| Metric | 11382556:btcusd:triple_med_gx:lsma130_70 | 11382556:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 30.64% | 196.5% |
| Max Drawdown | -25.32% | -67.18% |
| Sharpe | 0.25 | 0.44 |
| Sortino | 0.37 | 0.64 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.59 | 0.61 |
| Tail Ratio | 1.23 | 0.99 |
| Outlier Win Ratio | 37.04 | 3.36 |
| Outlier Loss Ratio | 3.87 | 3.31 |
| Volatility (ann.) | 10.04% | 26.35% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.33 | 0.57 |
| Skew | 1.01 | 0.2 |
| Kurtosis | 44.32 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.65% | 2.69% |
| Expected Yearly % | 6.91% | 31.22% |
| Kelly Criterion | 1.49% | 7.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.24% |
| Expected Shortfall (cVaR) | -0.86% | -2.24% |
| Year | 11382556:BTCUSD | 11382556:btcusd:triple_med_gx:lsma130_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -1.24 | 0.02 | + |
| 2023 | 155.54 | 12.67 | 0.08 | - |
| 2024 | 121.00 | 13.59 | 0.11 | - |
| 2025 | 17.02 | 3.36 | 0.20 | - |
| Metric | 11382556:btcusd:triple_med_gx:lsma130_70 | 11382556:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.22% | 31.76% |
| 6M | -6.02% | 12.25% |
| YTD | 3.36% | 17.02% |
| 1Y | 8.6% | 57.19% |
| 3Y (ann.) | 10.27% | 55.42% |
| 5Y (ann.) | 8.3% | 38.32% |
| Metric | 11382556:btcusd:triple_med_gx:lsma130_70 | 11382556:BTCUSD |
|---|---|---|
| Max Drawdown | -25.32% | -67.18% |
| Longest DD Days | 325.0 | 683.0 |
| Avg. Drawdown | -5.11% | -6.97% |
| Avg. Drawdown Days | 52.0 | 36.0 |
| Recovery Factor | 1.21 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-03-18 | -25.32 | 325 |
| 2024-11-13 | 2025-06-11 | -18.10 | 209 |
| 2023-03-20 | 2023-12-04 | -14.51 | 258 |
| 2024-04-08 | 2024-09-18 | -12.29 | 163 |
| 2022-03-09 | 2022-04-25 | -8.53 | 47 |
| 2024-01-31 | 2024-02-07 | -3.81 | 7 |
| 2022-03-06 | 2022-03-09 | -3.80 | 2 |
| 2023-12-06 | 2024-01-31 | -3.59 | 55 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| 2024-03-11 | 2024-04-04 | -2.97 | 23 |
| Metric | 11382556:btcusd:triple_med_gx:lsma130_70 | 11382556:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.82% | 35.75% |
| Worst Week | -9.07% | -29.64% |
| Best Month | 12.11% | 43.77% |
| Worst Month | -9.07% | -37.12% |
| Best Year | 13.59% | 155.54% |
| Worst Year | -1.24% | -55.14% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 3.15% | 7.44% |
| Avg. Down Week | -3.07% | -4.49% |
| Avg. Up Month | 4.46% | 18.12% |
| Avg. Down Month | -3.99% | -14.58% |
| Win Days % | 47.97% | 51.33% |
| Win Month % | 51.43% | 60.98% |
| Win Week % | 57.14% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |