| Metric | 11385494:btcusd:triple_med_gx:lsma130_80 | 11385494:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 48.53% | 147.72% |
| Max Drawdown | -15.65% | -67.18% |
| Sharpe | 0.45 | 0.39 |
| Sortino | 0.65 | 0.57 |
| Payoff Ratio | 1.21 | 1.19 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 2.14 | 1.06 |
| CPC Index | 0.76 | 0.65 |
| Tail Ratio | 1.71 | 0.99 |
| Outlier Win Ratio | 60.36 | 3.16 |
| Outlier Loss Ratio | 3.94 | 3.0 |
| Volatility (ann.) | 7.27% | 26.27% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.81 | 0.47 |
| Skew | -1.25 | 0.18 |
| Kurtosis | 86.99 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.97% | 2.24% |
| Expected Yearly % | 10.4% | 25.46% |
| Kelly Criterion | 8.26% | 10.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.23% |
| Expected Shortfall (cVaR) | -0.62% | -2.23% |
| Year | 11385494:BTCUSD | 11385494:btcusd:triple_med_gx:lsma130_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 9.49 | -0.15 | + |
| 2023 | 155.54 | 7.08 | 0.05 | - |
| 2024 | 121.00 | 8.20 | 0.07 | - |
| 2025 | 17.02 | 17.08 | 1.00 | + |
| Metric | 11385494:btcusd:triple_med_gx:lsma130_80 | 11385494:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 9.53% | 31.76% |
| 6M | 17.08% | 12.25% |
| YTD | 17.08% | 17.02% |
| 1Y | 26.3% | 57.19% |
| 3Y (ann.) | 11.64% | 55.42% |
| 5Y (ann.) | 12.66% | 31.44% |
| Metric | 11385494:btcusd:triple_med_gx:lsma130_80 | 11385494:BTCUSD |
|---|---|---|
| Max Drawdown | -15.65% | -67.18% |
| Longest DD Days | 671.0 | 683.0 |
| Avg. Drawdown | -3.08% | -7.67% |
| Avg. Drawdown Days | 62.0 | 38.0 |
| Recovery Factor | 3.1 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2024-07-15 | -15.65 | 671 |
| 2024-08-26 | 2025-01-17 | -9.04 | 144 |
| 2022-05-26 | 2022-05-30 | -4.66 | 4 |
| 2025-01-17 | 2025-03-19 | -4.42 | 61 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-04-23 | 2025-06-11 | -3.65 | 48 |
| 2025-03-20 | 2025-04-21 | -3.53 | 32 |
| 2022-05-31 | 2022-07-04 | -2.38 | 33 |
| 2022-07-08 | 2022-09-12 | -1.85 | 66 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| Metric | 11385494:btcusd:triple_med_gx:lsma130_80 | 11385494:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.14% | 35.75% |
| Worst Week | -8.87% | -29.64% |
| Best Month | 11.56% | 43.77% |
| Worst Month | -8.87% | -37.12% |
| Best Year | 17.08% | 155.54% |
| Worst Year | 7.08% | -62.52% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.7% | -0.71% |
| Avg. Up Week | 5.31% | 9.05% |
| Avg. Down Week | -3.17% | -3.85% |
| Avg. Up Month | 6.44% | 17.49% |
| Avg. Down Month | -3.68% | -6.71% |
| Win Days % | 49.8% | 51.26% |
| Win Month % | 52.0% | 58.54% |
| Win Week % | 45.24% | 50.28% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 100.0% | 75.0% |