| Metric | 11384179:btcusd:triple_med_gx:lsma130_75 | 11384179:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 55.98% | 152.93% |
| Max Drawdown | -15.9% | -67.18% |
| Sharpe | 0.5 | 0.4 |
| Sortino | 0.77 | 0.58 |
| Payoff Ratio | 1.25 | 1.22 |
| Profit Factor | 1.29 | 1.07 |
| Common Sense Ratio | 1.35 | 1.06 |
| CPC Index | 0.8 | 0.67 |
| Tail Ratio | 1.05 | 0.99 |
| Outlier Win Ratio | 59.66 | 3.15 |
| Outlier Loss Ratio | 4.03 | 3.0 |
| Volatility (ann.) | 7.17% | 26.28% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.9 | 0.48 |
| Skew | -0.17 | 0.18 |
| Kurtosis | 87.48 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.09% | 2.29% |
| Expected Yearly % | 11.75% | 26.11% |
| Kelly Criterion | 9.79% | 11.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.23% |
| Expected Shortfall (cVaR) | -0.61% | -2.23% |
| Year | 11384179:BTCUSD | 11384179:btcusd:triple_med_gx:lsma130_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 6.85 | -0.11 | + |
| 2023 | 155.54 | 17.17 | 0.11 | - |
| 2024 | 121.00 | 13.31 | 0.11 | - |
| 2025 | 17.02 | 9.95 | 0.58 | - |
| Metric | 11384179:btcusd:triple_med_gx:lsma130_75 | 11384179:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.63% | 31.76% |
| 6M | 9.95% | 12.25% |
| YTD | 9.95% | 17.02% |
| 1Y | 23.68% | 57.19% |
| 3Y (ann.) | 13.69% | 55.42% |
| 5Y (ann.) | 14.35% | 32.3% |
| Metric | 11384179:btcusd:triple_med_gx:lsma130_75 | 11384179:BTCUSD |
|---|---|---|
| Max Drawdown | -15.9% | -67.18% |
| Longest DD Days | 413.0 | 683.0 |
| Avg. Drawdown | -3.3% | -7.61% |
| Avg. Drawdown Days | 42.0 | 38.0 |
| Recovery Factor | 3.52 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-03-17 | -15.90 | 184 |
| 2023-05-29 | 2024-07-15 | -14.61 | 413 |
| 2024-08-26 | 2024-10-28 | -8.71 | 63 |
| 2022-05-25 | 2022-05-30 | -4.68 | 4 |
| 2025-01-17 | 2025-03-19 | -4.28 | 61 |
| 2022-05-31 | 2022-07-04 | -4.19 | 33 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-20 | 2025-04-21 | -3.53 | 32 |
| 2025-04-21 | 2025-06-11 | -2.72 | 51 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| Metric | 11384179:btcusd:triple_med_gx:lsma130_75 | 11384179:BTCUSD |
|---|---|---|
| Best Day | 4.68% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.1% | 35.75% |
| Worst Week | -8.95% | -29.64% |
| Best Month | 9.75% | 43.77% |
| Worst Month | -8.95% | -37.12% |
| Best Year | 17.17% | 155.54% |
| Worst Year | 6.85% | -61.73% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.67% | -0.7% |
| Avg. Up Week | 5.69% | 8.91% |
| Avg. Down Week | -2.63% | -4.19% |
| Avg. Up Month | 6.04% | 17.98% |
| Avg. Down Month | -2.77% | -12.79% |
| Win Days % | 49.9% | 51.27% |
| Win Month % | 53.85% | 60.98% |
| Win Week % | 39.53% | 50.28% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 100.0% | 75.0% |