| Metric | 11386952:btcusd:triple_med_gx:lsma130_85 | 11386952:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 50.62% | 172.77% |
| Max Drawdown | -15.96% | -67.18% |
| Sharpe | 0.53 | 0.42 |
| Sortino | 0.78 | 0.61 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.84 | 0.66 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 71.03 | 2.99 |
| Outlier Loss Ratio | 3.78 | 2.84 |
| Volatility (ann.) | 6.27% | 26.26% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.83 | 0.53 |
| Skew | -1.4 | 0.19 |
| Kurtosis | 122.08 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.0% | 2.48% |
| Expected Yearly % | 10.78% | 28.51% |
| Kelly Criterion | 11.66% | 10.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.23% |
| Expected Shortfall (cVaR) | -0.53% | -2.23% |
| Year | 11386952:BTCUSD | 11386952:btcusd:triple_med_gx:lsma130_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 10.13 | -0.17 | + |
| 2023 | 155.54 | 7.97 | 0.05 | - |
| 2024 | 121.00 | 18.10 | 0.15 | - |
| 2025 | 17.02 | 7.26 | 0.43 | - |
| Metric | 11386952:btcusd:triple_med_gx:lsma130_85 | 11386952:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.36% | 31.76% |
| 6M | 7.26% | 12.25% |
| YTD | 7.26% | 17.02% |
| 1Y | 14.73% | 57.19% |
| 3Y (ann.) | 11.76% | 55.42% |
| 5Y (ann.) | 13.17% | 35.42% |
| Metric | 11386952:btcusd:triple_med_gx:lsma130_85 | 11386952:BTCUSD |
|---|---|---|
| Max Drawdown | -15.96% | -67.18% |
| Longest DD Days | 513.0 | 683.0 |
| Avg. Drawdown | -3.1% | -7.19% |
| Avg. Drawdown Days | 56.0 | 37.0 |
| Recovery Factor | 3.17 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2024-02-09 | -15.96 | 513 |
| 2024-07-16 | 2024-10-29 | -8.96 | 105 |
| 2025-05-22 | 2025-06-11 | -3.95 | 19 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-17 | 2025-03-19 | -3.25 | 1 |
| 2022-05-26 | 2022-05-29 | -3.04 | 3 |
| 2022-05-31 | 2022-07-04 | -1.98 | 33 |
| 2022-07-08 | 2022-09-12 | -1.84 | 66 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| Metric | 11386952:btcusd:triple_med_gx:lsma130_85 | 11386952:BTCUSD |
|---|---|---|
| Best Day | 3.6% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 13.02% | 35.75% |
| Worst Week | -9.63% | -29.64% |
| Best Month | 14.31% | 43.77% |
| Worst Month | -9.63% | -37.12% |
| Best Year | 18.1% | 155.54% |
| Worst Year | 7.26% | -58.73% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.68% | -0.7% |
| Avg. Up Week | 4.68% | 7.88% |
| Avg. Down Week | -3.84% | -4.58% |
| Avg. Up Month | 6.28% | 16.29% |
| Avg. Down Month | -3.28% | -11.82% |
| Win Days % | 51.48% | 51.3% |
| Win Month % | 54.55% | 60.98% |
| Win Week % | 55.88% | 50.28% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 100.0% | 75.0% |