| Metric | 11380845:btcusd:triple_med_gx:lsma130_65 | 11380845:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 38.4% | 215.41% |
| Max Drawdown | -21.23% | -67.18% |
| Sharpe | 0.29 | 0.45 |
| Sortino | 0.43 | 0.65 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.95 | 1.08 |
| CPC Index | 0.61 | 0.64 |
| Tail Ratio | 1.74 | 1.0 |
| Outlier Win Ratio | 37.95 | 3.48 |
| Outlier Loss Ratio | 4.03 | 3.33 |
| Volatility (ann.) | 9.88% | 26.14% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.47 | 0.59 |
| Skew | 0.74 | 0.2 |
| Kurtosis | 46.94 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.78% | 2.77% |
| Expected Yearly % | 8.46% | 33.27% |
| Kelly Criterion | 1.74% | 9.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.22% |
| Expected Shortfall (cVaR) | -0.84% | -2.22% |
| Year | 11380845:BTCUSD | 11380845:btcusd:triple_med_gx:lsma130_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 22.20 | -0.39 | + |
| 2023 | 155.54 | -8.76 | -0.06 | - |
| 2024 | 121.00 | 18.56 | 0.15 | - |
| 2025 | 30.14 | 4.70 | 0.16 | - |
| Metric | 11380845:btcusd:triple_med_gx:lsma130_65 | 11380845:BTCUSD |
|---|---|---|
| MTD | 2.28% | 13.36% |
| 3M | 9.26% | 45.08% |
| 6M | 4.38% | 28.47% |
| YTD | 4.7% | 30.14% |
| 1Y | 21.36% | 105.13% |
| 3Y (ann.) | 9.04% | 81.7% |
| 5Y (ann.) | 9.89% | 39.55% |
| Metric | 11380845:btcusd:triple_med_gx:lsma130_65 | 11380845:BTCUSD |
|---|---|---|
| Max Drawdown | -21.23% | -67.18% |
| Longest DD Days | 746.0 | 683.0 |
| Avg. Drawdown | -4.81% | -6.6% |
| Avg. Drawdown Days | 76.0 | 34.0 |
| Recovery Factor | 1.81 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-05 | 2024-11-21 | -21.23 | 746 |
| 2025-01-25 | 2025-07-14 | -13.84 | 169 |
| 2022-02-16 | 2022-07-07 | -11.66 | 141 |
| 2022-07-28 | 2022-11-05 | -10.14 | 99 |
| 2024-11-23 | 2025-01-15 | -6.93 | 53 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-20 | 2022-07-27 | -2.06 | 7 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-08 | 2022-07-16 | -1.92 | 8 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| Metric | 11380845:btcusd:triple_med_gx:lsma130_65 | 11380845:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.73% | 35.75% |
| Worst Week | -9.16% | -29.64% |
| Best Month | 38.33% | 43.77% |
| Worst Month | -9.16% | -37.12% |
| Best Year | 22.2% | 155.54% |
| Worst Year | -8.76% | -57.08% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 4.86% | 6.6% |
| Avg. Down Week | -3.57% | -5.64% |
| Avg. Up Month | 5.45% | 15.56% |
| Avg. Down Month | -4.45% | -14.87% |
| Win Days % | 47.08% | 51.34% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 49.41% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |