| Metric | 11386599:btcusd:triple_med_gx:lsma130_85 | 11386599:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 16.73% | 196.5% |
| Max Drawdown | -22.38% | -67.18% |
| Sharpe | 0.17 | 0.44 |
| Sortino | 0.26 | 0.64 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.57 | 0.61 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 46.75 | 3.26 |
| Outlier Loss Ratio | 4.0 | 3.24 |
| Volatility (ann.) | 8.84% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.21 | 0.57 |
| Skew | 1.57 | 0.2 |
| Kurtosis | 60.74 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.69% |
| Expected Yearly % | 3.94% | 31.22% |
| Kelly Criterion | 0.14% | 7.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.24% |
| Expected Shortfall (cVaR) | -0.76% | -2.24% |
| Year | 11386599:BTCUSD | 11386599:btcusd:triple_med_gx:lsma130_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 12.12 | -0.22 | + |
| 2023 | 155.54 | -3.49 | -0.02 | - |
| 2024 | 121.00 | 19.01 | 0.16 | - |
| 2025 | 17.02 | -9.36 | -0.55 | - |
| Metric | 11386599:btcusd:triple_med_gx:lsma130_85 | 11386599:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.77% | 31.76% |
| 6M | -18.19% | 12.25% |
| YTD | -9.36% | 17.02% |
| 1Y | -5.19% | 57.19% |
| 3Y (ann.) | 3.65% | 55.42% |
| 5Y (ann.) | 4.72% | 38.32% |
| Metric | 11386599:btcusd:triple_med_gx:lsma130_85 | 11386599:BTCUSD |
|---|---|---|
| Max Drawdown | -22.38% | -67.18% |
| Longest DD Days | 549.0 | 683.0 |
| Avg. Drawdown | -4.39% | -6.97% |
| Avg. Drawdown Days | 61.0 | 36.0 |
| Recovery Factor | 0.75 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-06-11 | -22.38 | 209 |
| 2022-04-28 | 2022-09-10 | -11.68 | 135 |
| 2022-10-04 | 2024-04-06 | -11.01 | 549 |
| 2022-03-09 | 2022-04-27 | -8.53 | 48 |
| 2024-04-08 | 2024-05-20 | -7.19 | 42 |
| 2024-05-21 | 2024-08-20 | -5.21 | 91 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-09-20 | 2024-11-11 | -3.19 | 52 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-08-22 | 2024-09-17 | -1.92 | 26 |
| Metric | 11386599:btcusd:triple_med_gx:lsma130_85 | 11386599:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.51% | 35.75% |
| Worst Week | -8.9% | -29.64% |
| Best Month | 15.65% | 43.77% |
| Worst Month | -11.58% | -37.12% |
| Best Year | 19.01% | 155.54% |
| Worst Year | -9.36% | -55.14% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 2.83% | 6.94% |
| Avg. Down Week | -2.38% | -4.41% |
| Avg. Up Month | 3.92% | 19.76% |
| Avg. Down Month | -4.23% | -11.92% |
| Win Days % | 46.97% | 51.33% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 50.0% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |