| Metric | 11382805:btcusd:triple_med_gx:lsma130_70 | 11382805:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 44.29% | 156.76% |
| Max Drawdown | -17.21% | -67.18% |
| Sharpe | 0.39 | 0.4 |
| Sortino | 0.59 | 0.58 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 0.89 | 1.06 |
| CPC Index | 0.71 | 0.66 |
| Tail Ratio | 0.74 | 0.99 |
| Outlier Win Ratio | 54.82 | 3.29 |
| Outlier Loss Ratio | 4.02 | 3.04 |
| Volatility (ann.) | 7.79% | 26.27% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.68 | 0.49 |
| Skew | -0.33 | 0.18 |
| Kurtosis | 72.62 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.9% | 2.33% |
| Expected Yearly % | 9.6% | 26.58% |
| Kelly Criterion | 5.8% | 10.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.23% |
| Expected Shortfall (cVaR) | -0.66% | -2.23% |
| Year | 11382805:BTCUSD | 11382805:btcusd:triple_med_gx:lsma130_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 17.68 | -0.29 | + |
| 2023 | 155.54 | 8.12 | 0.05 | - |
| 2024 | 121.00 | 3.35 | 0.03 | - |
| 2025 | 17.02 | 9.71 | 0.57 | - |
| Metric | 11382805:btcusd:triple_med_gx:lsma130_70 | 11382805:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.79% | 31.76% |
| 6M | 9.71% | 12.25% |
| YTD | 9.71% | 17.02% |
| 1Y | 15.07% | 57.19% |
| 3Y (ann.) | 9.2% | 55.42% |
| 5Y (ann.) | 11.67% | 32.84% |
| Metric | 11382805:btcusd:triple_med_gx:lsma130_70 | 11382805:BTCUSD |
|---|---|---|
| Max Drawdown | -17.21% | -67.18% |
| Longest DD Days | 522.0 | 683.0 |
| Avg. Drawdown | -3.31% | -7.23% |
| Avg. Drawdown Days | 48.0 | 38.0 |
| Recovery Factor | 2.57 | 2.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-20 | 2024-08-23 | -17.21 | 522 |
| 2022-09-13 | 2023-03-17 | -16.28 | 185 |
| 2024-08-26 | 2025-04-22 | -13.67 | 239 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2022-03-11 | 2022-03-11 | -1.65 | 0 |
| 2023-03-20 | 2023-03-20 | -1.56 | 0 |
| 2025-04-23 | 2025-06-11 | -1.54 | 48 |
| Metric | 11382805:btcusd:triple_med_gx:lsma130_70 | 11382805:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.08% | 35.75% |
| Worst Week | -8.51% | -29.64% |
| Best Month | 9.82% | 43.77% |
| Worst Month | -8.89% | -37.12% |
| Best Year | 17.68% | 155.54% |
| Worst Year | 3.35% | -61.15% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 5.54% | 9.5% |
| Avg. Down Week | -3.45% | -3.72% |
| Avg. Up Month | 5.57% | 18.5% |
| Avg. Down Month | -2.96% | -5.99% |
| Win Days % | 48.21% | 51.27% |
| Win Month % | 51.85% | 60.98% |
| Win Week % | 45.83% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |