| Metric | 11381290:btcusd:triple_med_gx:lsma130_65 | 11381290:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 33.57% | 196.5% |
| Max Drawdown | -22.25% | -67.18% |
| Sharpe | 0.26 | 0.44 |
| Sortino | 0.39 | 0.64 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 1.27 | 0.99 |
| Outlier Win Ratio | 35.69 | 3.44 |
| Outlier Loss Ratio | 3.87 | 3.32 |
| Volatility (ann.) | 10.3% | 26.35% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.41 | 0.57 |
| Skew | 0.86 | 0.2 |
| Kurtosis | 41.16 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.71% | 2.69% |
| Expected Yearly % | 7.5% | 31.22% |
| Kelly Criterion | 2.0% | 6.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.24% |
| Expected Shortfall (cVaR) | -0.88% | -2.24% |
| Year | 11381290:BTCUSD | 11381290:btcusd:triple_med_gx:lsma130_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 2.30 | -0.04 | + |
| 2023 | 155.54 | 15.56 | 0.10 | - |
| 2024 | 121.00 | 9.07 | 0.07 | - |
| 2025 | 17.02 | 3.59 | 0.21 | - |
| Metric | 11381290:btcusd:triple_med_gx:lsma130_65 | 11381290:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.64% | 31.76% |
| 6M | -3.31% | 12.25% |
| YTD | 3.59% | 17.02% |
| 1Y | 6.83% | 57.19% |
| 3Y (ann.) | 11.5% | 55.42% |
| 5Y (ann.) | 9.02% | 38.32% |
| Metric | 11381290:btcusd:triple_med_gx:lsma130_65 | 11381290:BTCUSD |
|---|---|---|
| Max Drawdown | -22.25% | -67.18% |
| Longest DD Days | 300.0 | 683.0 |
| Avg. Drawdown | -4.71% | -6.97% |
| Avg. Drawdown Days | 44.0 | 36.0 |
| Recovery Factor | 1.51 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-02-20 | -22.25 | 300 |
| 2024-12-17 | 2025-06-11 | -16.38 | 175 |
| 2023-03-20 | 2023-06-21 | -12.44 | 93 |
| 2024-04-08 | 2024-09-19 | -9.62 | 163 |
| 2022-03-09 | 2022-04-25 | -8.53 | 47 |
| 2022-03-04 | 2022-03-09 | -7.13 | 4 |
| 2024-03-11 | 2024-04-08 | -6.72 | 27 |
| 2023-02-21 | 2023-03-17 | -6.26 | 24 |
| 2023-08-09 | 2023-12-04 | -5.34 | 116 |
| 2023-12-06 | 2024-02-07 | -4.10 | 63 |
| Metric | 11381290:btcusd:triple_med_gx:lsma130_65 | 11381290:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.49% | 35.75% |
| Worst Week | -7.23% | -29.64% |
| Best Month | 18.77% | 43.77% |
| Worst Month | -6.7% | -37.12% |
| Best Year | 15.56% | 155.54% |
| Worst Year | 2.3% | -55.14% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 3.22% | 7.24% |
| Avg. Down Week | -2.76% | -4.66% |
| Avg. Up Month | 4.13% | 17.28% |
| Avg. Down Month | -3.24% | -14.19% |
| Win Days % | 48.25% | 51.33% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 55.56% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |