| Metric | 11386883:btcusd:triple_med_gx:lsma130_85 | 11386883:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 48.45% | 147.72% |
| Max Drawdown | -15.65% | -67.18% |
| Sharpe | 0.47 | 0.39 |
| Sortino | 0.69 | 0.57 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.78 | 0.66 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 64.11 | 3.12 |
| Outlier Loss Ratio | 4.07 | 2.98 |
| Volatility (ann.) | 6.88% | 26.27% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.81 | 0.47 |
| Skew | -1.24 | 0.18 |
| Kurtosis | 96.87 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.97% | 2.24% |
| Expected Yearly % | 10.38% | 25.46% |
| Kelly Criterion | 8.61% | 10.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -2.23% |
| Expected Shortfall (cVaR) | -0.58% | -2.23% |
| Year | 11386883:BTCUSD | 11386883:btcusd:triple_med_gx:lsma130_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 12.80 | -0.20 | + |
| 2023 | 155.54 | 7.70 | 0.05 | - |
| 2024 | 121.00 | 1.86 | 0.02 | - |
| 2025 | 17.02 | 19.96 | 1.17 | + |
| Metric | 11386883:btcusd:triple_med_gx:lsma130_85 | 11386883:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 12.81% | 31.76% |
| 6M | 19.96% | 12.25% |
| YTD | 19.96% | 17.02% |
| 1Y | 20.38% | 57.19% |
| 3Y (ann.) | 11.02% | 55.42% |
| 5Y (ann.) | 12.65% | 31.44% |
| Metric | 11386883:btcusd:triple_med_gx:lsma130_85 | 11386883:BTCUSD |
|---|---|---|
| Max Drawdown | -15.65% | -67.18% |
| Longest DD Days | 257.0 | 683.0 |
| Avg. Drawdown | -3.33% | -7.67% |
| Avg. Drawdown Days | 59.0 | 38.0 |
| Recovery Factor | 3.09 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-05-28 | -15.65 | 257 |
| 2024-08-26 | 2025-03-19 | -12.02 | 205 |
| 2023-05-29 | 2024-02-09 | -9.97 | 256 |
| 2024-02-09 | 2024-07-15 | -6.18 | 157 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-20 | 2025-04-21 | -3.53 | 32 |
| 2022-03-19 | 2022-05-29 | -3.10 | 71 |
| 2022-07-08 | 2022-09-12 | -1.85 | 66 |
| 2025-04-23 | 2025-06-11 | -1.58 | 48 |
| 2022-05-31 | 2022-07-03 | -1.37 | 33 |
| Metric | 11386883:btcusd:triple_med_gx:lsma130_85 | 11386883:BTCUSD |
|---|---|---|
| Best Day | 3.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 13.29% | 35.75% |
| Worst Week | -8.87% | -29.64% |
| Best Month | 12.71% | 43.77% |
| Worst Month | -8.87% | -37.12% |
| Best Year | 19.96% | 155.54% |
| Worst Year | 1.86% | -62.52% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.67% | -0.71% |
| Avg. Up Week | 4.82% | 8.56% |
| Avg. Down Week | -2.84% | -4.41% |
| Avg. Up Month | 6.3% | 18.84% |
| Avg. Down Month | -4.57% | -6.71% |
| Win Days % | 49.27% | 51.26% |
| Win Month % | 52.0% | 58.54% |
| Win Week % | 45.0% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |