| Metric | 11382806:btcusd:triple_med_gx:lsma135_70 | 11382806:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 69.28% | 178.86% |
| Max Drawdown | -17.36% | -67.18% |
| Sharpe | 0.53 | 0.42 |
| Sortino | 0.81 | 0.61 |
| Payoff Ratio | 1.25 | 1.23 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | 1.17 | 1.07 |
| CPC Index | 0.79 | 0.68 |
| Tail Ratio | 0.92 | 1.0 |
| Outlier Win Ratio | 52.61 | 3.36 |
| Outlier Loss Ratio | 4.09 | 3.07 |
| Volatility (ann.) | 7.82% | 26.04% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.96 | 0.52 |
| Skew | -0.04 | 0.18 |
| Kurtosis | 70.6 | 6.55 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.26% | 2.47% |
| Expected Yearly % | 14.06% | 29.23% |
| Kelly Criterion | 8.69% | 11.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.21% |
| Expected Shortfall (cVaR) | -0.66% | -2.21% |
| Year | 11382806:BTCUSD | 11382806:btcusd:triple_med_gx:lsma135_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 16.45 | -0.27 | + |
| 2023 | 155.54 | 15.59 | 0.10 | - |
| 2024 | 121.00 | 11.69 | 0.10 | - |
| 2025 | 27.10 | 12.60 | 0.47 | - |
| Metric | 11382806:btcusd:triple_med_gx:lsma135_70 | 11382806:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 9.34% | 41.88% |
| 6M | 15.43% | 22.91% |
| YTD | 12.6% | 27.1% |
| 1Y | 16.1% | 82.29% |
| 3Y (ann.) | 10.55% | 77.48% |
| 5Y (ann.) | 16.64% | 34.98% |
| Metric | 11382806:btcusd:triple_med_gx:lsma135_70 | 11382806:BTCUSD |
|---|---|---|
| Max Drawdown | -17.36% | -67.18% |
| Longest DD Days | 258.0 | 683.0 |
| Avg. Drawdown | -2.72% | -6.99% |
| Avg. Drawdown Days | 29.0 | 37.0 |
| Recovery Factor | 3.99 | 2.66 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-03-19 | -17.36 | 187 |
| 2024-08-26 | 2025-01-17 | -11.61 | 144 |
| 2023-12-06 | 2024-02-09 | -10.15 | 65 |
| 2023-03-22 | 2023-12-05 | -9.89 | 258 |
| 2025-01-17 | 2025-04-21 | -5.50 | 93 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2024-05-10 | 2024-07-15 | -4.55 | 65 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2023-03-20 | 2023-03-22 | -1.98 | 1 |
| Metric | 11382806:btcusd:triple_med_gx:lsma135_70 | 11382806:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.1% | 35.75% |
| Worst Week | -9.04% | -29.64% |
| Best Month | 10.5% | 43.77% |
| Worst Month | -9.04% | -37.12% |
| Best Year | 16.45% | 155.54% |
| Worst Year | 11.69% | -61.15% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.68% | -0.7% |
| Avg. Up Week | 4.7% | 8.67% |
| Avg. Down Week | -3.34% | -4.57% |
| Avg. Up Month | 5.03% | 15.8% |
| Avg. Down Month | -3.01% | -5.99% |
| Win Days % | 49.2% | 51.28% |
| Win Month % | 60.71% | 61.9% |
| Win Week % | 57.14% | 51.1% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 100.0% | 75.0% |