| Metric | 11399490:btcusd:triple_med_gx:lsma80_130 | 11399490:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 12.96% | 182.99% |
| Max Drawdown | -23.07% | -67.18% |
| Sharpe | 0.15 | 0.43 |
| Sortino | 0.25 | 0.62 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 0.5 | 1.06 |
| CPC Index | 0.58 | 0.66 |
| Tail Ratio | 0.46 | 0.99 |
| Outlier Win Ratio | 54.43 | 3.23 |
| Outlier Loss Ratio | 4.28 | 3.09 |
| Volatility (ann.) | 8.28% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.16 | 0.54 |
| Skew | 4.74 | 0.2 |
| Kurtosis | 104.7 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.3% | 2.57% |
| Expected Yearly % | 3.09% | 29.7% |
| Kelly Criterion | -1.73% | 10.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.24% |
| Expected Shortfall (cVaR) | -0.71% | -2.24% |
| Year | 11399490:BTCUSD | 11399490:btcusd:triple_med_gx:lsma80_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -1.04 | 0.02 | + |
| 2023 | 155.54 | 10.79 | 0.07 | - |
| 2024 | 121.00 | -7.55 | -0.06 | - |
| 2025 | 16.76 | 11.46 | 0.68 | - |
| Metric | 11399490:btcusd:triple_med_gx:lsma80_130 | 11399490:BTCUSD |
|---|---|---|
| MTD | 2.27% | 4.16% |
| 3M | 7.54% | 31.46% |
| 6M | 8.87% | 12.77% |
| YTD | 11.46% | 16.76% |
| 1Y | 1.89% | 56.84% |
| 3Y (ann.) | 0.16% | 55.31% |
| 5Y (ann.) | 3.7% | 36.34% |
| Metric | 11399490:btcusd:triple_med_gx:lsma80_130 | 11399490:BTCUSD |
|---|---|---|
| Max Drawdown | -23.07% | -67.18% |
| Longest DD Days | 728.0 | 683.0 |
| Avg. Drawdown | -3.94% | -6.9% |
| Avg. Drawdown Days | 73.0 | 35.0 |
| Recovery Factor | 0.56 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-14 | 2025-06-11 | -23.07 | 728 |
| 2022-05-16 | 2023-04-10 | -17.15 | 329 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2023-05-18 | 2023-05-25 | -3.33 | 7 |
| 2022-04-20 | 2022-05-15 | -2.81 | 25 |
| 2023-05-01 | 2023-05-02 | -2.04 | 1 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2023-05-04 | 2023-05-17 | -1.61 | 13 |
| 2023-05-18 | 2023-05-18 | -0.62 | 0 |
| Metric | 11399490:btcusd:triple_med_gx:lsma80_130 | 11399490:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 9.96% | 35.75% |
| Worst Week | -7.45% | -29.64% |
| Best Month | 9.88% | 43.77% |
| Worst Month | -14.28% | -37.12% |
| Best Year | 11.46% | 155.54% |
| Worst Year | -7.55% | -57.08% |
| Avg. Up Day | 0.87% | 0.9% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 2.83% | 6.93% |
| Avg. Down Week | -2.22% | -2.77% |
| Avg. Up Month | 4.16% | 10.73% |
| Avg. Down Month | -5.65% | -8.17% |
| Win Days % | 43.7% | 51.31% |
| Win Month % | 61.11% | 60.98% |
| Win Week % | 48.68% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |