| Metric | 11376108:btcusd:triple_med_gx:lsma160_45 | 11376108:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 16.62% | 173.52% |
| Max Drawdown | -26.05% | -67.18% |
| Sharpe | 0.16 | 0.41 |
| Sortino | 0.24 | 0.6 |
| Payoff Ratio | 1.11 | 1.04 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.25 | 1.07 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 32.16 | 3.46 |
| Outlier Loss Ratio | 4.43 | 3.4 |
| Volatility (ann.) | 10.15% | 26.06% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.18 | 0.51 |
| Skew | 0.38 | 0.18 |
| Kurtosis | 32.14 | 6.52 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.37% | 2.42% |
| Expected Yearly % | 3.92% | 28.6% |
| Kelly Criterion | -0.36% | 4.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.21% |
| Expected Shortfall (cVaR) | -0.87% | -2.21% |
| Year | 11376108:BTCUSD | 11376108:btcusd:triple_med_gx:lsma160_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | 5.81 | -0.09 | + |
| 2023 | 155.54 | -11.29 | -0.07 | - |
| 2024 | 121.00 | 34.90 | 0.29 | - |
| 2025 | 30.14 | -7.89 | -0.26 | - |
| Metric | 11376108:btcusd:triple_med_gx:lsma160_45 | 11376108:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 7.45% | 45.08% |
| 6M | -4.53% | 28.47% |
| YTD | -7.89% | 30.14% |
| 1Y | -1.94% | 105.13% |
| 3Y (ann.) | 1.8% | 81.7% |
| 5Y (ann.) | 4.59% | 34.15% |
| Metric | 11376108:btcusd:triple_med_gx:lsma160_45 | 11376108:BTCUSD |
|---|---|---|
| Max Drawdown | -26.05% | -67.18% |
| Longest DD Days | 776.0 | 683.0 |
| Avg. Drawdown | -4.48% | -7.36% |
| Avg. Drawdown Days | 58.0 | 39.0 |
| Recovery Factor | 0.64 | 2.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2024-07-21 | -26.05 | 776 |
| 2024-11-21 | 2025-07-14 | -17.88 | 234 |
| 2024-07-27 | 2024-09-26 | -9.20 | 60 |
| 2024-09-28 | 2024-11-21 | -7.82 | 53 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2022-04-05 | 2022-05-22 | -5.33 | 47 |
| 2022-05-26 | 2022-05-30 | -4.49 | 3 |
| 2022-02-10 | 2022-02-15 | -4.15 | 4 |
| 2022-03-25 | 2022-04-01 | -2.75 | 7 |
| 2022-04-02 | 2022-04-04 | -2.55 | 2 |
| Metric | 11376108:btcusd:triple_med_gx:lsma160_45 | 11376108:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 10.29% | 35.75% |
| Worst Week | -7.82% | -29.64% |
| Best Month | 16.93% | 43.77% |
| Worst Month | -7.14% | -37.12% |
| Best Year | 34.9% | 155.54% |
| Worst Year | -11.29% | -62.78% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.71% | -0.77% |
| Avg. Up Week | 3.06% | 5.56% |
| Avg. Down Week | -2.61% | -5.16% |
| Avg. Up Month | 4.75% | 16.57% |
| Avg. Down Month | -3.5% | -12.19% |
| Win Days % | 47.15% | 51.29% |
| Win Month % | 52.5% | 59.52% |
| Win Week % | 49.02% | 50.82% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |