| Metric | 11391333:btcusd:triple_med_gx:lsma130_100 | 11391333:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 25.76% | 152.93% |
| Max Drawdown | -18.84% | -67.18% |
| Sharpe | 0.32 | 0.4 |
| Sortino | 0.45 | 0.58 |
| Payoff Ratio | 1.19 | 1.18 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.71 | 0.65 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 84.2 | 2.92 |
| Outlier Loss Ratio | 3.72 | 2.77 |
| Volatility (ann.) | 5.98% | 26.28% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.38 | 0.48 |
| Skew | -2.74 | 0.18 |
| Kurtosis | 149.39 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.56% | 2.29% |
| Expected Yearly % | 5.9% | 26.11% |
| Kelly Criterion | 6.82% | 10.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.23% |
| Expected Shortfall (cVaR) | -0.51% | -2.23% |
| Year | 11391333:BTCUSD | 11391333:btcusd:triple_med_gx:lsma130_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 4.77 | -0.08 | + |
| 2023 | 155.54 | 5.20 | 0.03 | - |
| 2024 | 121.00 | 5.08 | 0.04 | - |
| 2025 | 17.02 | 8.58 | 0.50 | - |
| Metric | 11391333:btcusd:triple_med_gx:lsma130_100 | 11391333:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.54% | 31.76% |
| 6M | 8.58% | 12.25% |
| YTD | 8.58% | 17.02% |
| 1Y | 6.3% | 57.19% |
| 3Y (ann.) | 3.84% | 55.42% |
| 5Y (ann.) | 7.16% | 32.3% |
| Metric | 11391333:btcusd:triple_med_gx:lsma130_100 | 11391333:BTCUSD |
|---|---|---|
| Max Drawdown | -18.84% | -67.18% |
| Longest DD Days | 924.0 | 683.0 |
| Avg. Drawdown | -2.74% | -7.61% |
| Avg. Drawdown Days | 100.0 | 38.0 |
| Recovery Factor | 1.37 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-08 | 2025-01-17 | -18.84 | 924 |
| 2025-01-17 | 2025-04-21 | -4.28 | 93 |
| 2022-05-31 | 2022-07-05 | -1.92 | 35 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2025-04-21 | 2025-06-11 | -0.83 | 51 |
| 2022-07-06 | 2022-07-06 | -0.67 | 0 |
| 2022-05-31 | 2022-05-31 | -0.26 | 0 |
| 2022-03-16 | 2022-03-16 | -0.18 | 0 |
| 2022-05-29 | 2022-05-29 | -0.18 | 0 |
| Metric | 11391333:btcusd:triple_med_gx:lsma130_100 | 11391333:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 10.34% | 35.75% |
| Worst Week | -11.79% | -29.64% |
| Best Month | 10.26% | 43.77% |
| Worst Month | -11.79% | -37.12% |
| Best Year | 8.58% | 155.54% |
| Worst Year | 4.77% | -61.73% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.68% | -0.7% |
| Avg. Up Week | 4.22% | 7.35% |
| Avg. Down Week | -2.85% | -4.9% |
| Avg. Up Month | 5.15% | 17.94% |
| Avg. Down Month | -3.32% | -10.43% |
| Win Days % | 49.3% | 51.27% |
| Win Month % | 45.83% | 60.98% |
| Win Week % | 42.11% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |