| Metric | 11384340:btcusd:triple_med_gx:lsma40_80 | 11384340:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 15.71% | 168.36% |
| Max Drawdown | -30.58% | -67.18% |
| Sharpe | 0.15 | 0.41 |
| Sortino | 0.22 | 0.59 |
| Payoff Ratio | 1.12 | 1.06 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.27 | 1.05 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 36.05 | 3.6 |
| Outlier Loss Ratio | 3.98 | 3.44 |
| Volatility (ann.) | 11.51% | 26.51% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.14 | 0.5 |
| Skew | 1.32 | 0.19 |
| Kurtosis | 61.41 | 6.28 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 2.38% |
| Expected Yearly % | 3.72% | 27.99% |
| Kelly Criterion | -2.39% | 5.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -2.25% |
| Expected Shortfall (cVaR) | -0.99% | -2.25% |
| Year | 11384340:BTCUSD | 11384340:btcusd:triple_med_gx:lsma40_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -15.55 | 0.26 | + |
| 2023 | 155.54 | 16.14 | 0.10 | - |
| 2024 | 121.00 | 16.41 | 0.14 | - |
| 2025 | 17.02 | 1.35 | 0.08 | - |
| Metric | 11384340:btcusd:triple_med_gx:lsma40_80 | 11384340:BTCUSD |
|---|---|---|
| MTD | -0.85% | 4.4% |
| 3M | 0.66% | 31.76% |
| 6M | -3.94% | 12.25% |
| YTD | 1.35% | 17.02% |
| 1Y | -3.14% | 57.19% |
| 3Y (ann.) | 13.66% | 55.42% |
| 5Y (ann.) | 4.4% | 33.81% |
| Metric | 11384340:btcusd:triple_med_gx:lsma40_80 | 11384340:BTCUSD |
|---|---|---|
| Max Drawdown | -30.58% | -67.18% |
| Longest DD Days | 705.0 | 683.0 |
| Avg. Drawdown | -8.88% | -7.27% |
| Avg. Drawdown Days | 132.0 | 35.0 |
| Recovery Factor | 0.51 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-01-01 | -30.58 | 705 |
| 2025-01-26 | 2025-06-11 | -13.51 | 135 |
| 2024-03-13 | 2024-05-30 | -12.86 | 78 |
| 2024-08-09 | 2025-01-15 | -9.78 | 159 |
| 2024-06-04 | 2024-08-08 | -6.12 | 65 |
| 2024-01-18 | 2024-02-26 | -4.33 | 39 |
| 2024-05-30 | 2024-06-04 | -1.84 | 4 |
| 2024-03-09 | 2024-03-13 | -0.74 | 3 |
| 2022-01-26 | 2022-01-26 | -0.18 | 0 |
| Metric | 11384340:btcusd:triple_med_gx:lsma40_80 | 11384340:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 10.27% | 35.75% |
| Worst Week | -11.82% | -29.64% |
| Best Month | 11.79% | 43.77% |
| Worst Month | -9.03% | -37.12% |
| Best Year | 16.41% | 155.54% |
| Worst Year | -15.55% | -59.39% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.85% | -0.92% |
| Avg. Up Week | 3.52% | 6.97% |
| Avg. Down Week | -3.01% | -4.44% |
| Avg. Up Month | 3.83% | 16.2% |
| Avg. Down Month | -4.47% | -12.37% |
| Win Days % | 45.98% | 51.22% |
| Win Month % | 54.76% | 59.52% |
| Win Week % | 48.62% | 50.83% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |