| Metric | 11382064:btcusd:triple_med_gx:lsma130_70 | 11382064:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 22.57% | 183.63% |
| Max Drawdown | -21.06% | -67.18% |
| Sharpe | 0.2 | 0.43 |
| Sortino | 0.3 | 0.62 |
| Payoff Ratio | 1.17 | 1.17 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.5 | 1.06 |
| CPC Index | 0.59 | 0.64 |
| Tail Ratio | 1.38 | 0.99 |
| Outlier Win Ratio | 40.96 | 3.42 |
| Outlier Loss Ratio | 3.91 | 3.29 |
| Volatility (ann.) | 9.7% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.3 | 0.54 |
| Skew | 0.79 | 0.2 |
| Kurtosis | 50.99 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.5% | 2.58% |
| Expected Yearly % | 5.22% | 29.77% |
| Kelly Criterion | 0.18% | 9.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.24% |
| Expected Shortfall (cVaR) | -0.83% | -2.24% |
| Year | 11382064:BTCUSD | 11382064:btcusd:triple_med_gx:lsma130_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 16.33 | -0.29 | + |
| 2023 | 155.54 | -9.02 | -0.06 | - |
| 2024 | 121.00 | 23.57 | 0.19 | - |
| 2025 | 17.02 | -6.28 | -0.37 | - |
| Metric | 11382064:btcusd:triple_med_gx:lsma130_70 | 11382064:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.09% | 31.76% |
| 6M | -5.6% | 12.25% |
| YTD | -6.28% | 17.02% |
| 1Y | 3.03% | 57.19% |
| 3Y (ann.) | 9.24% | 55.42% |
| 5Y (ann.) | 6.25% | 36.43% |
| Metric | 11382064:btcusd:triple_med_gx:lsma130_70 | 11382064:BTCUSD |
|---|---|---|
| Max Drawdown | -21.06% | -67.18% |
| Longest DD Days | 757.0 | 683.0 |
| Avg. Drawdown | -4.9% | -6.9% |
| Avg. Drawdown Days | 71.0 | 35.0 |
| Recovery Factor | 1.07 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-28 | 2024-08-23 | -21.06 | 757 |
| 2025-01-17 | 2025-06-11 | -15.79 | 144 |
| 2022-02-16 | 2022-07-07 | -15.15 | 141 |
| 2024-08-30 | 2024-11-21 | -9.38 | 82 |
| 2024-11-23 | 2025-01-15 | -7.34 | 53 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-20 | 2022-07-27 | -2.73 | 7 |
| 2022-07-08 | 2022-07-16 | -2.46 | 8 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| Metric | 11382064:btcusd:triple_med_gx:lsma130_70 | 11382064:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 11.89% | 35.75% |
| Worst Week | -7.81% | -29.64% |
| Best Month | 35.08% | 43.77% |
| Worst Month | -7.59% | -37.12% |
| Best Year | 23.57% | 155.54% |
| Worst Year | -9.02% | -57.08% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.8% | -0.8% |
| Avg. Up Week | 3.98% | 6.76% |
| Avg. Down Week | -3.01% | -5.18% |
| Avg. Up Month | 5.94% | 14.57% |
| Avg. Down Month | -4.73% | -14.85% |
| Win Days % | 46.25% | 51.32% |
| Win Month % | 48.72% | 60.98% |
| Win Week % | 50.0% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |