| Metric | 11377341:btcusd:triple_med_gx:lsma65_50 | 11377341:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 28.78% | 184.67% |
| Max Drawdown | -23.59% | -67.18% |
| Sharpe | 0.27 | 0.42 |
| Sortino | 0.41 | 0.6 |
| Payoff Ratio | 1.22 | 1.12 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 0.33 | 1.06 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 0.28 | 0.99 |
| Outlier Win Ratio | 58.35 | 3.14 |
| Outlier Loss Ratio | 4.52 | 3.02 |
| Volatility (ann.) | 7.81% | 26.32% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.32 | 0.52 |
| Skew | 0.99 | 0.18 |
| Kurtosis | 99.97 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.59% | 2.46% |
| Expected Yearly % | 6.53% | 29.89% |
| Kelly Criterion | -0.69% | 7.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.24% |
| Expected Shortfall (cVaR) | -0.67% | -2.24% |
| Year | 11377341:BTCUSD | 11377341:btcusd:triple_med_gx:lsma65_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | 4.97 | -0.08 | + |
| 2023 | 155.54 | 1.09 | 0.01 | - |
| 2024 | 121.00 | 9.30 | 0.08 | - |
| 2025 | 30.14 | 11.03 | 0.37 | - |
| Metric | 11377341:btcusd:triple_med_gx:lsma65_50 | 11377341:BTCUSD |
|---|---|---|
| MTD | -0.01% | 13.36% |
| 3M | -2.57% | 45.08% |
| 6M | 2.93% | 28.47% |
| YTD | 11.03% | 30.14% |
| 1Y | 23.92% | 105.13% |
| 3Y (ann.) | 11.09% | 81.7% |
| 5Y (ann.) | 7.51% | 34.95% |
| Metric | 11377341:btcusd:triple_med_gx:lsma65_50 | 11377341:BTCUSD |
|---|---|---|
| Max Drawdown | -23.59% | -67.18% |
| Longest DD Days | 574.0 | 683.0 |
| Avg. Drawdown | -4.12% | -7.55% |
| Avg. Drawdown Days | 60.0 | 36.0 |
| Recovery Factor | 1.22 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-01-20 | -23.59 | 269 |
| 2023-02-23 | 2024-09-19 | -12.80 | 574 |
| 2022-01-20 | 2022-02-04 | -10.40 | 15 |
| 2024-10-15 | 2025-01-03 | -8.11 | 80 |
| 2025-03-10 | 2025-03-24 | -6.19 | 14 |
| 2022-02-05 | 2022-03-27 | -4.82 | 50 |
| 2025-03-24 | 2025-07-14 | -4.55 | 111 |
| 2022-04-02 | 2022-04-25 | -2.85 | 23 |
| 2025-01-23 | 2025-02-19 | -1.92 | 27 |
| 2022-01-18 | 2022-01-20 | -1.79 | 1 |
| Metric | 11377341:btcusd:triple_med_gx:lsma65_50 | 11377341:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.18% | 35.75% |
| Worst Week | -8.46% | -29.64% |
| Best Month | 12.15% | 43.77% |
| Worst Month | -11.3% | -37.12% |
| Best Year | 11.03% | 155.54% |
| Worst Year | 1.09% | -61.27% |
| Avg. Up Day | 0.83% | 0.86% |
| Avg. Down Day | -0.68% | -0.77% |
| Avg. Up Week | 3.0% | 5.33% |
| Avg. Down Week | -1.89% | -4.37% |
| Avg. Up Month | 4.58% | 9.97% |
| Avg. Down Month | -4.57% | -14.12% |
| Win Days % | 44.7% | 51.26% |
| Win Month % | 55.81% | 60.47% |
| Win Week % | 45.79% | 51.61% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |