| Metric | 11382872:btcusd:triple_med_gx:lsma130_70 | 11382872:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 42.18% | 152.93% |
| Max Drawdown | -15.9% | -67.18% |
| Sharpe | 0.39 | 0.4 |
| Sortino | 0.58 | 0.58 |
| Payoff Ratio | 1.2 | 1.2 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 0.92 | 1.06 |
| CPC Index | 0.71 | 0.66 |
| Tail Ratio | 0.77 | 0.99 |
| Outlier Win Ratio | 55.42 | 3.18 |
| Outlier Loss Ratio | 3.87 | 3.04 |
| Volatility (ann.) | 7.66% | 26.28% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.7 | 0.48 |
| Skew | -0.06 | 0.18 |
| Kurtosis | 76.66 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.86% | 2.29% |
| Expected Yearly % | 9.2% | 26.11% |
| Kelly Criterion | 6.73% | 10.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.23% |
| Expected Shortfall (cVaR) | -0.65% | -2.23% |
| Year | 11382872:BTCUSD | 11382872:btcusd:triple_med_gx:lsma130_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 9.72 | -0.16 | + |
| 2023 | 155.54 | 17.29 | 0.11 | - |
| 2024 | 121.00 | 6.51 | 0.05 | - |
| 2025 | 17.02 | 3.73 | 0.22 | - |
| Metric | 11382872:btcusd:triple_med_gx:lsma130_70 | 11382872:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.85% | 31.76% |
| 6M | 3.73% | 12.25% |
| YTD | 3.73% | 17.02% |
| 1Y | 14.54% | 57.19% |
| 3Y (ann.) | 10.18% | 55.42% |
| 5Y (ann.) | 11.2% | 32.3% |
| Metric | 11382872:btcusd:triple_med_gx:lsma130_70 | 11382872:BTCUSD |
|---|---|---|
| Max Drawdown | -15.9% | -67.18% |
| Longest DD Days | 522.0 | 683.0 |
| Avg. Drawdown | -3.75% | -7.61% |
| Avg. Drawdown Days | 49.0 | 38.0 |
| Recovery Factor | 2.65 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-03-17 | -15.90 | 184 |
| 2023-03-20 | 2024-08-23 | -12.83 | 522 |
| 2024-08-26 | 2024-10-20 | -9.33 | 55 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2025-01-17 | 2025-04-21 | -4.93 | 93 |
| 2024-10-21 | 2024-10-28 | -4.92 | 7 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2025-01-07 | 2025-01-17 | -4.17 | 9 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| Metric | 11382872:btcusd:triple_med_gx:lsma130_70 | 11382872:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.1% | 35.75% |
| Worst Week | -8.87% | -29.64% |
| Best Month | 10.66% | 43.77% |
| Worst Month | -8.87% | -37.12% |
| Best Year | 17.29% | 155.54% |
| Worst Year | 3.73% | -61.73% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 5.56% | 9.58% |
| Avg. Down Week | -2.98% | -4.26% |
| Avg. Up Month | 5.76% | 18.04% |
| Avg. Down Month | -3.13% | -5.99% |
| Win Days % | 49.18% | 51.27% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 40.43% | 50.28% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 100.0% | 75.0% |