| Metric | 11399485:btcusd:triple_med_gx:lsma65_130 | 11399485:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 17.31% | 182.99% |
| Max Drawdown | -24.65% | -67.18% |
| Sharpe | 0.18 | 0.43 |
| Sortino | 0.28 | 0.62 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.06 | 1.06 |
| CPC Index | 0.58 | 0.66 |
| Tail Ratio | 0.98 | 0.99 |
| Outlier Win Ratio | 44.09 | 3.32 |
| Outlier Loss Ratio | 4.31 | 3.17 |
| Volatility (ann.) | 9.18% | 26.35% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.2 | 0.54 |
| Skew | 3.28 | 0.2 |
| Kurtosis | 75.59 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.57% |
| Expected Yearly % | 4.07% | 29.7% |
| Kelly Criterion | -1.64% | 10.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.24% |
| Expected Shortfall (cVaR) | -0.79% | -2.24% |
| Year | 11399485:BTCUSD | 11399485:btcusd:triple_med_gx:lsma65_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 5.39 | -0.09 | + |
| 2023 | 155.54 | 10.20 | 0.07 | - |
| 2024 | 121.00 | 1.46 | 0.01 | - |
| 2025 | 16.76 | -0.44 | -0.03 | - |
| Metric | 11399485:btcusd:triple_med_gx:lsma65_130 | 11399485:BTCUSD |
|---|---|---|
| MTD | 0.73% | 4.16% |
| 3M | 2.56% | 31.46% |
| 6M | -7.32% | 12.77% |
| YTD | -0.44% | 16.76% |
| 1Y | -4.89% | 56.84% |
| 3Y (ann.) | 0.42% | 55.31% |
| 5Y (ann.) | 4.87% | 36.34% |
| Metric | 11399485:btcusd:triple_med_gx:lsma65_130 | 11399485:BTCUSD |
|---|---|---|
| Max Drawdown | -24.65% | -67.18% |
| Longest DD Days | 470.0 | 683.0 |
| Avg. Drawdown | -3.84% | -6.9% |
| Avg. Drawdown Days | 54.0 | 35.0 |
| Recovery Factor | 0.7 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-06-11 | -24.65 | 246 |
| 2022-06-21 | 2023-04-26 | -17.16 | 308 |
| 2023-04-26 | 2024-08-08 | -13.36 | 470 |
| 2022-05-16 | 2022-06-21 | -5.10 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2024-08-09 | 2024-08-12 | -2.43 | 3 |
| 2022-04-20 | 2022-05-15 | -2.32 | 25 |
| 2024-08-12 | 2024-08-13 | -1.73 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11399485:btcusd:triple_med_gx:lsma65_130 | 11399485:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 11.5% | 35.75% |
| Worst Week | -6.78% | -29.64% |
| Best Month | 11.5% | 43.77% |
| Worst Month | -13.25% | -37.12% |
| Best Year | 10.2% | 155.54% |
| Worst Year | -0.44% | -57.08% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 3.13% | 7.75% |
| Avg. Down Week | -2.63% | -2.59% |
| Avg. Up Month | 3.72% | 13.26% |
| Avg. Down Month | -4.82% | -8.34% |
| Win Days % | 44.1% | 51.31% |
| Win Month % | 53.85% | 60.98% |
| Win Week % | 49.4% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |