| Metric | 11388034:btcusd:triple_med_gx:lsma130_90 | 11388034:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 0.94% | 196.5% |
| Max Drawdown | -22.57% | -67.18% |
| Sharpe | 0.05 | 0.44 |
| Sortino | 0.07 | 0.64 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 0.8 | 1.07 |
| CPC Index | 0.52 | 0.6 |
| Tail Ratio | 0.79 | 0.99 |
| Outlier Win Ratio | 51.71 | 3.22 |
| Outlier Loss Ratio | 3.93 | 3.23 |
| Volatility (ann.) | 8.37% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.01 | 0.57 |
| Skew | 0.58 | 0.2 |
| Kurtosis | 58.45 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.02% | 2.69% |
| Expected Yearly % | 0.23% | 31.22% |
| Kelly Criterion | -2.87% | 6.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.24% |
| Expected Shortfall (cVaR) | -0.72% | -2.24% |
| Year | 11388034:BTCUSD | 11388034:btcusd:triple_med_gx:lsma130_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 0.03 | -0.00 | + |
| 2023 | 155.54 | -2.06 | -0.01 | - |
| 2024 | 121.00 | 12.76 | 0.11 | - |
| 2025 | 17.02 | -8.63 | -0.51 | - |
| Metric | 11388034:btcusd:triple_med_gx:lsma130_90 | 11388034:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.47% | 31.76% |
| 6M | -18.55% | 12.25% |
| YTD | -8.63% | 17.02% |
| 1Y | -9.31% | 57.19% |
| 3Y (ann.) | 2.21% | 55.42% |
| 5Y (ann.) | 0.28% | 38.32% |
| Metric | 11388034:btcusd:triple_med_gx:lsma130_90 | 11388034:BTCUSD |
|---|---|---|
| Max Drawdown | -22.57% | -67.18% |
| Longest DD Days | 356.0 | 683.0 |
| Avg. Drawdown | -5.27% | -6.97% |
| Avg. Drawdown Days | 69.0 | 36.0 |
| Recovery Factor | 0.04 | 2.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-06-11 | -22.57 | 209 |
| 2022-04-28 | 2023-01-10 | -15.83 | 257 |
| 2023-03-20 | 2024-03-11 | -11.04 | 356 |
| 2022-03-09 | 2022-04-28 | -8.53 | 49 |
| 2024-04-08 | 2024-05-20 | -7.19 | 42 |
| 2024-05-21 | 2024-08-22 | -5.21 | 93 |
| 2023-01-11 | 2023-03-19 | -5.18 | 67 |
| 2024-10-21 | 2024-11-11 | -2.91 | 21 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-08-22 | 2024-09-18 | -1.92 | 27 |
| Metric | 11388034:btcusd:triple_med_gx:lsma130_90 | 11388034:BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.38% | 35.75% |
| Worst Week | -8.63% | -29.64% |
| Best Month | 15.52% | 43.77% |
| Worst Month | -14.55% | -37.12% |
| Best Year | 12.76% | 155.54% |
| Worst Year | -8.63% | -55.14% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 2.73% | 7.81% |
| Avg. Down Week | -2.78% | -4.76% |
| Avg. Up Month | 3.15% | 19.17% |
| Avg. Down Month | -5.19% | -11.83% |
| Win Days % | 45.9% | 51.33% |
| Win Month % | 51.43% | 60.98% |
| Win Week % | 50.0% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |