| Metric | 11388327:btcusd:triple_med_gx:lsma165_90 | 11388327:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 49.76% | 147.72% |
| Max Drawdown | -24.6% | -67.18% |
| Sharpe | 0.4 | 0.39 |
| Sortino | 0.57 | 0.57 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.41 | 1.06 |
| CPC Index | 0.69 | 0.62 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 47.0 | 3.27 |
| Outlier Loss Ratio | 3.76 | 3.07 |
| Volatility (ann.) | 8.65% | 26.27% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.53 | 0.47 |
| Skew | -0.88 | 0.18 |
| Kurtosis | 68.68 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.99% | 2.24% |
| Expected Yearly % | 10.62% | 25.46% |
| Kelly Criterion | 6.86% | 7.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.23% |
| Expected Shortfall (cVaR) | -0.74% | -2.23% |
| Year | 11388327:BTCUSD | 11388327:btcusd:triple_med_gx:lsma165_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 2.26 | -0.04 | + |
| 2023 | 155.54 | 10.10 | 0.06 | - |
| 2024 | 121.00 | 16.27 | 0.13 | - |
| 2025 | 17.02 | 14.40 | 0.85 | - |
| Metric | 11388327:btcusd:triple_med_gx:lsma165_90 | 11388327:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 7.53% | 31.76% |
| 6M | 14.4% | 12.25% |
| YTD | 14.4% | 17.02% |
| 1Y | 12.37% | 57.19% |
| 3Y (ann.) | 10.4% | 55.42% |
| 5Y (ann.) | 12.95% | 31.44% |
| Metric | 11388327:btcusd:triple_med_gx:lsma165_90 | 11388327:BTCUSD |
|---|---|---|
| Max Drawdown | -24.6% | -67.18% |
| Longest DD Days | 582.0 | 683.0 |
| Avg. Drawdown | -3.03% | -7.67% |
| Avg. Drawdown Days | 43.0 | 38.0 |
| Recovery Factor | 2.02 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2024-02-12 | -24.60 | 582 |
| 2024-07-17 | 2025-03-24 | -14.98 | 249 |
| 2022-05-31 | 2022-07-07 | -8.58 | 37 |
| 2024-05-07 | 2024-05-15 | -5.42 | 8 |
| 2022-04-07 | 2022-05-30 | -3.61 | 52 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2025-03-24 | 2025-04-23 | -2.22 | 29 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| Metric | 11388327:btcusd:triple_med_gx:lsma165_90 | 11388327:BTCUSD |
|---|---|---|
| Best Day | 5.72% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.52% | 35.75% |
| Worst Week | -8.49% | -29.64% |
| Best Month | 20.57% | 43.77% |
| Worst Month | -14.82% | -37.12% |
| Best Year | 16.27% | 155.54% |
| Worst Year | 2.26% | -62.52% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 4.69% | 7.06% |
| Avg. Down Week | -3.67% | -4.49% |
| Avg. Up Month | 6.93% | 14.94% |
| Avg. Down Month | -5.99% | -13.55% |
| Win Days % | 50.08% | 51.26% |
| Win Month % | 51.85% | 58.54% |
| Win Week % | 54.17% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |