| Metric | 11388330:btcusd:triple_med_gx:lsma170_90 | 11388330:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 49.43% | 147.72% |
| Max Drawdown | -22.76% | -67.18% |
| Sharpe | 0.39 | 0.39 |
| Sortino | 0.56 | 0.57 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.86 | 1.06 |
| CPC Index | 0.69 | 0.62 |
| Tail Ratio | 1.57 | 0.99 |
| Outlier Win Ratio | 44.98 | 3.27 |
| Outlier Loss Ratio | 3.81 | 3.08 |
| Volatility (ann.) | 8.82% | 26.27% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.57 | 0.47 |
| Skew | -0.6 | 0.18 |
| Kurtosis | 64.88 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.98% | 2.24% |
| Expected Yearly % | 10.56% | 25.46% |
| Kelly Criterion | 6.17% | 8.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.23% |
| Expected Shortfall (cVaR) | -0.75% | -2.23% |
| Year | 11388330:BTCUSD | 11388330:btcusd:triple_med_gx:lsma170_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 10.24 | -0.16 | + |
| 2023 | 155.54 | 12.29 | 0.08 | - |
| 2024 | 121.00 | 9.76 | 0.08 | - |
| 2025 | 17.02 | 9.97 | 0.59 | - |
| Metric | 11388330:btcusd:triple_med_gx:lsma170_90 | 11388330:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.73% | 31.76% |
| 6M | 9.97% | 12.25% |
| YTD | 9.97% | 17.02% |
| 1Y | 8.99% | 57.19% |
| 3Y (ann.) | 10.69% | 55.42% |
| 5Y (ann.) | 12.87% | 31.44% |
| Metric | 11388330:btcusd:triple_med_gx:lsma170_90 | 11388330:BTCUSD |
|---|---|---|
| Max Drawdown | -22.76% | -67.18% |
| Longest DD Days | 345.0 | 683.0 |
| Avg. Drawdown | -4.21% | -7.67% |
| Avg. Drawdown Days | 58.0 | 38.0 |
| Recovery Factor | 2.17 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-13 | -22.76 | 188 |
| 2024-07-17 | 2025-03-24 | -14.37 | 250 |
| 2023-03-01 | 2024-02-09 | -10.78 | 345 |
| 2022-05-31 | 2022-07-07 | -8.78 | 37 |
| 2024-02-13 | 2024-07-15 | -5.89 | 152 |
| 2022-03-22 | 2022-05-30 | -4.53 | 68 |
| 2025-03-24 | 2025-06-11 | -3.03 | 78 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2023-01-14 | 2023-03-01 | -1.90 | 45 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| Metric | 11388330:btcusd:triple_med_gx:lsma170_90 | 11388330: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 | 19.89% | 43.77% |
| Worst Month | -12.04% | -37.12% |
| Best Year | 12.29% | 155.54% |
| Worst Year | 9.76% | -62.52% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 4.27% | 7.2% |
| Avg. Down Week | -2.94% | -4.03% |
| Avg. Up Month | 6.28% | 16.0% |
| Avg. Down Month | -5.34% | -13.55% |
| Win Days % | 49.26% | 51.26% |
| Win Month % | 51.85% | 58.54% |
| Win Week % | 50.98% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |