| Metric | 11376213:btcusd:triple_med_gx:lsma130_45 | 11376213:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -5.9% | 215.41% |
| Max Drawdown | -35.97% | -67.18% |
| Sharpe | 0.01 | 0.45 |
| Sortino | 0.02 | 0.65 |
| Payoff Ratio | 1.04 | 1.0 |
| Profit Factor | 1.0 | 1.08 |
| Common Sense Ratio | 1.15 | 1.08 |
| CPC Index | 0.5 | 0.55 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 31.76 | 3.37 |
| Outlier Loss Ratio | 4.26 | 3.48 |
| Volatility (ann.) | 10.69% | 26.14% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.05 | 0.59 |
| Skew | 0.94 | 0.2 |
| Kurtosis | 42.86 | 6.52 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.14% | 2.77% |
| Expected Yearly % | -1.51% | 33.27% |
| Kelly Criterion | -2.99% | 2.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.22% |
| Expected Shortfall (cVaR) | -0.92% | -2.22% |
| Year | 11376213:BTCUSD | 11376213:btcusd:triple_med_gx:lsma130_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 18.64 | -0.33 | + |
| 2023 | 155.54 | -4.13 | -0.03 | - |
| 2024 | 121.00 | -15.43 | -0.13 | - |
| 2025 | 30.14 | -2.17 | -0.07 | - |
| Metric | 11376213:btcusd:triple_med_gx:lsma130_45 | 11376213:BTCUSD |
|---|---|---|
| MTD | 7.11% | 13.36% |
| 3M | 10.26% | 45.08% |
| 6M | -3.61% | 28.47% |
| YTD | -2.17% | 30.14% |
| 1Y | -4.26% | 105.13% |
| 3Y (ann.) | -3.83% | 81.7% |
| 5Y (ann.) | -1.75% | 39.55% |
| Metric | 11376213:btcusd:triple_med_gx:lsma130_45 | 11376213:BTCUSD |
|---|---|---|
| Max Drawdown | -35.97% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -6.99% | -6.6% |
| Avg. Drawdown Days | 114.0 | 34.0 |
| Recovery Factor | -0.16 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -35.97 | 904 |
| 2022-06-06 | 2022-11-04 | -15.01 | 151 |
| 2022-02-16 | 2022-06-05 | -11.51 | 109 |
| 2022-02-05 | 2022-02-15 | -4.47 | 10 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2022-11-24 | 2023-01-19 | -2.69 | 56 |
| 2022-11-05 | 2022-11-23 | -0.86 | 18 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2023-01-20 | 2023-01-20 | -0.57 | 0 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| Metric | 11376213:btcusd:triple_med_gx:lsma130_45 | 11376213:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.88% | 35.75% |
| Worst Week | -9.91% | -29.64% |
| Best Month | 9.51% | 43.77% |
| Worst Month | -13.36% | -37.12% |
| Best Year | 18.64% | 155.54% |
| Worst Year | -15.43% | -57.08% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.75% | -0.8% |
| Avg. Up Week | 3.31% | 4.97% |
| Avg. Down Week | -2.77% | -4.44% |
| Avg. Up Month | 4.52% | 17.38% |
| Avg. Down Month | -4.64% | -12.65% |
| Win Days % | 47.39% | 51.34% |
| Win Month % | 51.22% | 61.9% |
| Win Week % | 46.73% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |