| Metric | 11386923:btcusd:triple_med_gx:lsma160_85 | 11386923:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 39.85% | 152.93% |
| Max Drawdown | -22.8% | -67.18% |
| Sharpe | 0.35 | 0.4 |
| Sortino | 0.51 | 0.58 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.13 | 1.06 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 0.97 | 0.99 |
| Outlier Win Ratio | 50.32 | 3.19 |
| Outlier Loss Ratio | 3.73 | 3.05 |
| Volatility (ann.) | 8.14% | 26.28% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.47 | 0.48 |
| Skew | -0.76 | 0.18 |
| Kurtosis | 73.88 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.82% | 2.29% |
| Expected Yearly % | 8.75% | 26.11% |
| Kelly Criterion | 5.41% | 7.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.23% |
| Expected Shortfall (cVaR) | -0.69% | -2.23% |
| Year | 11386923:BTCUSD | 11386923:btcusd:triple_med_gx:lsma160_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -0.48 | 0.01 | + |
| 2023 | 155.54 | 7.17 | 0.05 | - |
| 2024 | 121.00 | 16.48 | 0.14 | - |
| 2025 | 17.02 | 12.56 | 0.74 | - |
| Metric | 11386923:btcusd:triple_med_gx:lsma160_85 | 11386923:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.35% | 31.76% |
| 6M | 12.56% | 12.25% |
| YTD | 12.56% | 17.02% |
| 1Y | 14.26% | 57.19% |
| 3Y (ann.) | 10.3% | 55.42% |
| 5Y (ann.) | 10.65% | 32.3% |
| Metric | 11386923:btcusd:triple_med_gx:lsma160_85 | 11386923:BTCUSD |
|---|---|---|
| Max Drawdown | -22.8% | -67.18% |
| Longest DD Days | 487.0 | 683.0 |
| Avg. Drawdown | -5.08% | -7.61% |
| Avg. Drawdown Days | 62.0 | 38.0 |
| Recovery Factor | 1.75 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-14 | -22.80 | 188 |
| 2023-01-14 | 2024-05-15 | -15.88 | 487 |
| 2024-07-17 | 2025-01-18 | -12.95 | 185 |
| 2022-05-31 | 2022-07-04 | -7.09 | 34 |
| 2025-01-20 | 2025-03-24 | -6.37 | 62 |
| 2022-03-22 | 2022-05-30 | -5.35 | 68 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2022-03-20 | 2022-03-22 | -2.46 | 2 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11386923:btcusd:triple_med_gx:lsma160_85 | 11386923:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.33% | 35.75% |
| Worst Week | -8.64% | -29.64% |
| Best Month | 19.7% | 43.77% |
| Worst Month | -9.05% | -37.12% |
| Best Year | 16.48% | 155.54% |
| Worst Year | -0.48% | -61.73% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 4.45% | 7.55% |
| Avg. Down Week | -3.16% | -4.94% |
| Avg. Up Month | 5.13% | 16.23% |
| Avg. Down Month | -4.56% | -13.55% |
| Win Days % | 49.92% | 51.27% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 48.89% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |