| Metric | 11380847:btcusd:triple_med_gx:lsma135_65 | 11380847:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 37.28% | 229.72% |
| Max Drawdown | -18.28% | -67.18% |
| Sharpe | 0.28 | 0.46 |
| Sortino | 0.42 | 0.67 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.79 | 1.08 |
| CPC Index | 0.61 | 0.64 |
| Tail Ratio | 1.6 | 1.0 |
| Outlier Win Ratio | 37.73 | 3.46 |
| Outlier Loss Ratio | 4.07 | 3.34 |
| Volatility (ann.) | 9.79% | 26.14% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.53 | 0.62 |
| Skew | 0.87 | 0.2 |
| Kurtosis | 47.16 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.76% | 2.88% |
| Expected Yearly % | 8.24% | 34.75% |
| Kelly Criterion | 1.67% | 8.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.22% |
| Expected Shortfall (cVaR) | -0.84% | -2.22% |
| Year | 11380847:BTCUSD | 11380847:btcusd:triple_med_gx:lsma135_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 20.04 | -0.36 | + |
| 2023 | 155.54 | -3.59 | -0.02 | - |
| 2024 | 121.00 | 14.16 | 0.12 | - |
| 2025 | 30.14 | 3.91 | 0.13 | - |
| Metric | 11380847:btcusd:triple_med_gx:lsma135_65 | 11380847:BTCUSD |
|---|---|---|
| MTD | 2.28% | 13.36% |
| 3M | 9.21% | 45.08% |
| 6M | 3.59% | 28.47% |
| YTD | 3.91% | 30.14% |
| 1Y | 16.79% | 105.13% |
| 3Y (ann.) | 9.72% | 81.7% |
| 5Y (ann.) | 9.65% | 41.44% |
| Metric | 11380847:btcusd:triple_med_gx:lsma135_65 | 11380847:BTCUSD |
|---|---|---|
| Max Drawdown | -18.28% | -67.18% |
| Longest DD Days | 745.0 | 683.0 |
| Avg. Drawdown | -4.89% | -6.66% |
| Avg. Drawdown Days | 77.0 | 35.0 |
| Recovery Factor | 2.04 | 3.42 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-05 | 2024-11-20 | -18.28 | 745 |
| 2025-01-25 | 2025-07-14 | -14.46 | 169 |
| 2022-02-16 | 2022-07-08 | -12.88 | 142 |
| 2024-11-23 | 2025-01-17 | -10.91 | 55 |
| 2022-07-28 | 2022-11-05 | -9.38 | 99 |
| 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 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| Metric | 11380847:btcusd:triple_med_gx:lsma135_65 | 11380847: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 | 41.99% | 43.77% |
| Worst Month | -9.16% | -37.12% |
| Best Year | 20.04% | 155.54% |
| Worst Year | -3.59% | -55.14% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 4.8% | 6.72% |
| Avg. Down Week | -3.64% | -6.37% |
| Avg. Up Month | 5.16% | 15.28% |
| Avg. Down Month | -5.56% | -13.67% |
| Win Days % | 47.23% | 51.35% |
| Win Month % | 58.54% | 61.9% |
| Win Week % | 52.38% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |