| Metric | 11377133:btcusd:triple_med_gx:lsma130_50 | 11377133:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 4.43% | 215.41% |
| Max Drawdown | -25.59% | -67.18% |
| Sharpe | 0.08 | 0.45 |
| Sortino | 0.12 | 0.65 |
| Payoff Ratio | 1.08 | 1.01 |
| Profit Factor | 1.03 | 1.08 |
| Common Sense Ratio | 1.29 | 1.08 |
| CPC Index | 0.52 | 0.56 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 34.42 | 3.34 |
| Outlier Loss Ratio | 4.55 | 3.36 |
| Volatility (ann.) | 9.83% | 26.14% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.05 | 0.59 |
| Skew | 0.38 | 0.2 |
| Kurtosis | 44.54 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.1% | 2.77% |
| Expected Yearly % | 1.09% | 33.27% |
| Kelly Criterion | -2.76% | 3.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.22% |
| Expected Shortfall (cVaR) | -0.84% | -2.22% |
| Year | 11377133:BTCUSD | 11377133:btcusd:triple_med_gx:lsma130_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 19.65 | -0.34 | + |
| 2023 | 155.54 | -16.44 | -0.11 | - |
| 2024 | 121.00 | 11.94 | 0.10 | - |
| 2025 | 30.14 | -6.69 | -0.22 | - |
| Metric | 11377133:btcusd:triple_med_gx:lsma130_50 | 11377133:BTCUSD |
|---|---|---|
| MTD | 2.62% | 13.36% |
| 3M | 5.69% | 45.08% |
| 6M | -3.93% | 28.47% |
| YTD | -6.69% | 30.14% |
| 1Y | 1.39% | 105.13% |
| 3Y (ann.) | -2.54% | 81.7% |
| 5Y (ann.) | 1.26% | 39.55% |
| Metric | 11377133:btcusd:triple_med_gx:lsma130_50 | 11377133:BTCUSD |
|---|---|---|
| Max Drawdown | -25.59% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -4.52% | -6.6% |
| Avg. Drawdown Days | 96.0 | 34.0 |
| Recovery Factor | 0.17 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -25.59 | 904 |
| 2022-06-06 | 2023-01-20 | -17.31 | 228 |
| 2022-02-16 | 2022-05-30 | -8.45 | 103 |
| 2022-02-11 | 2022-02-15 | -3.82 | 3 |
| 2022-02-05 | 2022-02-11 | -0.68 | 6 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2022-02-03 | 2022-02-03 | -0.59 | 0 |
| 2022-06-05 | 2022-06-05 | -0.49 | 0 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-06-05 | 2022-06-06 | -0.33 | 0 |
| Metric | 11377133:btcusd:triple_med_gx:lsma130_50 | 11377133:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 12.88% | 35.75% |
| Worst Week | -7.49% | -29.64% |
| Best Month | 11.74% | 43.77% |
| Worst Month | -7.49% | -37.12% |
| Best Year | 19.65% | 155.54% |
| Worst Year | -16.44% | -57.08% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 3.33% | 5.12% |
| Avg. Down Week | -2.28% | -4.07% |
| Avg. Up Month | 4.88% | 18.03% |
| Avg. Down Month | -3.39% | -13.34% |
| Win Days % | 46.59% | 51.34% |
| Win Month % | 43.9% | 61.9% |
| Win Week % | 42.86% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |