| Metric | 11399765:btcusd:triple_med_gx:lsma70_130 | 11399765:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 27.19% | 182.99% |
| Max Drawdown | -17.93% | -67.18% |
| Sharpe | 0.26 | 0.43 |
| Sortino | 0.39 | 0.62 |
| Payoff Ratio | 1.14 | 1.16 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.35 | 1.06 |
| CPC Index | 0.6 | 0.64 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 46.92 | 3.3 |
| Outlier Loss Ratio | 4.23 | 3.13 |
| Volatility (ann.) | 8.41% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.41 | 0.54 |
| Skew | 1.26 | 0.2 |
| Kurtosis | 65.58 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.59% | 2.57% |
| Expected Yearly % | 6.2% | 29.7% |
| Kelly Criterion | 1.07% | 9.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.24% |
| Expected Shortfall (cVaR) | -0.72% | -2.24% |
| Year | 11399765:BTCUSD | 11399765:btcusd:triple_med_gx:lsma70_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 17.42 | -0.31 | + |
| 2023 | 155.54 | -4.67 | -0.03 | - |
| 2024 | 121.00 | 2.64 | 0.02 | - |
| 2025 | 16.76 | 10.71 | 0.64 | - |
| Metric | 11399765:btcusd:triple_med_gx:lsma70_130 | 11399765:BTCUSD |
|---|---|---|
| MTD | 3.0% | 4.16% |
| 3M | 1.39% | 31.46% |
| 6M | 12.03% | 12.77% |
| YTD | 10.71% | 16.76% |
| 1Y | 3.78% | 56.84% |
| 3Y (ann.) | 3.68% | 55.31% |
| 5Y (ann.) | 7.43% | 36.34% |
| Metric | 11399765:btcusd:triple_med_gx:lsma70_130 | 11399765:BTCUSD |
|---|---|---|
| Max Drawdown | -17.93% | -67.18% |
| Longest DD Days | 519.0 | 683.0 |
| Avg. Drawdown | -5.11% | -6.9% |
| Avg. Drawdown Days | 86.0 | 35.0 |
| Recovery Factor | 1.52 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-29 | 2025-04-12 | -17.93 | 379 |
| 2022-09-27 | 2024-02-28 | -13.62 | 519 |
| 2022-04-21 | 2022-08-13 | -9.70 | 113 |
| 2022-08-13 | 2022-09-27 | -4.82 | 44 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.87 | 2 |
| 2025-04-13 | 2025-06-09 | -3.82 | 57 |
| 2024-03-25 | 2024-03-28 | -2.93 | 3 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2025-06-10 | 2025-06-11 | -1.58 | 1 |
| Metric | 11399765:btcusd:triple_med_gx:lsma70_130 | 11399765:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.19% | 35.75% |
| Worst Week | -6.14% | -29.64% |
| Best Month | 10.22% | 43.77% |
| Worst Month | -13.42% | -37.12% |
| Best Year | 17.42% | 155.54% |
| Worst Year | -4.67% | -57.08% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.7% | -0.71% |
| Avg. Up Week | 2.2% | 7.3% |
| Avg. Down Week | -1.76% | -3.01% |
| Avg. Up Month | 3.59% | 13.52% |
| Avg. Down Month | -3.39% | -13.3% |
| Win Days % | 47.23% | 51.31% |
| Win Month % | 55.26% | 60.98% |
| Win Week % | 48.61% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |