| Metric | 11375181:btcusd:triple_med_gx:lsma160_40 | 11375181:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 0.12% | 173.52% |
| Max Drawdown | -27.59% | -67.18% |
| Sharpe | 0.05 | 0.41 |
| Sortino | 0.07 | 0.6 |
| Payoff Ratio | 1.08 | 0.99 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.51 | 0.55 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 31.9 | 3.45 |
| Outlier Loss Ratio | 4.42 | 3.48 |
| Volatility (ann.) | 10.22% | 26.06% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.0 | 0.51 |
| Skew | 0.08 | 0.18 |
| Kurtosis | 30.7 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.0% | 2.42% |
| Expected Yearly % | 0.03% | 28.6% |
| Kelly Criterion | -2.79% | 2.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.21% |
| Expected Shortfall (cVaR) | -0.88% | -2.21% |
| Year | 11375181:BTCUSD | 11375181:btcusd:triple_med_gx:lsma160_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | 5.50 | -0.09 | + |
| 2023 | 155.54 | 0.98 | 0.01 | - |
| 2024 | 121.00 | 0.61 | 0.01 | - |
| 2025 | 30.14 | -6.58 | -0.22 | - |
| Metric | 11375181:btcusd:triple_med_gx:lsma160_40 | 11375181:BTCUSD |
|---|---|---|
| MTD | 4.38% | 13.36% |
| 3M | 8.64% | 45.08% |
| 6M | -2.42% | 28.47% |
| YTD | -6.58% | 30.14% |
| 1Y | -9.82% | 105.13% |
| 3Y (ann.) | -2.01% | 81.7% |
| 5Y (ann.) | 0.04% | 34.15% |
| Metric | 11375181:btcusd:triple_med_gx:lsma160_40 | 11375181:BTCUSD |
|---|---|---|
| Max Drawdown | -27.59% | -67.18% |
| Longest DD Days | 643.0 | 683.0 |
| Avg. Drawdown | -6.12% | -7.36% |
| Avg. Drawdown Days | 102.0 | 39.0 |
| Recovery Factor | 0.0 | 2.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-11 | 2025-07-14 | -27.59 | 489 |
| 2022-06-06 | 2024-03-11 | -25.02 | 643 |
| 2022-02-10 | 2022-03-22 | -8.03 | 39 |
| 2022-03-31 | 2022-05-05 | -5.36 | 35 |
| 2022-05-23 | 2022-05-29 | -3.14 | 6 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-05-05 | 2022-05-20 | -0.65 | 15 |
| 2022-06-05 | 2022-06-05 | -0.49 | 0 |
| 2022-06-05 | 2022-06-06 | -0.33 | 0 |
| 2022-05-22 | 2022-05-22 | -0.27 | 0 |
| Metric | 11375181:btcusd:triple_med_gx:lsma160_40 | 11375181:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 8.95% | 35.75% |
| Worst Week | -9.23% | -29.64% |
| Best Month | 14.66% | 43.77% |
| Worst Month | -8.06% | -37.12% |
| Best Year | 5.5% | 155.54% |
| Worst Year | -6.58% | -62.78% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.73% | -0.81% |
| Avg. Up Week | 3.05% | 5.03% |
| Avg. Down Week | -2.65% | -5.48% |
| Avg. Up Month | 4.84% | 16.67% |
| Avg. Down Month | -3.33% | -10.5% |
| Win Days % | 46.68% | 51.29% |
| Win Month % | 39.02% | 59.52% |
| Win Week % | 49.06% | 50.82% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |