| Metric | 11399653:btcusd:triple_med_gx:lsma70_130 | 11399653:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 16.1% | 182.99% |
| Max Drawdown | -15.84% | -67.18% |
| Sharpe | 0.18 | 0.43 |
| Sortino | 0.26 | 0.62 |
| Payoff Ratio | 1.13 | 1.05 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 50.12 | 3.26 |
| Outlier Loss Ratio | 4.24 | 3.13 |
| Volatility (ann.) | 8.25% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.29 | 0.54 |
| Skew | 1.02 | 0.2 |
| Kurtosis | 76.52 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.36% | 2.57% |
| Expected Yearly % | 3.8% | 29.7% |
| Kelly Criterion | -0.42% | 4.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.24% |
| Expected Shortfall (cVaR) | -0.71% | -2.24% |
| Year | 11399653:BTCUSD | 11399653:btcusd:triple_med_gx:lsma70_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 3.18 | -0.06 | + |
| 2023 | 155.54 | 2.14 | 0.01 | - |
| 2024 | 121.00 | 6.96 | 0.06 | - |
| 2025 | 16.76 | 3.00 | 0.18 | - |
| Metric | 11399653:btcusd:triple_med_gx:lsma70_130 | 11399653:BTCUSD |
|---|---|---|
| MTD | 5.97% | 4.16% |
| 3M | 1.52% | 31.46% |
| 6M | 2.83% | 12.77% |
| YTD | 3.0% | 16.76% |
| 1Y | -5.92% | 56.84% |
| 3Y (ann.) | 1.04% | 55.31% |
| 5Y (ann.) | 4.55% | 36.34% |
| Metric | 11399653:btcusd:triple_med_gx:lsma70_130 | 11399653:BTCUSD |
|---|---|---|
| Max Drawdown | -15.84% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -3.22% | -6.9% |
| Avg. Drawdown Days | 63.0 | 35.0 |
| Recovery Factor | 1.02 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-21 | 2024-03-25 | -15.84 | 642 |
| 2024-06-05 | 2025-06-11 | -14.83 | 370 |
| 2022-05-15 | 2022-06-21 | -5.27 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-15 | 2022-04-18 | -4.15 | 3 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| 2024-04-22 | 2024-04-22 | -0.77 | 0 |
| Metric | 11399653:btcusd:triple_med_gx:lsma70_130 | 11399653:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.4% | 35.75% |
| Worst Week | -6.52% | -29.64% |
| Best Month | 10.47% | 43.77% |
| Worst Month | -11.99% | -37.12% |
| Best Year | 6.96% | 155.54% |
| Worst Year | 2.14% | -57.08% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.7% | -0.77% |
| Avg. Up Week | 2.28% | 7.54% |
| Avg. Down Week | -2.15% | -2.52% |
| Avg. Up Month | 3.66% | 13.7% |
| Avg. Down Month | -4.32% | -8.17% |
| Win Days % | 46.73% | 51.31% |
| Win Month % | 57.89% | 60.98% |
| Win Week % | 48.05% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |