| Metric | 11378212:btcusd:triple_med_gx:lsma130_55 | 11378212:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 17.23% | 215.41% |
| Max Drawdown | -24.35% | -67.18% |
| Sharpe | 0.17 | 0.45 |
| Sortino | 0.24 | 0.65 |
| Payoff Ratio | 1.09 | 1.03 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.39 | 1.08 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 1.31 | 1.0 |
| Outlier Win Ratio | 33.89 | 3.31 |
| Outlier Loss Ratio | 4.4 | 3.35 |
| Volatility (ann.) | 9.96% | 26.14% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.19 | 0.59 |
| Skew | 0.23 | 0.2 |
| Kurtosis | 47.35 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.77% |
| Expected Yearly % | 4.05% | 33.27% |
| Kelly Criterion | -0.65% | 4.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.22% |
| Expected Shortfall (cVaR) | -0.85% | -2.22% |
| Year | 11378212:BTCUSD | 11378212:btcusd:triple_med_gx:lsma130_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 11.33 | -0.20 | + |
| 2023 | 155.54 | -15.05 | -0.10 | - |
| 2024 | 121.00 | 23.66 | 0.20 | - |
| 2025 | 30.14 | 0.23 | 0.01 | - |
| Metric | 11378212:btcusd:triple_med_gx:lsma130_55 | 11378212:BTCUSD |
|---|---|---|
| MTD | 1.69% | 13.36% |
| 3M | 10.12% | 45.08% |
| 6M | 2.02% | 28.47% |
| YTD | 0.23% | 30.14% |
| 1Y | 9.6% | 105.13% |
| 3Y (ann.) | 5.79% | 81.7% |
| 5Y (ann.) | 4.72% | 39.55% |
| Metric | 11378212:btcusd:triple_med_gx:lsma130_55 | 11378212:BTCUSD |
|---|---|---|
| Max Drawdown | -24.35% | -67.18% |
| Longest DD Days | 670.0 | 683.0 |
| Avg. Drawdown | -9.26% | -6.6% |
| Avg. Drawdown Days | 179.0 | 34.0 |
| Recovery Factor | 0.71 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2024-11-22 | -24.35 | 670 |
| 2022-02-16 | 2023-01-20 | -19.81 | 338 |
| 2024-11-22 | 2025-07-14 | -15.07 | 234 |
| 2022-02-05 | 2022-02-15 | -4.33 | 10 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-02-03 | 2022-02-03 | -0.18 | 0 |
| Metric | 11378212:btcusd:triple_med_gx:lsma130_55 | 11378212:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 12.98% | 35.75% |
| Worst Week | -6.75% | -29.64% |
| Best Month | 10.56% | 43.77% |
| Worst Month | -8.0% | -37.12% |
| Best Year | 23.66% | 155.54% |
| Worst Year | -15.05% | -57.08% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.71% | -0.77% |
| Avg. Up Week | 3.69% | 5.09% |
| Avg. Down Week | -2.45% | -4.49% |
| Avg. Up Month | 4.85% | 19.7% |
| Avg. Down Month | -3.58% | -15.33% |
| Win Days % | 47.47% | 51.34% |
| Win Month % | 48.78% | 61.9% |
| Win Week % | 44.0% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |