| Metric | 11399709:btcusd:triple_med_gx:lsma70_130 | 11399709:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 8.37% | 182.99% |
| Max Drawdown | -18.42% | -67.18% |
| Sharpe | 0.11 | 0.43 |
| Sortino | 0.17 | 0.62 |
| Payoff Ratio | 1.1 | 1.1 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.17 | 1.06 |
| CPC Index | 0.54 | 0.61 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 48.65 | 3.25 |
| Outlier Loss Ratio | 4.17 | 3.13 |
| Volatility (ann.) | 8.44% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.13 | 0.54 |
| Skew | 0.9 | 0.2 |
| Kurtosis | 74.34 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.2% | 2.57% |
| Expected Yearly % | 2.03% | 29.7% |
| Kelly Criterion | -1.36% | 7.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.24% |
| Expected Shortfall (cVaR) | -0.72% | -2.24% |
| Year | 11399709:BTCUSD | 11399709:btcusd:triple_med_gx:lsma70_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 10.84 | -0.19 | + |
| 2023 | 155.54 | -9.62 | -0.06 | - |
| 2024 | 121.00 | 8.22 | 0.07 | - |
| 2025 | 16.76 | -0.03 | -0.00 | - |
| Metric | 11399709:btcusd:triple_med_gx:lsma70_130 | 11399709:BTCUSD |
|---|---|---|
| MTD | 3.79% | 4.16% |
| 3M | -6.02% | 31.46% |
| 6M | 0.93% | 12.77% |
| YTD | -0.03% | 16.76% |
| 1Y | -8.29% | 56.84% |
| 3Y (ann.) | -1.25% | 55.31% |
| 5Y (ann.) | 2.42% | 36.34% |
| Metric | 11399709:btcusd:triple_med_gx:lsma70_130 | 11399709:BTCUSD |
|---|---|---|
| Max Drawdown | -18.42% | -67.18% |
| Longest DD Days | 678.0 | 683.0 |
| Avg. Drawdown | -3.95% | -6.9% |
| Avg. Drawdown Days | 64.0 | 35.0 |
| Recovery Factor | 0.45 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-17 | 2024-03-25 | -18.42 | 678 |
| 2025-03-10 | 2025-06-11 | -15.34 | 93 |
| 2024-06-07 | 2025-03-05 | -14.92 | 270 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-01 | 2022-04-18 | -4.12 | 48 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-04-23 | 2024-06-05 | -1.52 | 43 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| Metric | 11399709:btcusd:triple_med_gx:lsma70_130 | 11399709:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.64% | 35.75% |
| Worst Week | -9.28% | -29.64% |
| Best Month | 10.68% | 43.77% |
| Worst Month | -11.3% | -37.12% |
| Best Year | 10.84% | 155.54% |
| Worst Year | -9.62% | -57.08% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 2.79% | 7.86% |
| Avg. Down Week | -2.46% | -2.32% |
| Avg. Up Month | 3.97% | 13.69% |
| Avg. Down Month | -3.6% | -12.19% |
| Win Days % | 46.92% | 51.31% |
| Win Month % | 55.26% | 60.98% |
| Win Week % | 44.0% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 75.0% |