| Metric | 11399486:btcusd:triple_med_gx:lsma70_130 | 11399486:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 13.33% | 182.99% |
| Max Drawdown | -22.07% | -67.18% |
| Sharpe | 0.15 | 0.43 |
| Sortino | 0.24 | 0.62 |
| Payoff Ratio | 1.24 | 1.19 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 0.92 | 1.06 |
| CPC Index | 0.58 | 0.66 |
| Tail Ratio | 0.86 | 0.99 |
| Outlier Win Ratio | 49.69 | 3.27 |
| Outlier Loss Ratio | 4.41 | 3.14 |
| Volatility (ann.) | 8.66% | 26.35% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.17 | 0.54 |
| Skew | 3.96 | 0.2 |
| Kurtosis | 90.75 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.31% | 2.57% |
| Expected Yearly % | 3.18% | 29.7% |
| Kelly Criterion | -1.94% | 10.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.24% |
| Expected Shortfall (cVaR) | -0.74% | -2.24% |
| Year | 11399486:BTCUSD | 11399486:btcusd:triple_med_gx:lsma70_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 0.55 | -0.01 | + |
| 2023 | 155.54 | 10.48 | 0.07 | - |
| 2024 | 121.00 | -0.15 | -0.00 | - |
| 2025 | 16.76 | 2.18 | 0.13 | - |
| Metric | 11399486:btcusd:triple_med_gx:lsma70_130 | 11399486:BTCUSD |
|---|---|---|
| MTD | 2.67% | 4.16% |
| 3M | 1.31% | 31.46% |
| 6M | -3.86% | 12.77% |
| YTD | 2.18% | 16.76% |
| 1Y | -5.84% | 56.84% |
| 3Y (ann.) | -0.36% | 55.31% |
| 5Y (ann.) | 3.8% | 36.34% |
| Metric | 11399486:btcusd:triple_med_gx:lsma70_130 | 11399486:BTCUSD |
|---|---|---|
| Max Drawdown | -22.07% | -67.18% |
| Longest DD Days | 501.0 | 683.0 |
| Avg. Drawdown | -4.19% | -6.9% |
| Avg. Drawdown Days | 68.0 | 35.0 |
| Recovery Factor | 0.6 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-06-11 | -22.07 | 246 |
| 2022-05-16 | 2023-04-10 | -17.26 | 329 |
| 2023-04-26 | 2024-09-09 | -15.89 | 501 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-04-20 | 2022-05-15 | -2.77 | 25 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2024-10-07 | 2024-10-07 | -0.41 | 0 |
| 2023-04-11 | 2023-04-26 | -0.38 | 14 |
| Metric | 11399486:btcusd:triple_med_gx:lsma70_130 | 11399486:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.29% | -9.32% |
| Best Week | 10.81% | 35.75% |
| Worst Week | -6.78% | -29.64% |
| Best Month | 11.24% | 43.77% |
| Worst Month | -12.46% | -37.12% |
| Best Year | 10.48% | 155.54% |
| Worst Year | -0.15% | -57.08% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 2.69% | 7.88% |
| Avg. Down Week | -2.28% | -2.86% |
| Avg. Up Month | 3.79% | 15.3% |
| Avg. Down Month | -4.02% | -8.11% |
| Win Days % | 43.65% | 51.31% |
| Win Month % | 55.26% | 60.98% |
| Win Week % | 51.28% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |