | 12.01% |
| Avg. Down Month | -4.57% | -9.43% |
| Win Days % | 46.15% | 51.31% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 46.15% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |