| Metric | 11380958:btcusd:triple_med_gx:lsma130_65 | 11380958:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 18.54% | 215.41% |
| Max Drawdown | -28.23% | -67.18% |
| Sharpe | 0.17 | 0.45 |
| Sortino | 0.24 | 0.65 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.46 | 1.08 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 1.38 | 1.0 |
| Outlier Win Ratio | 33.55 | 3.53 |
| Outlier Loss Ratio | 3.88 | 3.48 |
| Volatility (ann.) | 10.85% | 26.14% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.18 | 0.59 |
| Skew | -0.19 | 0.2 |
| Kurtosis | 41.16 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.41% | 2.77% |
| Expected Yearly % | 4.34% | 33.27% |
| Kelly Criterion | -0.57% | 4.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.22% |
| Expected Shortfall (cVaR) | -0.93% | -2.22% |
| Year | 11380958:BTCUSD | 11380958:btcusd:triple_med_gx:lsma130_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 4.15 | -0.07 | + |
| 2023 | 155.54 | -5.80 | -0.04 | - |
| 2024 | 121.00 | 23.57 | 0.19 | - |
| 2025 | 30.14 | -2.23 | -0.07 | - |
| Metric | 11380958:btcusd:triple_med_gx:lsma130_65 | 11380958:BTCUSD |
|---|---|---|
| MTD | 5.86% | 13.36% |
| 3M | 3.63% | 45.08% |
| 6M | -1.82% | 28.47% |
| YTD | -2.23% | 30.14% |
| 1Y | 0.48% | 105.13% |
| 3Y (ann.) | 5.07% | 81.7% |
| 5Y (ann.) | 5.06% | 39.55% |
| Metric | 11380958:btcusd:triple_med_gx:lsma130_65 | 11380958:BTCUSD |
|---|---|---|
| Max Drawdown | -28.23% | -67.18% |
| Longest DD Days | 754.0 | 683.0 |
| Avg. Drawdown | -5.51% | -6.6% |
| Avg. Drawdown Days | 68.0 | 34.0 |
| Recovery Factor | 0.66 | 3.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2024-08-23 | -28.23 | 754 |
| 2024-11-23 | 2025-07-14 | -24.96 | 233 |
| 2022-02-16 | 2022-07-07 | -19.92 | 141 |
| 2024-08-31 | 2024-10-29 | -7.01 | 59 |
| 2022-07-20 | 2022-07-27 | -4.75 | 7 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-08 | 2022-07-16 | -2.19 | 8 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-10-29 | 2024-11-19 | -1.70 | 20 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| Metric | 11380958:btcusd:triple_med_gx:lsma130_65 | 11380958:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 13.02% | 35.75% |
| Worst Week | -12.45% | -29.64% |
| Best Month | 40.58% | 43.77% |
| Worst Month | -12.16% | -37.12% |
| Best Year | 23.57% | 155.54% |
| Worst Year | -5.8% | -57.08% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 4.47% | 6.21% |
| Avg. Down Week | -3.34% | -5.82% |
| Avg. Up Month | 6.75% | 16.24% |
| Avg. Down Month | -6.03% | -10.21% |
| Win Days % | 48.11% | 51.34% |
| Win Month % | 46.34% | 61.9% |
| Win Week % | 46.81% | 51.63% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |