| Metric | 11391339:btcusd:triple_med_gx:lsma170_100 | 11391339:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 33.35% | 152.93% |
| Max Drawdown | -23.78% | -67.18% |
| Sharpe | 0.3 | 0.4 |
| Sortino | 0.42 | 0.58 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.16 | 1.06 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.0 | 0.99 |
| Outlier Win Ratio | 50.37 | 3.21 |
| Outlier Loss Ratio | 3.61 | 3.08 |
| Volatility (ann.) | 8.57% | 26.28% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.38 | 0.48 |
| Skew | -0.86 | 0.18 |
| Kurtosis | 77.75 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.7% | 2.29% |
| Expected Yearly % | 7.46% | 26.11% |
| Kelly Criterion | 5.06% | 5.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.23% |
| Expected Shortfall (cVaR) | -0.73% | -2.23% |
| Year | 11391339:BTCUSD | 11391339:btcusd:triple_med_gx:lsma170_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 0.59 | -0.01 | + |
| 2023 | 155.54 | 14.35 | 0.09 | - |
| 2024 | 121.00 | 10.23 | 0.08 | - |
| 2025 | 17.02 | 5.18 | 0.30 | - |
| Metric | 11391339:btcusd:triple_med_gx:lsma170_100 | 11391339:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.77% | 31.76% |
| 6M | 5.18% | 12.25% |
| YTD | 5.18% | 17.02% |
| 1Y | 0.89% | 57.19% |
| 3Y (ann.) | 9.3% | 55.42% |
| 5Y (ann.) | 9.07% | 32.3% |
| Metric | 11391339:btcusd:triple_med_gx:lsma170_100 | 11391339:BTCUSD |
|---|---|---|
| Max Drawdown | -23.78% | -67.18% |
| Longest DD Days | 343.0 | 683.0 |
| Avg. Drawdown | -4.68% | -7.61% |
| Avg. Drawdown Days | 59.0 | 38.0 |
| Recovery Factor | 1.4 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-13 | -23.78 | 188 |
| 2024-07-17 | 2025-01-20 | -12.95 | 187 |
| 2023-03-02 | 2024-02-08 | -9.89 | 343 |
| 2025-01-20 | 2025-06-11 | -8.57 | 141 |
| 2022-05-31 | 2022-07-07 | -8.18 | 37 |
| 2024-05-10 | 2024-07-15 | -5.41 | 66 |
| 2022-03-22 | 2022-05-30 | -5.20 | 69 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2024-02-13 | 2024-05-09 | -2.93 | 86 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| Metric | 11391339:btcusd:triple_med_gx:lsma170_100 | 11391339:BTCUSD |
|---|---|---|
| Best Day | 5.91% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 14.85% | 35.75% |
| Worst Week | -11.42% | -29.64% |
| Best Month | 20.52% | 43.77% |
| Worst Month | -13.55% | -37.12% |
| Best Year | 14.35% | 155.54% |
| Worst Year | 0.59% | -61.73% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 3.59% | 7.72% |
| Avg. Down Week | -2.72% | -4.55% |
| Avg. Up Month | 5.83% | 15.08% |
| Avg. Down Month | -5.51% | -13.28% |
| Win Days % | 50.08% | 51.27% |
| Win Month % | 52.0% | 60.98% |
| Win Week % | 48.0% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |