| Metric | 11389828:btcusd:triple_med_gx:lsma160_95 | 11389828:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 36.8% | 152.93% |
| Max Drawdown | -23.5% | -67.18% |
| Sharpe | 0.33 | 0.4 |
| Sortino | 0.49 | 0.58 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.21 | 1.06 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.03 | 0.99 |
| Outlier Win Ratio | 53.05 | 3.15 |
| Outlier Loss Ratio | 3.74 | 3.03 |
| Volatility (ann.) | 8.06% | 26.28% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.42 | 0.48 |
| Skew | -0.44 | 0.18 |
| Kurtosis | 82.27 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.77% | 2.29% |
| Expected Yearly % | 8.15% | 26.11% |
| Kelly Criterion | 4.84% | 6.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.23% |
| Expected Shortfall (cVaR) | -0.69% | -2.23% |
| Year | 11389828:BTCUSD | 11389828:btcusd:triple_med_gx:lsma160_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 2.26 | -0.04 | + |
| 2023 | 155.54 | 6.69 | 0.04 | - |
| 2024 | 121.00 | 11.23 | 0.09 | - |
| 2025 | 17.02 | 12.73 | 0.75 | - |
| Metric | 11389828:btcusd:triple_med_gx:lsma160_95 | 11389828:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.87% | 31.76% |
| 6M | 12.73% | 12.25% |
| YTD | 12.73% | 17.02% |
| 1Y | 7.78% | 57.19% |
| 3Y (ann.) | 7.79% | 55.42% |
| 5Y (ann.) | 9.91% | 32.3% |
| Metric | 11389828:btcusd:triple_med_gx:lsma160_95 | 11389828:BTCUSD |
|---|---|---|
| Max Drawdown | -23.5% | -67.18% |
| Longest DD Days | 392.0 | 683.0 |
| Avg. Drawdown | -5.03% | -7.61% |
| Avg. Drawdown Days | 56.0 | 38.0 |
| Recovery Factor | 1.57 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-13 | -23.50 | 188 |
| 2023-01-14 | 2024-02-11 | -16.71 | 392 |
| 2024-07-17 | 2025-01-20 | -14.16 | 187 |
| 2022-05-31 | 2022-07-07 | -8.65 | 37 |
| 2025-01-20 | 2025-03-19 | -6.33 | 58 |
| 2024-05-10 | 2024-05-15 | -6.24 | 5 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2024-02-11 | 2024-05-10 | -3.46 | 88 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-03-22 | 2022-05-30 | -2.95 | 68 |
| Metric | 11389828:btcusd:triple_med_gx:lsma160_95 | 11389828:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.33% | 35.75% |
| Worst Week | -9.47% | -29.64% |
| Best Month | 19.7% | 43.77% |
| Worst Month | -9.88% | -37.12% |
| Best Year | 12.73% | 155.54% |
| Worst Year | 2.26% | -61.73% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 4.15% | 8.11% |
| Avg. Down Week | -3.17% | -5.16% |
| Avg. Up Month | 5.55% | 17.07% |
| Avg. Down Month | -5.43% | -15.52% |
| Win Days % | 49.56% | 51.27% |
| Win Month % | 56.0% | 60.98% |
| Win Week % | 48.89% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |