| Metric | 11388360:btcusd:triple_med_gx:lsma165_90 | 11388360:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 56.14% | 174.71% |
| Max Drawdown | -24.18% | -67.18% |
| Sharpe | 0.42 | 0.41 |
| Sortino | 0.61 | 0.6 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.71 | 0.62 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 47.08 | 3.28 |
| Outlier Loss Ratio | 3.66 | 3.08 |
| Volatility (ann.) | 8.79% | 26.04% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.58 | 0.51 |
| Skew | -0.43 | 0.18 |
| Kurtosis | 70.87 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.07% | 2.44% |
| Expected Yearly % | 11.78% | 28.74% |
| Kelly Criterion | 7.03% | 8.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.21% |
| Expected Shortfall (cVaR) | -0.75% | -2.21% |
| Year | 11388360:BTCUSD | 11388360:btcusd:triple_med_gx:lsma165_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 0.23 | -0.00 | + |
| 2023 | 155.54 | 12.00 | 0.08 | - |
| 2024 | 121.00 | 21.65 | 0.18 | - |
| 2025 | 27.10 | 14.34 | 0.53 | - |
| Metric | 11388360:btcusd:triple_med_gx:lsma165_90 | 11388360:BTCUSD |
|---|---|---|
| MTD | 1.07% | 10.71% |
| 3M | 2.37% | 41.88% |
| 6M | 14.34% | 22.91% |
| YTD | 14.34% | 27.1% |
| 1Y | 6.07% | 82.29% |
| 3Y (ann.) | 13.91% | 77.48% |
| 5Y (ann.) | 13.95% | 34.48% |
| Metric | 11388360:btcusd:triple_med_gx:lsma165_90 | 11388360:BTCUSD |
|---|---|---|
| Max Drawdown | -24.18% | -67.18% |
| Longest DD Days | 391.0 | 683.0 |
| Avg. Drawdown | -3.2% | -7.35% |
| Avg. Drawdown Days | 39.0 | 37.0 |
| Recovery Factor | 2.32 | 2.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-14 | -24.18 | 188 |
| 2024-07-17 | 2025-01-20 | -12.99 | 187 |
| 2023-01-14 | 2024-02-09 | -11.77 | 391 |
| 2022-05-31 | 2022-07-07 | -8.51 | 36 |
| 2025-01-20 | 2025-03-19 | -6.33 | 58 |
| 2022-03-22 | 2022-05-30 | -4.97 | 68 |
| 2024-05-10 | 2024-05-15 | -4.55 | 5 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2024-05-08 | 2024-05-09 | -2.51 | 1 |
| Metric | 11388360:btcusd:triple_med_gx:lsma165_90 | 11388360:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.33% | 35.75% |
| Worst Week | -9.81% | -29.64% |
| Best Month | 19.88% | 43.77% |
| Worst Month | -11.42% | -37.12% |
| Best Year | 21.65% | 155.54% |
| Worst Year | 0.23% | -61.73% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 4.57% | 6.96% |
| Avg. Down Week | -3.03% | -4.57% |
| Avg. Up Month | 6.33% | 15.41% |
| Avg. Down Month | -5.34% | -13.55% |
| Win Days % | 49.77% | 51.29% |
| Win Month % | 53.85% | 61.9% |
| Win Week % | 48.0% | 51.1% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |