| Metric | 11385564:btcusd:triple_med_gx:lsma135_80 | 11385564:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 57.34% | 172.77% |
| Max Drawdown | -14.99% | -67.18% |
| Sharpe | 0.52 | 0.42 |
| Sortino | 0.79 | 0.61 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.29 | 1.07 |
| Common Sense Ratio | 2.81 | 1.07 |
| CPC Index | 0.8 | 0.66 |
| Tail Ratio | 2.17 | 1.0 |
| Outlier Win Ratio | 59.69 | 3.15 |
| Outlier Loss Ratio | 3.97 | 3.04 |
| Volatility (ann.) | 7.0% | 26.26% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.98 | 0.53 |
| Skew | -0.63 | 0.19 |
| Kurtosis | 86.49 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.11% | 2.48% |
| Expected Yearly % | 12.0% | 28.51% |
| Kelly Criterion | 9.46% | 10.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.23% |
| Expected Shortfall (cVaR) | -0.59% | -2.23% |
| Year | 11385564:BTCUSD | 11385564:btcusd:triple_med_gx:lsma135_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -2.09 | 0.04 | + |
| 2023 | 155.54 | 14.17 | 0.09 | - |
| 2024 | 121.00 | 26.47 | 0.22 | - |
| 2025 | 17.02 | 11.29 | 0.66 | - |
| Metric | 11385564:btcusd:triple_med_gx:lsma135_80 | 11385564:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.97% | 31.76% |
| 6M | 11.29% | 12.25% |
| YTD | 11.29% | 17.02% |
| 1Y | 31.12% | 57.19% |
| 3Y (ann.) | 16.23% | 55.42% |
| 5Y (ann.) | 14.68% | 35.42% |
| Metric | 11385564:btcusd:triple_med_gx:lsma135_80 | 11385564:BTCUSD |
|---|---|---|
| Max Drawdown | -14.99% | -67.18% |
| Longest DD Days | 349.0 | 683.0 |
| Avg. Drawdown | -2.93% | -7.19% |
| Avg. Drawdown Days | 32.0 | 37.0 |
| Recovery Factor | 3.82 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-03-19 | -14.99 | 187 |
| 2023-05-29 | 2024-05-12 | -11.26 | 349 |
| 2024-08-26 | 2024-09-19 | -8.71 | 24 |
| 2022-05-31 | 2022-07-07 | -8.66 | 36 |
| 2024-10-21 | 2024-10-28 | -4.92 | 7 |
| 2022-05-26 | 2022-05-30 | -4.66 | 4 |
| 2025-05-22 | 2025-06-11 | -4.10 | 19 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2022-07-09 | 2022-09-13 | -2.98 | 65 |
| Metric | 11385564:btcusd:triple_med_gx:lsma135_80 | 11385564:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.13% | 35.75% |
| Worst Week | -9.47% | -29.64% |
| Best Month | 15.13% | 43.77% |
| Worst Month | -9.59% | -37.12% |
| Best Year | 26.47% | 155.54% |
| Worst Year | -2.09% | -58.73% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 4.82% | 7.63% |
| Avg. Down Week | -2.69% | -3.95% |
| Avg. Up Month | 7.94% | 17.59% |
| Avg. Down Month | -5.21% | -12.79% |
| Win Days % | 49.9% | 51.3% |
| Win Month % | 54.17% | 60.98% |
| Win Week % | 51.28% | 50.28% |
| Win Quarter % | 46.15% | 57.14% |
| Win Year % | 75.0% | 75.0% |