| Metric | 11385234:btcusd:triple_med_gx:lsma135_80 | 11385234:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 26.83% | 162.58% |
| Max Drawdown | -25.51% | -67.18% |
| Sharpe | 0.23 | 0.41 |
| Sortino | 0.33 | 0.59 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.63 | 1.06 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.49 | 0.99 |
| Outlier Win Ratio | 41.05 | 3.45 |
| Outlier Loss Ratio | 3.87 | 3.29 |
| Volatility (ann.) | 9.92% | 26.28% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.29 | 0.5 |
| Skew | 0.13 | 0.18 |
| Kurtosis | 53.92 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.38% |
| Expected Yearly % | 6.12% | 27.3% |
| Kelly Criterion | 1.46% | 6.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.23% |
| Expected Shortfall (cVaR) | -0.85% | -2.23% |
| Year | 11385234:BTCUSD | 11385234:btcusd:triple_med_gx:lsma135_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 6.53 | -0.11 | + |
| 2023 | 155.54 | -6.67 | -0.04 | - |
| 2024 | 121.00 | 33.79 | 0.28 | - |
| 2025 | 17.02 | -4.66 | -0.27 | - |
| Metric | 11385234:btcusd:triple_med_gx:lsma135_80 | 11385234:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.02% | 31.76% |
| 6M | -11.68% | 12.25% |
| YTD | -4.66% | 17.02% |
| 1Y | 1.99% | 57.19% |
| 3Y (ann.) | 5.67% | 55.42% |
| 5Y (ann.) | 7.36% | 33.42% |
| Metric | 11385234:btcusd:triple_med_gx:lsma135_80 | 11385234:BTCUSD |
|---|---|---|
| Max Drawdown | -25.51% | -67.18% |
| Longest DD Days | 572.0 | 683.0 |
| Avg. Drawdown | -4.42% | -6.97% |
| Avg. Drawdown Days | 58.0 | 36.0 |
| Recovery Factor | 1.05 | 2.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2024-04-08 | -25.51 | 572 |
| 2024-10-21 | 2025-06-11 | -22.87 | 233 |
| 2022-03-09 | 2022-09-09 | -12.17 | 183 |
| 2024-04-08 | 2024-05-03 | -6.73 | 25 |
| 2024-05-06 | 2024-08-20 | -5.99 | 105 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-22 | 2024-08-23 | -1.92 | 1 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-09-20 | 2024-10-18 | -1.74 | 28 |
| 2022-09-10 | 2022-09-10 | -1.26 | 0 |
| Metric | 11385234:btcusd:triple_med_gx:lsma135_80 | 11385234:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 10.56% | 35.75% |
| Worst Week | -8.35% | -29.64% |
| Best Month | 12.87% | 43.77% |
| Worst Month | -8.99% | -37.12% |
| Best Year | 33.79% | 155.54% |
| Worst Year | -6.67% | -60.27% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.79% | -0.84% |
| Avg. Up Week | 3.86% | 8.77% |
| Avg. Down Week | -3.5% | -5.34% |
| Avg. Up Month | 7.2% | 21.07% |
| Avg. Down Month | -3.09% | -12.43% |
| Win Days % | 47.96% | 51.28% |
| Win Month % | 40.0% | 60.98% |
| Win Week % | 50.0% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |