| Metric | 11401173:btcusd:triple_med_gx:lsma70_130 | 11401173:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 50.37% | 172.16% |
| Max Drawdown | -28.09% | -67.18% |
| Sharpe | 0.33 | 0.42 |
| Sortino | 0.51 | 0.61 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.67 | 0.59 |
| Tail Ratio | 1.05 | 1.0 |
| Outlier Win Ratio | 43.44 | 3.42 |
| Outlier Loss Ratio | 3.0 | 3.28 |
| Volatility (ann.) | 11.16% | 26.26% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.47 | 0.53 |
| Skew | 1.78 | 0.19 |
| Kurtosis | 79.57 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.0% | 2.47% |
| Expected Yearly % | 10.74% | 28.44% |
| Kelly Criterion | 6.06% | 5.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.23% |
| Expected Shortfall (cVaR) | -0.95% | -2.23% |
| Year | 11401173:BTCUSD | 11401173:btcusd:triple_med_gx:lsma70_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 22.17 | -0.38 | + |
| 2023 | 155.54 | 10.08 | 0.06 | - |
| 2024 | 121.00 | -1.70 | -0.01 | - |
| 2025 | 16.76 | 13.74 | 0.82 | - |
| Metric | 11401173:btcusd:triple_med_gx:lsma70_130 | 11401173:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 10.53% | 31.46% |
| 6M | 13.74% | 12.77% |
| YTD | 13.74% | 16.76% |
| 1Y | 24.21% | 56.84% |
| 3Y (ann.) | 12.03% | 55.31% |
| 5Y (ann.) | 13.11% | 35.29% |
| Metric | 11401173:btcusd:triple_med_gx:lsma70_130 | 11401173:BTCUSD |
|---|---|---|
| Max Drawdown | -28.09% | -67.18% |
| Longest DD Days | 409.0 | 683.0 |
| Avg. Drawdown | -6.42% | -7.19% |
| Avg. Drawdown Days | 63.0 | 37.0 |
| Recovery Factor | 1.79 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-22 | 2025-02-03 | -28.09 | 409 |
| 2022-03-02 | 2022-09-27 | -24.29 | 209 |
| 2022-11-11 | 2023-07-13 | -15.99 | 244 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2022-09-27 | 2022-11-10 | -7.06 | 44 |
| 2023-07-14 | 2023-10-16 | -5.14 | 94 |
| 2025-02-04 | 2025-04-09 | -4.83 | 64 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-20 | -4.55 | 34 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11401173:btcusd:triple_med_gx:lsma70_130 | 11401173:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 35.75% |
| Worst Week | -7.35% | -29.64% |
| Best Month | 17.32% | 43.77% |
| Worst Month | -7.35% | -37.12% |
| Best Year | 22.17% | 155.54% |
| Worst Year | -1.7% | -58.73% |
| Avg. Up Day | 1.12% | 1.12% |
| Avg. Down Day | -0.99% | -1.05% |
| Avg. Up Week | 4.09% | 6.21% |
| Avg. Down Week | -2.01% | -5.86% |
| Avg. Up Month | 7.39% | 11.93% |
| Avg. Down Month | -2.69% | -13.01% |
| Win Days % | 50.18% | 51.29% |
| Win Month % | 53.85% | 60.98% |
| Win Week % | 45.45% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |