| Metric | 11378368:btcusd:triple_med_gx:lsma80_55 | 11378368:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 29.97% | 198.43% |
| Max Drawdown | -16.02% | -67.18% |
| Sharpe | 0.27 | 0.43 |
| Sortino | 0.41 | 0.62 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 0.89 | 1.06 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 0.78 | 0.99 |
| Outlier Win Ratio | 52.81 | 3.16 |
| Outlier Loss Ratio | 4.2 | 3.08 |
| Volatility (ann.) | 8.03% | 26.29% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.49 | 0.55 |
| Skew | 0.96 | 0.19 |
| Kurtosis | 82.13 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.58% |
| Expected Yearly % | 6.77% | 31.43% |
| Kelly Criterion | -0.02% | 5.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.23% |
| Expected Shortfall (cVaR) | -0.69% | -2.23% |
| Year | 11378368:BTCUSD | 11378368:btcusd:triple_med_gx:lsma80_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 4.23 | -0.07 | + |
| 2023 | 155.54 | 5.79 | 0.04 | - |
| 2024 | 121.00 | 0.38 | 0.00 | - |
| 2025 | 30.14 | 17.42 | 0.58 | - |
| Metric | 11378368:btcusd:triple_med_gx:lsma80_55 | 11378368:BTCUSD |
|---|---|---|
| MTD | 0.93% | 13.36% |
| 3M | 9.95% | 45.08% |
| 6M | 12.53% | 28.47% |
| YTD | 17.42% | 30.14% |
| 1Y | 26.59% | 105.13% |
| 3Y (ann.) | 7.77% | 81.7% |
| 5Y (ann.) | 7.82% | 36.92% |
| Metric | 11378368:btcusd:triple_med_gx:lsma80_55 | 11378368:BTCUSD |
|---|---|---|
| Max Drawdown | -16.02% | -67.18% |
| Longest DD Days | 732.0 | 683.0 |
| Avg. Drawdown | -4.25% | -6.95% |
| Avg. Drawdown Days | 71.0 | 34.0 |
| Recovery Factor | 1.87 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-30 | 2023-01-20 | -16.02 | 204 |
| 2023-01-21 | 2025-01-23 | -13.75 | 732 |
| 2022-01-21 | 2022-02-04 | -10.75 | 14 |
| 2025-02-21 | 2025-04-22 | -7.94 | 59 |
| 2022-04-26 | 2022-06-06 | -6.84 | 40 |
| 2022-02-05 | 2022-04-01 | -5.70 | 54 |
| 2025-04-23 | 2025-07-02 | -2.66 | 70 |
| 2025-01-24 | 2025-02-19 | -2.06 | 25 |
| 2025-01-23 | 2025-01-24 | -1.92 | 0 |
| 2022-04-24 | 2022-04-25 | -1.65 | 1 |
| Metric | 11378368:btcusd:triple_med_gx:lsma80_55 | 11378368:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.71% | 35.75% |
| Worst Week | -10.59% | -29.64% |
| Best Month | 10.36% | 43.77% |
| Worst Month | -11.2% | -37.12% |
| Best Year | 17.42% | 155.54% |
| Worst Year | 0.38% | -59.39% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.39% | 5.25% |
| Avg. Down Week | -2.04% | -4.39% |
| Avg. Up Month | 4.14% | 10.81% |
| Avg. Down Month | -3.3% | -8.41% |
| Win Days % | 47.66% | 51.25% |
| Win Month % | 53.49% | 60.47% |
| Win Week % | 46.94% | 51.61% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |