| Metric | 11388395:btcusd:triple_med_gx:lsma165_90 | 11388395:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 32.01% | 172.77% |
| Max Drawdown | -23.27% | -67.18% |
| Sharpe | 0.29 | 0.42 |
| Sortino | 0.41 | 0.61 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.22 | 1.07 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.06 | 1.0 |
| Outlier Win Ratio | 49.37 | 3.21 |
| Outlier Loss Ratio | 3.58 | 3.08 |
| Volatility (ann.) | 8.6% | 26.26% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.38 | 0.53 |
| Skew | -1.05 | 0.19 |
| Kurtosis | 74.85 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.68% | 2.48% |
| Expected Yearly % | 7.19% | 28.51% |
| Kelly Criterion | 4.21% | 4.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.23% |
| Expected Shortfall (cVaR) | -0.73% | -2.23% |
| Year | 11388395:BTCUSD | 11388395:btcusd:triple_med_gx:lsma165_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -2.28 | 0.04 | + |
| 2023 | 155.54 | 7.43 | 0.05 | - |
| 2024 | 121.00 | 16.47 | 0.14 | - |
| 2025 | 17.02 | 7.97 | 0.47 | - |
| Metric | 11388395:btcusd:triple_med_gx:lsma165_90 | 11388395:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.05% | 31.76% |
| 6M | 7.97% | 12.25% |
| YTD | 7.97% | 17.02% |
| 1Y | 1.97% | 57.19% |
| 3Y (ann.) | 7.77% | 55.42% |
| 5Y (ann.) | 8.75% | 35.42% |
| Metric | 11388395:btcusd:triple_med_gx:lsma165_90 | 11388395:BTCUSD |
|---|---|---|
| Max Drawdown | -23.27% | -67.18% |
| Longest DD Days | 346.0 | 683.0 |
| Avg. Drawdown | -4.24% | -7.19% |
| Avg. Drawdown Days | 52.0 | 37.0 |
| Recovery Factor | 1.38 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-14 | -23.27 | 188 |
| 2023-03-03 | 2024-02-12 | -15.72 | 346 |
| 2024-07-17 | 2025-06-11 | -14.57 | 329 |
| 2022-05-31 | 2022-07-07 | -9.43 | 37 |
| 2024-05-10 | 2024-05-15 | -4.55 | 5 |
| 2024-05-08 | 2024-05-09 | -2.47 | 1 |
| 2022-03-20 | 2022-03-22 | -2.46 | 2 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2022-03-22 | 2022-04-09 | -2.26 | 18 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| Metric | 11388395:btcusd:triple_med_gx:lsma165_90 | 11388395:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 14.85% | 35.75% |
| Worst Week | -9.25% | -29.64% |
| Best Month | 20.52% | 43.77% |
| Worst Month | -11.23% | -37.12% |
| Best Year | 16.47% | 155.54% |
| Worst Year | -2.28% | -58.73% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 3.93% | 7.51% |
| Avg. Down Week | -2.91% | -4.31% |
| Avg. Up Month | 5.78% | 14.09% |
| Avg. Down Month | -6.12% | -12.79% |
| Win Days % | 50.33% | 51.3% |
| Win Month % | 58.33% | 60.98% |
| Win Week % | 51.06% | 50.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 75.0% | 75.0% |