| Metric | 11388359:btcusd:triple_med_gx:lsma170_90 | 11388359:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 48.53% | 174.71% |
| Max Drawdown | -21.38% | -67.18% |
| Sharpe | 0.37 | 0.41 |
| Sortino | 0.54 | 0.6 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.57 | 1.07 |
| CPC Index | 0.68 | 0.6 |
| Tail Ratio | 1.32 | 1.0 |
| Outlier Win Ratio | 46.55 | 3.29 |
| Outlier Loss Ratio | 3.71 | 3.11 |
| Volatility (ann.) | 8.78% | 26.04% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.58 | 0.51 |
| Skew | -0.65 | 0.18 |
| Kurtosis | 70.2 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.95% | 2.44% |
| Expected Yearly % | 10.4% | 28.74% |
| Kelly Criterion | 6.52% | 6.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.21% |
| Expected Shortfall (cVaR) | -0.75% | -2.21% |
| Year | 11388359:BTCUSD | 11388359:btcusd:triple_med_gx:lsma170_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 6.30 | -0.10 | + |
| 2023 | 155.54 | 13.49 | 0.09 | - |
| 2024 | 121.00 | 11.85 | 0.10 | - |
| 2025 | 27.10 | 10.07 | 0.37 | - |
| Metric | 11388359:btcusd:triple_med_gx:lsma170_90 | 11388359:BTCUSD |
|---|---|---|
| MTD | 0.01% | 10.71% |
| 3M | -0.43% | 41.88% |
| 6M | 10.07% | 22.91% |
| YTD | 10.07% | 27.1% |
| 1Y | 1.23% | 82.29% |
| 3Y (ann.) | 10.36% | 77.48% |
| 5Y (ann.) | 12.3% | 34.48% |
| Metric | 11388359:btcusd:triple_med_gx:lsma170_90 | 11388359:BTCUSD |
|---|---|---|
| Max Drawdown | -21.38% | -67.18% |
| Longest DD Days | 344.0 | 683.0 |
| Avg. Drawdown | -4.28% | -7.35% |
| Avg. Drawdown Days | 55.0 | 37.0 |
| Recovery Factor | 2.27 | 2.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-13 | -21.38 | 188 |
| 2024-07-17 | 2025-01-20 | -13.61 | 187 |
| 2023-03-01 | 2024-02-09 | -11.52 | 344 |
| 2022-05-31 | 2022-07-07 | -8.18 | 36 |
| 2025-01-20 | 2025-03-24 | -7.01 | 62 |
| 2024-05-10 | 2024-07-15 | -5.41 | 65 |
| 2022-03-22 | 2022-05-30 | -4.64 | 68 |
| 2024-02-13 | 2024-05-09 | -3.07 | 86 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2025-03-24 | 2025-07-17 | -2.97 | 114 |
| Metric | 11388359:btcusd:triple_med_gx:lsma170_90 | 11388359: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 | 21.03% | 43.77% |
| Worst Month | -10.84% | -37.12% |
| Best Year | 13.49% | 155.54% |
| Worst Year | 6.3% | -61.73% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.82% | 7.27% |
| Avg. Down Week | -2.64% | -4.43% |
| Avg. Up Month | 5.78% | 14.68% |
| Avg. Down Month | -5.0% | -13.55% |
| Win Days % | 50.22% | 51.29% |
| Win Month % | 53.85% | 61.9% |
| Win Week % | 50.0% | 51.1% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |