| Metric | 11392885:btcusd:triple_med_gx:lsma130_105 | 11392885:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 22.9% | 152.36% |
| Max Drawdown | -17.11% | -67.18% |
| Sharpe | 0.31 | 0.4 |
| Sortino | 0.44 | 0.58 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.72 | 0.66 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 95.88 | 2.84 |
| Outlier Loss Ratio | 3.79 | 2.7 |
| Volatility (ann.) | 5.52% | 26.27% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.38 | 0.48 |
| Skew | -2.96 | 0.18 |
| Kurtosis | 183.37 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.5% | 2.28% |
| Expected Yearly % | 5.29% | 26.04% |
| Kelly Criterion | 5.5% | 10.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -2.23% |
| Expected Shortfall (cVaR) | -0.47% | -2.23% |
| Year | 11392885:BTCUSD | 11392885:btcusd:triple_med_gx:lsma130_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -3.66 | 0.06 | + |
| 2023 | 155.54 | 10.28 | 0.07 | - |
| 2024 | 121.00 | 3.08 | 0.03 | - |
| 2025 | 16.76 | 12.22 | 0.73 | - |
| Metric | 11392885:btcusd:triple_med_gx:lsma130_105 | 11392885:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.94% | 31.46% |
| 6M | 12.22% | 12.77% |
| YTD | 12.22% | 16.76% |
| 1Y | 7.18% | 56.84% |
| 3Y (ann.) | 5.15% | 55.31% |
| 5Y (ann.) | 6.42% | 32.21% |
| Metric | 11392885:btcusd:triple_med_gx:lsma130_105 | 11392885:BTCUSD |
|---|---|---|
| Max Drawdown | -17.11% | -67.18% |
| Longest DD Days | 581.0 | 683.0 |
| Avg. Drawdown | -3.29% | -7.61% |
| Avg. Drawdown Days | 90.0 | 38.0 |
| Recovery Factor | 1.34 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-08 | 2024-02-09 | -17.11 | 581 |
| 2024-05-10 | 2025-03-23 | -12.59 | 317 |
| 2022-05-31 | 2022-07-06 | -1.92 | 36 |
| 2022-03-16 | 2022-03-18 | -1.90 | 1 |
| 2024-02-09 | 2024-05-09 | -1.55 | 90 |
| 2025-04-20 | 2025-04-21 | -1.30 | 1 |
| 2022-07-07 | 2022-07-07 | -1.25 | 0 |
| 2025-04-21 | 2025-06-11 | -0.83 | 51 |
| 2024-05-10 | 2024-05-10 | -0.49 | 0 |
| 2022-05-31 | 2022-05-31 | -0.26 | 0 |
| Metric | 11392885:btcusd:triple_med_gx:lsma130_105 | 11392885:BTCUSD |
|---|---|---|
| Best Day | 3.92% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 9.05% | 35.75% |
| Worst Week | -11.98% | -29.64% |
| Best Month | 8.97% | 43.77% |
| Worst Month | -11.98% | -37.12% |
| Best Year | 12.22% | 155.54% |
| Worst Year | -3.66% | -61.73% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.67% | -0.71% |
| Avg. Up Week | 4.37% | 8.4% |
| Avg. Down Week | -2.47% | -4.9% |
| Avg. Up Month | 4.5% | 19.51% |
| Avg. Down Month | -4.04% | -11.82% |
| Win Days % | 47.73% | 51.26% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 36.11% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |