| Metric | 11383275:btcusd:triple_med_gx:lsma130_75 | 11383275:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 1.16% | 183.63% |
| Max Drawdown | -26.85% | -67.18% |
| Sharpe | 0.05 | 0.43 |
| Sortino | 0.08 | 0.62 |
| Payoff Ratio | 1.1 | 1.09 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.52 | 0.6 |
| Tail Ratio | 1.24 | 0.99 |
| Outlier Win Ratio | 48.21 | 3.32 |
| Outlier Loss Ratio | 3.99 | 3.26 |
| Volatility (ann.) | 8.82% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.01 | 0.54 |
| Skew | 0.42 | 0.2 |
| Kurtosis | 61.94 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.03% | 2.58% |
| Expected Yearly % | 0.29% | 29.77% |
| Kelly Criterion | -3.13% | 6.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.24% |
| Expected Shortfall (cVaR) | -0.76% | -2.24% |
| Year | 11383275:BTCUSD | 11383275:btcusd:triple_med_gx:lsma130_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 25.44 | -0.45 | + |
| 2023 | 155.54 | -5.92 | -0.04 | - |
| 2024 | 121.00 | 0.86 | 0.01 | - |
| 2025 | 17.02 | -15.02 | -0.88 | - |
| Metric | 11383275:btcusd:triple_med_gx:lsma130_75 | 11383275:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -6.48% | 31.76% |
| 6M | -14.04% | 12.25% |
| YTD | -15.02% | 17.02% |
| 1Y | -13.82% | 57.19% |
| 3Y (ann.) | -0.88% | 55.42% |
| 5Y (ann.) | 0.34% | 36.43% |
| Metric | 11383275:btcusd:triple_med_gx:lsma130_75 | 11383275:BTCUSD |
|---|---|---|
| Max Drawdown | -26.85% | -67.18% |
| Longest DD Days | 542.0 | 683.0 |
| Avg. Drawdown | -4.63% | -6.9% |
| Avg. Drawdown Days | 63.0 | 35.0 |
| Recovery Factor | 0.04 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-13 | 2025-06-11 | -26.85 | 454 |
| 2022-09-17 | 2024-03-13 | -18.21 | 542 |
| 2022-03-09 | 2022-05-30 | -11.31 | 82 |
| 2022-02-16 | 2022-03-09 | -9.13 | 21 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-05-31 | 2022-07-04 | -3.29 | 34 |
| 2022-07-17 | 2022-07-18 | -3.07 | 0 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2022-07-18 | 2022-07-18 | -1.19 | 0 |
| Metric | 11383275:btcusd:triple_med_gx:lsma130_75 | 11383275:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.75% | 35.75% |
| Worst Week | -8.1% | -29.64% |
| Best Month | 30.78% | 43.77% |
| Worst Month | -8.1% | -37.12% |
| Best Year | 25.44% | 155.54% |
| Worst Year | -15.02% | -57.08% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 4.38% | 5.5% |
| Avg. Down Week | -2.57% | -5.63% |
| Avg. Up Month | 5.73% | 16.0% |
| Avg. Down Month | -4.84% | -14.98% |
| Win Days % | 46.08% | 51.32% |
| Win Month % | 40.54% | 60.98% |
| Win Week % | 40.26% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |