| Metric | 11382838:btcusd:triple_med_gx:lsma130_70 | 11382838:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 57.08% | 147.72% |
| Max Drawdown | -15.65% | -67.18% |
| Sharpe | 0.47 | 0.39 |
| Sortino | 0.72 | 0.57 |
| Payoff Ratio | 1.26 | 1.23 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 1.02 | 1.06 |
| CPC Index | 0.77 | 0.67 |
| Tail Ratio | 0.81 | 0.99 |
| Outlier Win Ratio | 53.44 | 3.27 |
| Outlier Loss Ratio | 4.02 | 3.04 |
| Volatility (ann.) | 7.84% | 26.27% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.93 | 0.47 |
| Skew | 0.03 | 0.18 |
| Kurtosis | 71.77 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.11% | 2.24% |
| Expected Yearly % | 11.95% | 25.46% |
| Kelly Criterion | 8.03% | 11.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.23% |
| Expected Shortfall (cVaR) | -0.67% | -2.23% |
| Year | 11382838:BTCUSD | 11382838:btcusd:triple_med_gx:lsma130_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 10.24 | -0.16 | + |
| 2023 | 155.54 | 19.80 | 0.13 | - |
| 2024 | 121.00 | 7.20 | 0.06 | - |
| 2025 | 17.02 | 10.96 | 0.64 | - |
| Metric | 11382838:btcusd:triple_med_gx:lsma130_70 | 11382838:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.56% | 31.76% |
| 6M | 10.96% | 12.25% |
| YTD | 10.96% | 17.02% |
| 1Y | 23.44% | 57.19% |
| 3Y (ann.) | 13.69% | 55.42% |
| 5Y (ann.) | 14.58% | 31.44% |
| Metric | 11382838:btcusd:triple_med_gx:lsma130_70 | 11382838:BTCUSD |
|---|---|---|
| Max Drawdown | -15.65% | -67.18% |
| Longest DD Days | 522.0 | 683.0 |
| Avg. Drawdown | -3.48% | -7.67% |
| Avg. Drawdown Days | 52.0 | 38.0 |
| Recovery Factor | 3.65 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-03-17 | -15.65 | 184 |
| 2023-03-20 | 2024-08-23 | -13.62 | 522 |
| 2024-08-26 | 2025-01-15 | -9.04 | 142 |
| 2025-01-17 | 2025-04-22 | -6.57 | 94 |
| 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 |
| 2022-07-08 | 2022-09-12 | -2.10 | 66 |
| 2023-03-17 | 2023-03-17 | -1.66 | 0 |
| Metric | 11382838:btcusd:triple_med_gx:lsma130_70 | 11382838:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.1% | 35.75% |
| Worst Week | -9.11% | -29.64% |
| Best Month | 13.25% | 43.77% |
| Worst Month | -9.11% | -37.12% |
| Best Year | 19.8% | 155.54% |
| Worst Year | 7.2% | -62.52% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.69% | -0.71% |
| Avg. Up Week | 5.9% | 9.23% |
| Avg. Down Week | -3.32% | -4.3% |
| Avg. Up Month | 6.53% | 16.41% |
| Avg. Down Month | -3.47% | -5.99% |
| Win Days % | 48.8% | 51.26% |
| Win Month % | 53.85% | 58.54% |
| Win Week % | 44.68% | 50.28% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 100.0% | 75.0% |