| Metric | 11393795:btcusd:triple_med_gx:lsma160_110 | 11393795:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 11.41% | 145.41% |
| Max Drawdown | -31.35% | -67.18% |
| Sharpe | 0.13 | 0.39 |
| Sortino | 0.19 | 0.56 |
| Payoff Ratio | 1.09 | 1.03 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.01 | 1.06 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 0.95 | 0.99 |
| Outlier Win Ratio | 48.38 | 3.37 |
| Outlier Loss Ratio | 3.49 | 3.17 |
| Volatility (ann.) | 9.45% | 26.27% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.11 | 0.46 |
| Skew | 0.27 | 0.18 |
| Kurtosis | 56.01 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.21% |
| Expected Yearly % | 2.74% | 25.16% |
| Kelly Criterion | -0.21% | 3.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.23% |
| Expected Shortfall (cVaR) | -0.81% | -2.23% |
| Year | 11393795:BTCUSD | 11393795:btcusd:triple_med_gx:lsma160_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | -2.21 | 0.04 | + |
| 2023 | 155.54 | 20.41 | 0.13 | - |
| 2024 | 121.00 | 3.94 | 0.03 | - |
| 2025 | 16.76 | -8.97 | -0.53 | - |
| Metric | 11393795:btcusd:triple_med_gx:lsma160_110 | 11393795:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -4.46% | 31.46% |
| 6M | -8.97% | 12.77% |
| YTD | -8.97% | 16.76% |
| 1Y | -21.0% | 56.84% |
| 3Y (ann.) | 8.48% | 55.31% |
| 5Y (ann.) | 3.29% | 30.9% |
| Metric | 11393795:btcusd:triple_med_gx:lsma160_110 | 11393795:BTCUSD |
|---|---|---|
| Max Drawdown | -31.35% | -67.18% |
| Longest DD Days | 543.0 | 683.0 |
| Avg. Drawdown | -4.78% | -7.76% |
| Avg. Drawdown Days | 64.0 | 41.0 |
| Recovery Factor | 0.36 | 2.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2023-10-01 | -31.35 | 543 |
| 2024-03-18 | 2025-06-11 | -24.88 | 450 |
| 2022-02-18 | 2022-03-22 | -8.75 | 31 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-23 | -2.98 | 20 |
| 2024-01-11 | 2024-02-27 | -2.74 | 46 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2023-12-20 | 2024-01-10 | -2.08 | 21 |
| 2023-11-06 | 2023-11-07 | -1.36 | 1 |
| Metric | 11393795:btcusd:triple_med_gx:lsma160_110 | 11393795:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -17.0% | -29.64% |
| Best Month | 19.78% | 43.77% |
| Worst Month | -17.0% | -37.12% |
| Best Year | 20.41% | 155.54% |
| Worst Year | -8.97% | -62.78% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.85% | -0.91% |
| Avg. Up Week | 4.44% | 6.5% |
| Avg. Down Week | -3.71% | -5.84% |
| Avg. Up Month | 5.44% | 18.1% |
| Avg. Down Month | -6.14% | -16.02% |
| Win Days % | 47.7% | 51.25% |
| Win Month % | 54.05% | 58.54% |
| Win Week % | 50.79% | 50.0% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |