| Metric | 11383644:btcusd:triple_med_gx:lsma30_75 | 11383644:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 24.95% | 168.36% |
| Max Drawdown | -31.48% | -67.18% |
| Sharpe | 0.2 | 0.41 |
| Sortino | 0.29 | 0.59 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.39 | 1.05 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 32.0 | 3.51 |
| Outlier Loss Ratio | 4.0 | 3.5 |
| Volatility (ann.) | 11.22% | 26.51% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.22 | 0.5 |
| Skew | 0.34 | 0.19 |
| Kurtosis | 37.25 | 6.28 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.38% |
| Expected Yearly % | 5.73% | 27.99% |
| Kelly Criterion | -0.37% | 6.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.25% |
| Expected Shortfall (cVaR) | -0.96% | -2.25% |
| Year | 11383644:BTCUSD | 11383644:btcusd:triple_med_gx:lsma30_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 22.62 | -0.38 | + |
| 2023 | 155.54 | -11.06 | -0.07 | - |
| 2024 | 121.00 | 14.14 | 0.12 | - |
| 2025 | 17.02 | 0.39 | 0.02 | - |
| Metric | 11383644:btcusd:triple_med_gx:lsma30_75 | 11383644:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.45% | 31.76% |
| 6M | 5.63% | 12.25% |
| YTD | 0.39% | 17.02% |
| 1Y | 12.21% | 57.19% |
| 3Y (ann.) | 5.56% | 55.42% |
| 5Y (ann.) | 6.79% | 33.81% |
| Metric | 11383644:btcusd:triple_med_gx:lsma30_75 | 11383644:BTCUSD |
|---|---|---|
| Max Drawdown | -31.48% | -67.18% |
| Longest DD Days | 784.0 | 683.0 |
| Avg. Drawdown | -6.33% | -7.27% |
| Avg. Drawdown Days | 80.0 | 35.0 |
| Recovery Factor | 0.79 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-19 | 2025-06-11 | -31.48 | 784 |
| 2022-08-18 | 2023-03-13 | -17.13 | 206 |
| 2022-06-06 | 2022-07-27 | -14.91 | 51 |
| 2022-01-21 | 2022-03-09 | -12.34 | 46 |
| 2022-03-09 | 2022-05-30 | -8.53 | 82 |
| 2023-03-13 | 2023-04-10 | -4.55 | 28 |
| 2022-08-08 | 2022-08-10 | -2.26 | 2 |
| 2022-07-28 | 2022-07-30 | -1.13 | 1 |
| 2023-04-18 | 2023-04-18 | -1.10 | 0 |
| 2022-07-28 | 2022-07-28 | -0.54 | 0 |
| Metric | 11383644:btcusd:triple_med_gx:lsma30_75 | 11383644:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.56% | 35.75% |
| Worst Week | -10.88% | -29.64% |
| Best Month | 28.64% | 43.77% |
| Worst Month | -9.54% | -37.12% |
| Best Year | 22.62% | 155.54% |
| Worst Year | -11.06% | -59.39% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 4.22% | 6.37% |
| Avg. Down Week | -3.52% | -6.28% |
| Avg. Up Month | 6.24% | 18.24% |
| Avg. Down Month | -4.4% | -12.7% |
| Win Days % | 46.74% | 51.22% |
| Win Month % | 46.34% | 59.52% |
| Win Week % | 52.58% | 50.83% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |