| Metric | 11384113:btcusd:triple_med_gx:lsma135_75 | 11384113:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 61.57% | 156.76% |
| Max Drawdown | -17.36% | -67.18% |
| Sharpe | 0.5 | 0.4 |
| Sortino | 0.74 | 0.58 |
| Payoff Ratio | 1.21 | 1.2 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.43 | 1.06 |
| CPC Index | 0.77 | 0.66 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 53.34 | 3.29 |
| Outlier Loss Ratio | 3.97 | 3.04 |
| Volatility (ann.) | 7.79% | 26.27% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.9 | 0.49 |
| Skew | -0.93 | 0.18 |
| Kurtosis | 70.99 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.18% | 2.33% |
| Expected Yearly % | 12.74% | 26.58% |
| Kelly Criterion | 8.89% | 10.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.23% |
| Expected Shortfall (cVaR) | -0.66% | -2.23% |
| Year | 11384113:BTCUSD | 11384113:btcusd:triple_med_gx:lsma135_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 11.13 | -0.18 | + |
| 2023 | 155.54 | 10.54 | 0.07 | - |
| 2024 | 121.00 | 9.19 | 0.08 | - |
| 2025 | 17.02 | 20.46 | 1.20 | + |
| Metric | 11384113:btcusd:triple_med_gx:lsma135_75 | 11384113:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.14% | 31.76% |
| 6M | 20.46% | 12.25% |
| YTD | 20.46% | 17.02% |
| 1Y | 33.14% | 57.19% |
| 3Y (ann.) | 14.86% | 55.42% |
| 5Y (ann.) | 15.54% | 32.84% |
| Metric | 11384113:btcusd:triple_med_gx:lsma135_75 | 11384113:BTCUSD |
|---|---|---|
| Max Drawdown | -17.36% | -67.18% |
| Longest DD Days | 671.0 | 683.0 |
| Avg. Drawdown | -2.58% | -7.23% |
| Avg. Drawdown Days | 49.0 | 38.0 |
| Recovery Factor | 3.55 | 2.33 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2024-07-15 | -17.36 | 671 |
| 2024-08-26 | 2025-01-15 | -7.71 | 142 |
| 2022-03-11 | 2022-05-30 | -5.76 | 79 |
| 2025-01-17 | 2025-03-19 | -3.91 | 61 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-20 | 2025-04-21 | -3.53 | 32 |
| 2022-05-31 | 2022-07-04 | -3.46 | 33 |
| 2025-04-23 | 2025-06-11 | -2.90 | 48 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2022-07-08 | 2022-09-10 | -1.84 | 64 |
| Metric | 11384113:btcusd:triple_med_gx:lsma135_75 | 11384113:BTCUSD |
|---|---|---|
| Best Day | 3.94% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.1% | 35.75% |
| Worst Week | -9.31% | -29.64% |
| Best Month | 12.16% | 43.77% |
| Worst Month | -9.07% | -37.12% |
| Best Year | 20.46% | 155.54% |
| Worst Year | 9.19% | -61.15% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.7% | -0.71% |
| Avg. Up Week | 4.48% | 8.98% |
| Avg. Down Week | -3.27% | -4.43% |
| Avg. Up Month | 5.65% | 17.75% |
| Avg. Down Month | -3.53% | -6.71% |
| Win Days % | 50.08% | 51.27% |
| Win Month % | 59.26% | 60.98% |
| Win Week % | 55.56% | 50.28% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |