| Metric | 11382873:btcusd:triple_med_gx:lsma135_70 | 11382873:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 50.95% | 152.93% |
| Max Drawdown | -15.17% | -67.18% |
| Sharpe | 0.43 | 0.4 |
| Sortino | 0.64 | 0.58 |
| Payoff Ratio | 1.19 | 1.19 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.14 | 1.06 |
| CPC Index | 0.72 | 0.65 |
| Tail Ratio | 0.93 | 0.99 |
| Outlier Win Ratio | 52.13 | 3.27 |
| Outlier Loss Ratio | 3.86 | 3.08 |
| Volatility (ann.) | 7.98% | 26.28% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.87 | 0.48 |
| Skew | -0.29 | 0.18 |
| Kurtosis | 69.26 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.01% | 2.29% |
| Expected Yearly % | 10.84% | 26.11% |
| Kelly Criterion | 7.46% | 10.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.23% |
| Expected Shortfall (cVaR) | -0.68% | -2.23% |
| Year | 11382873:BTCUSD | 11382873:btcusd:triple_med_gx:lsma135_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 3.35 | -0.05 | + |
| 2023 | 155.54 | 18.46 | 0.12 | - |
| 2024 | 121.00 | 11.80 | 0.10 | - |
| 2025 | 17.02 | 10.28 | 0.60 | - |
| Metric | 11382873:btcusd:triple_med_gx:lsma135_70 | 11382873:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.93% | 31.76% |
| 6M | 10.28% | 12.25% |
| YTD | 10.28% | 17.02% |
| 1Y | 25.03% | 57.19% |
| 3Y (ann.) | 14.88% | 55.42% |
| 5Y (ann.) | 13.22% | 32.3% |
| Metric | 11382873:btcusd:triple_med_gx:lsma135_70 | 11382873:BTCUSD |
|---|---|---|
| Max Drawdown | -15.17% | -67.18% |
| Longest DD Days | 483.0 | 683.0 |
| Avg. Drawdown | -3.44% | -7.61% |
| Avg. Drawdown Days | 38.0 | 38.0 |
| Recovery Factor | 3.36 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-02-26 | -15.17 | 166 |
| 2023-03-20 | 2024-07-15 | -13.51 | 483 |
| 2024-08-26 | 2024-10-18 | -9.43 | 53 |
| 2022-05-31 | 2022-07-06 | -6.75 | 36 |
| 2022-03-19 | 2022-05-30 | -6.26 | 71 |
| 2024-10-21 | 2024-10-28 | -4.92 | 7 |
| 2025-03-15 | 2025-03-24 | -4.71 | 8 |
| 2025-01-07 | 2025-01-17 | -4.17 | 9 |
| 2024-07-16 | 2024-08-23 | -3.74 | 38 |
| 2022-07-09 | 2022-09-12 | -2.74 | 64 |
| Metric | 11382873:btcusd:triple_med_gx:lsma135_70 | 11382873:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.1% | 35.75% |
| Worst Week | -8.49% | -29.64% |
| Best Month | 10.66% | 43.77% |
| Worst Month | -8.39% | -37.12% |
| Best Year | 18.46% | 155.54% |
| Worst Year | 3.35% | -61.73% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.72% | -0.73% |
| Avg. Up Week | 4.49% | 8.93% |
| Avg. Down Week | -3.16% | -4.26% |
| Avg. Up Month | 5.72% | 17.75% |
| Avg. Down Month | -3.04% | -11.82% |
| Win Days % | 49.75% | 51.27% |
| Win Month % | 55.56% | 60.98% |
| Win Week % | 53.06% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |