| Metric | 11401138:btcusd:triple_med_gx:lsma70_130 | 11401138:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 47.13% | 152.36% |
| Max Drawdown | -23.64% | -67.18% |
| Sharpe | 0.32 | 0.4 |
| Sortino | 0.49 | 0.58 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.52 | 1.06 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.3 | 0.99 |
| Outlier Win Ratio | 43.69 | 3.42 |
| Outlier Loss Ratio | 3.04 | 3.31 |
| Volatility (ann.) | 11.09% | 26.27% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.52 | 0.48 |
| Skew | 1.61 | 0.18 |
| Kurtosis | 80.14 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.95% | 2.28% |
| Expected Yearly % | 10.13% | 26.04% |
| Kelly Criterion | 5.61% | 5.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.23% |
| Expected Shortfall (cVaR) | -0.95% | -2.23% |
| Year | 11401138:BTCUSD | 11401138:btcusd:triple_med_gx:lsma70_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 19.22 | -0.31 | + |
| 2023 | 155.54 | 11.47 | 0.07 | - |
| 2024 | 121.00 | 1.91 | 0.02 | - |
| 2025 | 16.76 | 8.63 | 0.52 | - |
| Metric | 11401138:btcusd:triple_med_gx:lsma70_130 | 11401138:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 10.28% | 31.46% |
| 6M | 8.63% | 12.77% |
| YTD | 8.63% | 16.76% |
| 1Y | 20.51% | 56.84% |
| 3Y (ann.) | 9.66% | 55.31% |
| 5Y (ann.) | 12.35% | 32.21% |
| Metric | 11401138:btcusd:triple_med_gx:lsma70_130 | 11401138:BTCUSD |
|---|---|---|
| Max Drawdown | -23.64% | -67.18% |
| Longest DD Days | 348.0 | 683.0 |
| Avg. Drawdown | -6.09% | -7.61% |
| Avg. Drawdown Days | 60.0 | 38.0 |
| Recovery Factor | 1.99 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-22 | 2024-12-05 | -23.64 | 348 |
| 2022-03-02 | 2022-11-10 | -21.02 | 253 |
| 2022-11-11 | 2023-07-13 | -14.78 | 244 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-02-04 | 2025-04-09 | -6.50 | 64 |
| 2024-12-05 | 2025-02-03 | -6.39 | 60 |
| 2023-07-14 | 2023-11-10 | -5.19 | 119 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-18 | -4.55 | 32 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11401138:btcusd:triple_med_gx:lsma70_130 | 11401138:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 35.75% |
| Worst Week | -6.53% | -29.64% |
| Best Month | 17.32% | 43.77% |
| Worst Month | -8.46% | -37.12% |
| Best Year | 19.22% | 155.54% |
| Worst Year | 1.91% | -61.73% |
| Avg. Up Day | 1.09% | 1.1% |
| Avg. Down Day | -0.99% | -1.02% |
| Avg. Up Week | 4.21% | 6.68% |
| Avg. Down Week | -2.08% | -6.18% |
| Avg. Up Month | 5.71% | 10.33% |
| Avg. Down Month | -2.57% | -14.04% |
| Win Days % | 50.52% | 51.26% |
| Win Month % | 53.85% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |