| Metric | 11399820:btcusd:triple_med_gx:lsma65_130 | 11399820:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 28.84% | 182.99% |
| Max Drawdown | -20.43% | -67.18% |
| Sharpe | 0.25 | 0.43 |
| Sortino | 0.39 | 0.62 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.11 | 1.06 |
| CPC Index | 0.61 | 0.63 |
| Tail Ratio | 1.0 | 0.99 |
| Outlier Win Ratio | 41.66 | 3.32 |
| Outlier Loss Ratio | 4.27 | 3.17 |
| Volatility (ann.) | 9.16% | 26.35% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.38 | 0.54 |
| Skew | 1.78 | 0.2 |
| Kurtosis | 65.36 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.62% | 2.57% |
| Expected Yearly % | 6.54% | 29.7% |
| Kelly Criterion | 1.01% | 8.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.24% |
| Expected Shortfall (cVaR) | -0.78% | -2.24% |
| Year | 11399820:BTCUSD | 11399820:btcusd:triple_med_gx:lsma65_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 11.77 | -0.21 | + |
| 2023 | 155.54 | -9.41 | -0.06 | - |
| 2024 | 121.00 | 13.76 | 0.11 | - |
| 2025 | 16.76 | 11.86 | 0.71 | - |
| Metric | 11399820:btcusd:triple_med_gx:lsma65_130 | 11399820:BTCUSD |
|---|---|---|
| MTD | 4.69% | 4.16% |
| 3M | 4.84% | 31.46% |
| 6M | 9.78% | 12.77% |
| YTD | 11.86% | 16.76% |
| 1Y | 8.8% | 56.84% |
| 3Y (ann.) | 4.19% | 55.31% |
| 5Y (ann.) | 7.84% | 36.34% |
| Metric | 11399820:btcusd:triple_med_gx:lsma65_130 | 11399820:BTCUSD |
|---|---|---|
| Max Drawdown | -20.43% | -67.18% |
| Longest DD Days | 747.0 | 683.0 |
| Avg. Drawdown | -4.72% | -6.9% |
| Avg. Drawdown Days | 90.0 | 35.0 |
| Recovery Factor | 1.41 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2024-10-14 | -20.43 | 747 |
| 2024-11-04 | 2025-06-09 | -11.07 | 217 |
| 2022-04-21 | 2022-08-05 | -9.11 | 105 |
| 2022-08-13 | 2022-09-27 | -4.86 | 44 |
| 2022-03-02 | 2022-04-18 | -4.24 | 47 |
| 2022-02-27 | 2022-02-28 | -3.43 | 1 |
| 2022-08-05 | 2022-08-13 | -3.33 | 7 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11399820:btcusd:triple_med_gx:lsma65_130 | 11399820:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.22% | 35.75% |
| Worst Week | -4.79% | -29.64% |
| Best Month | 11.44% | 43.77% |
| Worst Month | -10.95% | -37.12% |
| Best Year | 13.76% | 155.54% |
| Worst Year | -9.41% | -57.08% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 2.75% | 7.31% |
| Avg. Down Week | -1.28% | -3.25% |
| Avg. Up Month | 5.16% | 14.75% |
| Avg. Down Month | -3.95% | -7.67% |
| Win Days % | 46.52% | 51.31% |
| Win Month % | 52.63% | 60.98% |
| Win Week % | 41.25% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |