| Metric | 11384146:btcusd:triple_med_gx:lsma135_75 | 11384146:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 68.23% | 147.72% |
| Max Drawdown | -15.45% | -67.18% |
| Sharpe | 0.56 | 0.39 |
| Sortino | 0.83 | 0.57 |
| Payoff Ratio | 1.25 | 1.22 |
| Profit Factor | 1.31 | 1.07 |
| Common Sense Ratio | 1.55 | 1.06 |
| CPC Index | 0.82 | 0.67 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 54.8 | 3.23 |
| Outlier Loss Ratio | 4.03 | 3.01 |
| Volatility (ann.) | 7.56% | 26.27% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.1 | 0.47 |
| Skew | -0.87 | 0.18 |
| Kurtosis | 78.06 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.28% | 2.24% |
| Expected Yearly % | 13.89% | 25.46% |
| Kelly Criterion | 10.55% | 11.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.23% |
| Expected Shortfall (cVaR) | -0.64% | -2.23% |
| Year | 11384146:BTCUSD | 11384146:btcusd:triple_med_gx:lsma135_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 10.59 | -0.17 | + |
| 2023 | 155.54 | 12.24 | 0.08 | - |
| 2024 | 121.00 | 8.87 | 0.07 | - |
| 2025 | 17.02 | 24.50 | 1.44 | + |
| Metric | 11384146:btcusd:triple_med_gx:lsma135_75 | 11384146:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 13.07% | 31.76% |
| 6M | 24.5% | 12.25% |
| YTD | 24.5% | 17.02% |
| 1Y | 37.76% | 57.19% |
| 3Y (ann.) | 16.2% | 55.42% |
| 5Y (ann.) | 16.97% | 31.44% |
| Metric | 11384146:btcusd:triple_med_gx:lsma135_75 | 11384146:BTCUSD |
|---|---|---|
| Max Drawdown | -15.45% | -67.18% |
| Longest DD Days | 448.0 | 683.0 |
| Avg. Drawdown | -2.47% | -7.67% |
| Avg. Drawdown Days | 31.0 | 38.0 |
| Recovery Factor | 4.42 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-12-05 | -15.45 | 448 |
| 2023-12-06 | 2024-02-09 | -11.24 | 65 |
| 2024-08-26 | 2025-01-14 | -8.71 | 141 |
| 2024-05-10 | 2024-07-15 | -4.55 | 65 |
| 2022-05-25 | 2022-05-30 | -4.50 | 4 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-15 | 2025-03-19 | -3.53 | 4 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2022-05-31 | 2022-07-04 | -2.76 | 33 |
| 2024-07-16 | 2024-08-23 | -2.07 | 38 |
| Metric | 11384146:btcusd:triple_med_gx:lsma135_75 | 11384146:BTCUSD |
|---|---|---|
| Best Day | 3.94% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.1% | 35.75% |
| Worst Week | -8.49% | -29.64% |
| Best Month | 12.18% | 43.77% |
| Worst Month | -8.39% | -37.12% |
| Best Year | 24.5% | 155.54% |
| Worst Year | 8.87% | -62.52% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.67% | -0.69% |
| Avg. Up Week | 4.85% | 9.14% |
| Avg. Down Week | -3.49% | -4.12% |
| Avg. Up Month | 5.71% | 17.75% |
| Avg. Down Month | -2.86% | -12.79% |
| Win Days % | 50.36% | 51.26% |
| Win Month % | 61.54% | 58.54% |
| Win Week % | 57.14% | 50.28% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 100.0% | 75.0% |