| Metric | 11376270:btcusd:triple_med_gx:lsma135_45 | 11376270:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 6.36% | 229.72% |
| Max Drawdown | -34.1% | -67.18% |
| Sharpe | 0.1 | 0.46 |
| Sortino | 0.14 | 0.67 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 1.29 | 1.08 |
| CPC Index | 0.53 | 0.57 |
| Tail Ratio | 1.24 | 1.0 |
| Outlier Win Ratio | 31.69 | 3.37 |
| Outlier Loss Ratio | 4.31 | 3.46 |
| Volatility (ann.) | 10.58% | 26.14% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.05 | 0.62 |
| Skew | 0.5 | 0.2 |
| Kurtosis | 43.76 | 6.53 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.15% | 2.88% |
| Expected Yearly % | 1.55% | 34.75% |
| Kelly Criterion | -1.51% | 4.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.22% |
| Expected Shortfall (cVaR) | -0.91% | -2.22% |
| Year | 11376270:BTCUSD | 11376270:btcusd:triple_med_gx:lsma135_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 31.04 | -0.56 | + |
| 2023 | 155.54 | -10.00 | -0.06 | - |
| 2024 | 121.00 | -6.78 | -0.06 | - |
| 2025 | 30.14 | -3.26 | -0.11 | - |
| Metric | 11376270:btcusd:triple_med_gx:lsma135_45 | 11376270:BTCUSD |
|---|---|---|
| MTD | 2.95% | 13.36% |
| 3M | 9.22% | 45.08% |
| 6M | -3.09% | 28.47% |
| YTD | -3.26% | 30.14% |
| 1Y | -2.69% | 105.13% |
| 3Y (ann.) | -1.88% | 81.7% |
| 5Y (ann.) | 1.81% | 41.44% |
| Metric | 11376270:btcusd:triple_med_gx:lsma135_45 | 11376270:BTCUSD |
|---|---|---|
| Max Drawdown | -34.1% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -5.7% | -6.66% |
| Avg. Drawdown Days | 95.0 | 35.0 |
| Recovery Factor | 0.19 | 3.42 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -34.10 | 904 |
| 2022-06-06 | 2022-10-04 | -14.34 | 120 |
| 2022-02-16 | 2022-06-05 | -12.75 | 109 |
| 2022-10-05 | 2022-11-04 | -4.13 | 30 |
| 2022-11-05 | 2022-12-13 | -3.71 | 37 |
| 2022-02-12 | 2022-02-15 | -2.26 | 2 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2023-01-20 | 2023-01-20 | -0.57 | 0 |
| 2022-12-17 | 2023-01-19 | -0.56 | 33 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| Metric | 11376270:btcusd:triple_med_gx:lsma135_45 | 11376270:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 12.71% | 35.75% |
| Worst Week | -8.4% | -29.64% |
| Best Month | 13.56% | 43.77% |
| Worst Month | -12.47% | -37.12% |
| Best Year | 31.04% | 155.54% |
| Worst Year | -10.0% | -55.14% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.24% | 5.14% |
| Avg. Down Week | -2.82% | -4.57% |
| Avg. Up Month | 4.13% | 16.82% |
| Avg. Down Month | -4.17% | -13.06% |
| Win Days % | 47.61% | 51.35% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 47.75% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |