| Metric | 11379728:btcusd:triple_med_gx:lsma135_60 | 11379728:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 9.75% | 229.72% |
| Max Drawdown | -25.9% | -67.18% |
| Sharpe | 0.12 | 0.46 |
| Sortino | 0.17 | 0.67 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.23 | 1.08 |
| CPC Index | 0.54 | 0.61 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 33.38 | 3.53 |
| Outlier Loss Ratio | 4.11 | 3.41 |
| Volatility (ann.) | 10.48% | 26.14% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.11 | 0.62 |
| Skew | 0.52 | 0.2 |
| Kurtosis | 38.64 | 6.53 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.22% | 2.88% |
| Expected Yearly % | 2.35% | 34.75% |
| Kelly Criterion | -1.97% | 6.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.22% |
| Expected Shortfall (cVaR) | -0.9% | -2.22% |
| Year | 11379728:BTCUSD | 11379728:btcusd:triple_med_gx:lsma135_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 10.22 | -0.19 | + |
| 2023 | 155.54 | -9.31 | -0.06 | - |
| 2024 | 121.00 | 14.89 | 0.12 | - |
| 2025 | 30.14 | -4.43 | -0.15 | - |
| Metric | 11379728:btcusd:triple_med_gx:lsma135_60 | 11379728:BTCUSD |
|---|---|---|
| MTD | 2.55% | 13.36% |
| 3M | 6.36% | 45.08% |
| 6M | -2.49% | 28.47% |
| YTD | -4.43% | 30.14% |
| 1Y | -3.19% | 105.13% |
| 3Y (ann.) | 2.75% | 81.7% |
| 5Y (ann.) | 2.74% | 41.44% |
| Metric | 11379728:btcusd:triple_med_gx:lsma135_60 | 11379728:BTCUSD |
|---|---|---|
| Max Drawdown | -25.9% | -67.18% |
| Longest DD Days | 844.0 | 683.0 |
| Avg. Drawdown | -5.2% | -6.66% |
| Avg. Drawdown Days | 83.0 | 35.0 |
| Recovery Factor | 0.38 | 3.42 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-11-21 | -25.90 | 844 |
| 2024-11-23 | 2025-07-14 | -22.50 | 233 |
| 2022-02-16 | 2022-07-19 | -20.85 | 153 |
| 2022-07-20 | 2022-07-27 | -4.47 | 7 |
| 2022-07-28 | 2022-07-30 | -1.13 | 1 |
| 2022-02-07 | 2022-02-08 | -0.87 | 0 |
| 2022-02-15 | 2022-02-15 | -0.64 | 0 |
| 2022-07-28 | 2022-07-28 | -0.54 | 0 |
| 2022-07-19 | 2022-07-20 | -0.30 | 0 |
| 2022-02-07 | 2022-02-07 | -0.18 | 0 |
| Metric | 11379728:btcusd:triple_med_gx:lsma135_60 | 11379728:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.56% | 35.75% |
| Worst Week | -8.79% | -29.64% |
| Best Month | 39.03% | 43.77% |
| Worst Month | -10.31% | -37.12% |
| Best Year | 14.89% | 155.54% |
| Worst Year | -9.31% | -55.14% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 4.53% | 6.58% |
| Avg. Down Week | -3.32% | -6.01% |
| Avg. Up Month | 5.25% | 16.1% |
| Avg. Down Month | -5.93% | -12.9% |
| Win Days % | 46.24% | 51.35% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 44.79% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |