| Metric | 11429579:btcusd:triple_med_gx:lsma70_110 | 11429579:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 23.64% | 141.35% |
| Max Drawdown | -16.3% | -67.18% |
| Sharpe | 0.26 | 0.4 |
| Sortino | 0.4 | 0.57 |
| Payoff Ratio | 1.28 | 1.22 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 0.55 | 1.04 |
| CPC Index | 0.64 | 0.66 |
| Tail Ratio | 0.49 | 0.98 |
| Outlier Win Ratio | 55.85 | 3.19 |
| Outlier Loss Ratio | 4.5 | 3.02 |
| Volatility (ann.) | 7.75% | 26.66% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.43 | 0.48 |
| Skew | 2.12 | 0.18 |
| Kurtosis | 83.96 | 6.27 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.55% | 2.28% |
| Expected Yearly % | 5.45% | 24.64% |
| Kelly Criterion | 1.47% | 10.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.27% |
| Expected Shortfall (cVaR) | -0.66% | -2.27% |
| Year | 11429579:BTCUSD | 11429579:btcusd:triple_med_gx:lsma70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 23.48 | -0.43 | + |
| 2023 | 155.54 | 0.89 | 0.01 | - |
| 2024 | 121.00 | -0.77 | -0.01 | - |
| 2025 | -5.74 | 0.02 | -0.00 | + |
| Metric | 11429579:btcusd:triple_med_gx:lsma70_110 | 11429579:BTCUSD |
|---|---|---|
| MTD | -1.11% | 4.38% |
| 3M | -1.84% | -10.75% |
| 6M | 0.07% | 38.92% |
| YTD | 0.02% | -5.74% |
| 1Y | -6.11% | 25.9% |
| 3Y (ann.) | -0.35% | 25.65% |
| 5Y (ann.) | 6.95% | 32.17% |
| Metric | 11429579:btcusd:triple_med_gx:lsma70_110 | 11429579:BTCUSD |
|---|---|---|
| Max Drawdown | -16.3% | -67.18% |
| Longest DD Days | 547.0 | 683.0 |
| Avg. Drawdown | -3.05% | -6.16% |
| Avg. Drawdown Days | 78.0 | 30.0 |
| Recovery Factor | 1.45 | 2.1 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-29 | 2025-03-26 | -16.30 | 390 |
| 2022-05-17 | 2023-11-15 | -9.63 | 547 |
| 2023-11-16 | 2024-02-28 | -8.86 | 104 |
| 2022-04-17 | 2022-04-18 | -3.80 | 1 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-01-30 | 2022-02-28 | -0.48 | 29 |
| 2022-01-29 | 2022-01-29 | -0.41 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-03-01 | 2022-03-15 | -0.34 | 14 |
| Metric | 11429579:btcusd:triple_med_gx:lsma70_110 | 11429579:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 15.31% | 35.75% |
| Worst Week | -5.0% | -29.64% |
| Best Month | 14.32% | 43.77% |
| Worst Month | -10.81% | -37.12% |
| Best Year | 23.48% | 155.54% |
| Worst Year | -0.77% | -54.66% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.65% | -0.69% |
| Avg. Up Week | 2.36% | 8.4% |
| Avg. Down Week | -1.71% | -2.25% |
| Avg. Up Month | 3.73% | 13.58% |
| Avg. Down Month | -3.12% | -9.87% |
| Win Days % | 44.71% | 51.1% |
| Win Month % | 51.35% | 61.54% |
| Win Week % | 47.06% | 49.7% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |