| Metric | 11385210:btcusd:triple_med_gx:lsma130_80 | 11385210:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 40.02% | 196.5% |
| Max Drawdown | -22.49% | -67.18% |
| Sharpe | 0.31 | 0.44 |
| Sortino | 0.48 | 0.64 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.72 | 1.07 |
| CPC Index | 0.64 | 0.63 |
| Tail Ratio | 1.51 | 0.99 |
| Outlier Win Ratio | 41.6 | 3.33 |
| Outlier Loss Ratio | 3.97 | 3.25 |
| Volatility (ann.) | 9.43% | 26.35% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.47 | 0.57 |
| Skew | 1.35 | 0.2 |
| Kurtosis | 53.89 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.82% | 2.69% |
| Expected Yearly % | 8.78% | 31.22% |
| Kelly Criterion | 3.51% | 8.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11385210:BTCUSD | 11385210:btcusd:triple_med_gx:lsma130_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 9.37 | -0.17 | + |
| 2023 | 155.54 | 6.14 | 0.04 | - |
| 2024 | 121.00 | 27.47 | 0.23 | - |
| 2025 | 17.02 | -5.37 | -0.32 | - |
| Metric | 11385210:btcusd:triple_med_gx:lsma130_80 | 11385210:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.05% | 31.76% |
| 6M | -12.66% | 12.25% |
| YTD | -5.37% | 17.02% |
| 1Y | 4.05% | 57.19% |
| 3Y (ann.) | 11.3% | 55.42% |
| 5Y (ann.) | 10.57% | 38.32% |
| Metric | 11385210:btcusd:triple_med_gx:lsma130_80 | 11385210:BTCUSD |
|---|---|---|
| Max Drawdown | -22.49% | -67.18% |
| Longest DD Days | 258.0 | 683.0 |
| Avg. Drawdown | -3.7% | -6.97% |
| Avg. Drawdown Days | 36.0 | 36.0 |
| Recovery Factor | 1.78 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -22.49 | 175 |
| 2022-03-09 | 2022-09-12 | -16.94 | 186 |
| 2023-03-20 | 2023-12-04 | -13.54 | 258 |
| 2022-10-05 | 2023-03-19 | -9.28 | 165 |
| 2024-05-21 | 2024-08-19 | -5.21 | 90 |
| 2024-05-05 | 2024-05-20 | -4.96 | 15 |
| 2024-04-08 | 2024-05-05 | -4.94 | 27 |
| 2024-03-11 | 2024-04-07 | -4.45 | 26 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-01-06 | 2024-02-01 | -3.22 | 26 |
| Metric | 11385210:btcusd:triple_med_gx:lsma130_80 | 11385210:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.79% | 35.75% |
| Worst Week | -7.09% | -29.64% |
| Best Month | 19.08% | 43.77% |
| Worst Month | -8.48% | -37.12% |
| Best Year | 27.47% | 155.54% |
| Worst Year | -5.37% | -55.14% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.28% | 7.6% |
| Avg. Down Week | -2.74% | -4.9% |
| Avg. Up Month | 4.72% | 17.68% |
| Avg. Down Month | -3.73% | -14.52% |
| Win Days % | 48.15% | 51.33% |
| Win Month % | 54.29% | 60.98% |
| Win Week % | 53.52% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |