| Metric | 11398134:btcusd:triple_med_gx:lsma70_125 | 11398134:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 27.7% | 183.29% |
| Max Drawdown | -18.86% | -67.18% |
| Sharpe | 0.26 | 0.43 |
| Sortino | 0.39 | 0.62 |
| Payoff Ratio | 1.21 | 1.19 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.19 | 1.06 |
| CPC Index | 0.62 | 0.65 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 46.95 | 3.3 |
| Outlier Loss Ratio | 4.29 | 3.13 |
| Volatility (ann.) | 8.58% | 26.34% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.4 | 0.54 |
| Skew | 1.33 | 0.2 |
| Kurtosis | 65.77 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.6% | 2.57% |
| Expected Yearly % | 6.3% | 29.73% |
| Kelly Criterion | 1.59% | 10.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.24% |
| Expected Shortfall (cVaR) | -0.73% | -2.24% |
| Year | 11398134:BTCUSD | 11398134:btcusd:triple_med_gx:lsma70_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 9.73 | -0.17 | + |
| 2023 | 155.54 | -6.98 | -0.04 | - |
| 2024 | 121.00 | 18.00 | 0.15 | - |
| 2025 | 16.76 | 6.02 | 0.36 | - |
| Metric | 11398134:btcusd:triple_med_gx:lsma70_125 | 11398134:BTCUSD |
|---|---|---|
| MTD | 2.75% | 4.16% |
| 3M | 3.35% | 31.46% |
| 6M | 8.64% | 12.77% |
| YTD | 6.02% | 16.76% |
| 1Y | 12.86% | 56.84% |
| 3Y (ann.) | 3.64% | 55.31% |
| 5Y (ann.) | 7.55% | 36.34% |
| Metric | 11398134:btcusd:triple_med_gx:lsma70_125 | 11398134:BTCUSD |
|---|---|---|
| Max Drawdown | -18.86% | -67.18% |
| Longest DD Days | 770.0 | 683.0 |
| Avg. Drawdown | -4.13% | -6.73% |
| Avg. Drawdown Days | 70.0 | 34.0 |
| Recovery Factor | 1.47 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2024-11-05 | -18.86 | 770 |
| 2022-04-21 | 2022-06-24 | -8.14 | 63 |
| 2025-03-06 | 2025-05-10 | -7.48 | 65 |
| 2024-12-05 | 2025-01-02 | -6.95 | 27 |
| 2022-08-02 | 2022-09-27 | -5.76 | 55 |
| 2022-03-02 | 2022-04-18 | -4.24 | 47 |
| 2022-02-27 | 2022-02-28 | -3.43 | 1 |
| 2025-05-11 | 2025-06-09 | -3.08 | 29 |
| 2025-01-04 | 2025-03-06 | -3.00 | 61 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11398134:btcusd:triple_med_gx:lsma70_125 | 11398134:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.22% | 35.75% |
| Worst Week | -5.87% | -29.64% |
| Best Month | 10.59% | 43.77% |
| Worst Month | -9.95% | -37.12% |
| Best Year | 18.0% | 155.54% |
| Worst Year | -6.98% | -57.04% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.69% | -0.71% |
| Avg. Up Week | 2.52% | 7.53% |
| Avg. Down Week | -1.41% | -2.59% |
| Avg. Up Month | 3.71% | 15.71% |
| Avg. Down Month | -2.53% | -8.75% |
| Win Days % | 46.04% | 51.3% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 42.67% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |