| Metric | 11391364:btcusd:triple_med_gx:lsma130_100 | 11391364:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 33.53% | 172.77% |
| Max Drawdown | -15.96% | -67.18% |
| Sharpe | 0.42 | 0.42 |
| Sortino | 0.61 | 0.61 |
| Payoff Ratio | 1.15 | 1.17 |
| Profit Factor | 1.31 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.78 | 0.64 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 90.91 | 2.9 |
| Outlier Loss Ratio | 3.63 | 2.74 |
| Volatility (ann.) | 5.54% | 26.26% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.57 | 0.53 |
| Skew | -2.8 | 0.19 |
| Kurtosis | 175.39 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.71% | 2.48% |
| Expected Yearly % | 7.5% | 28.51% |
| Kelly Criterion | 9.91% | 9.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.23% |
| Expected Shortfall (cVaR) | -0.47% | -2.23% |
| Year | 11391364:BTCUSD | 11391364:btcusd:triple_med_gx:lsma130_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 1.60 | -0.03 | + |
| 2023 | 155.54 | 11.86 | 0.08 | - |
| 2024 | 121.00 | 10.13 | 0.08 | - |
| 2025 | 17.02 | 6.69 | 0.39 | - |
| Metric | 11391364:btcusd:triple_med_gx:lsma130_100 | 11391364:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.74% | 31.76% |
| 6M | 6.69% | 12.25% |
| YTD | 6.69% | 17.02% |
| 1Y | 8.63% | 57.19% |
| 3Y (ann.) | 7.07% | 55.42% |
| 5Y (ann.) | 9.13% | 35.42% |
| Metric | 11391364:btcusd:triple_med_gx:lsma130_100 | 11391364:BTCUSD |
|---|---|---|
| Max Drawdown | -15.96% | -67.18% |
| Longest DD Days | 512.0 | 683.0 |
| Avg. Drawdown | -3.93% | -7.19% |
| Avg. Drawdown Days | 99.0 | 37.0 |
| Recovery Factor | 2.1 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2024-02-08 | -15.96 | 512 |
| 2024-07-16 | 2025-01-17 | -9.15 | 185 |
| 2024-02-09 | 2024-07-15 | -4.84 | 157 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2022-05-31 | 2022-07-07 | -2.64 | 36 |
| 2022-07-08 | 2022-09-13 | -1.84 | 67 |
| 2022-03-20 | 2022-05-30 | -1.82 | 71 |
| 2022-03-17 | 2022-03-18 | -1.79 | 1 |
| 2025-01-17 | 2025-03-19 | -1.30 | 61 |
| 2022-05-31 | 2022-05-31 | -0.26 | 0 |
| Metric | 11391364:btcusd:triple_med_gx:lsma130_100 | 11391364:BTCUSD |
|---|---|---|
| Best Day | 3.53% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 10.36% | 35.75% |
| Worst Week | -11.98% | -29.64% |
| Best Month | 10.28% | 43.77% |
| Worst Month | -11.98% | -37.12% |
| Best Year | 11.86% | 155.54% |
| Worst Year | 1.6% | -58.73% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.69% | -0.7% |
| Avg. Up Week | 3.69% | 6.85% |
| Avg. Down Week | -3.79% | -4.92% |
| Avg. Up Month | 4.35% | 17.48% |
| Avg. Down Month | -4.66% | -13.45% |
| Win Days % | 51.72% | 51.3% |
| Win Month % | 63.64% | 60.98% |
| Win Week % | 54.55% | 50.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 100.0% | 75.0% |