| Metric | 11384180:btcusd:triple_med_gx:lsma135_75 | 11384180:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 68.06% | 152.93% |
| Max Drawdown | -15.58% | -67.18% |
| Sharpe | 0.56 | 0.4 |
| Sortino | 0.84 | 0.58 |
| Payoff Ratio | 1.24 | 1.21 |
| Profit Factor | 1.31 | 1.07 |
| Common Sense Ratio | 1.88 | 1.06 |
| CPC Index | 0.82 | 0.66 |
| Tail Ratio | 1.44 | 0.99 |
| Outlier Win Ratio | 55.63 | 3.23 |
| Outlier Loss Ratio | 4.0 | 3.04 |
| Volatility (ann.) | 7.51% | 26.28% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.09 | 0.48 |
| Skew | -0.43 | 0.18 |
| Kurtosis | 78.32 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.27% | 2.29% |
| Expected Yearly % | 13.86% | 26.11% |
| Kelly Criterion | 10.81% | 10.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.23% |
| Expected Shortfall (cVaR) | -0.63% | -2.23% |
| Year | 11384180:BTCUSD | 11384180:btcusd:triple_med_gx:lsma135_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 2.51 | -0.04 | + |
| 2023 | 155.54 | 17.92 | 0.12 | - |
| 2024 | 121.00 | 18.94 | 0.16 | - |
| 2025 | 17.02 | 16.90 | 0.99 | - |
| Metric | 11384180:btcusd:triple_med_gx:lsma135_75 | 11384180:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.8% | 31.76% |
| 6M | 16.9% | 12.25% |
| YTD | 16.9% | 17.02% |
| 1Y | 35.0% | 57.19% |
| 3Y (ann.) | 18.4% | 55.42% |
| 5Y (ann.) | 16.95% | 32.3% |
| Metric | 11384180:btcusd:triple_med_gx:lsma135_75 | 11384180:BTCUSD |
|---|---|---|
| Max Drawdown | -15.58% | -67.18% |
| Longest DD Days | 413.0 | 683.0 |
| Avg. Drawdown | -3.06% | -7.61% |
| Avg. Drawdown Days | 32.0 | 38.0 |
| Recovery Factor | 4.37 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-29 | 2024-07-15 | -15.58 | 413 |
| 2022-09-13 | 2023-02-28 | -15.17 | 168 |
| 2024-08-26 | 2024-10-28 | -8.71 | 63 |
| 2022-05-31 | 2022-07-07 | -8.60 | 36 |
| 2022-05-25 | 2022-05-30 | -4.68 | 4 |
| 2025-03-15 | 2025-03-19 | -3.71 | 4 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2022-07-09 | 2022-09-12 | -2.74 | 64 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2025-05-23 | 2025-06-11 | -2.37 | 19 |
| Metric | 11384180:btcusd:triple_med_gx:lsma135_75 | 11384180:BTCUSD |
|---|---|---|
| Best Day | 4.68% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.1% | 35.75% |
| Worst Week | -8.57% | -29.64% |
| Best Month | 11.71% | 43.77% |
| Worst Month | -8.47% | -37.12% |
| Best Year | 18.94% | 155.54% |
| Worst Year | 2.51% | -61.73% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.68% | -0.71% |
| Avg. Up Week | 4.54% | 8.41% |
| Avg. Down Week | -2.83% | -4.19% |
| Avg. Up Month | 6.07% | 17.69% |
| Avg. Down Month | -3.58% | -12.79% |
| Win Days % | 50.64% | 51.27% |
| Win Month % | 59.26% | 60.98% |
| Win Week % | 53.33% | 50.28% |
| Win Quarter % | 84.62% | 57.14% |
| Win Year % | 100.0% | 75.0% |