| Metric | 11380431:btcusd:triple_med_gx:lsma175_60 | 11380431:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 21.9% | 203.33% |
| Max Drawdown | -18.72% | -67.18% |
| Sharpe | 0.2 | 0.44 |
| Sortino | 0.28 | 0.64 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 39.71 | 3.41 |
| Outlier Loss Ratio | 3.8 | 3.25 |
| Volatility (ann.) | 9.74% | 26.04% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.32 | 0.57 |
| Skew | -0.42 | 0.18 |
| Kurtosis | 51.68 | 6.57 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.68% |
| Expected Yearly % | 5.08% | 31.97% |
| Kelly Criterion | 1.39% | 5.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.21% |
| Expected Shortfall (cVaR) | -0.83% | -2.21% |
| Year | 11380431:BTCUSD | 11380431:btcusd:triple_med_gx:lsma175_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -3.49 | 0.06 | + |
| 2023 | 155.54 | 17.52 | 0.11 | - |
| 2024 | 121.00 | 17.61 | 0.15 | - |
| 2025 | 30.14 | -8.61 | -0.29 | - |
| Metric | 11380431:btcusd:triple_med_gx:lsma175_60 | 11380431:BTCUSD |
|---|---|---|
| MTD | 0.82% | 13.36% |
| 3M | -1.49% | 45.08% |
| 6M | -2.21% | 28.47% |
| YTD | -8.61% | 30.14% |
| 1Y | -8.08% | 105.13% |
| 3Y (ann.) | 4.77% | 81.7% |
| 5Y (ann.) | 6.0% | 38.59% |
| Metric | 11380431:btcusd:triple_med_gx:lsma175_60 | 11380431:BTCUSD |
|---|---|---|
| Max Drawdown | -18.72% | -67.18% |
| Longest DD Days | 359.0 | 683.0 |
| Avg. Drawdown | -4.58% | -6.86% |
| Avg. Drawdown Days | 45.0 | 35.0 |
| Recovery Factor | 1.17 | 3.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-14 | -18.72 | 188 |
| 2024-07-19 | 2025-07-14 | -17.97 | 359 |
| 2023-06-07 | 2024-02-12 | -14.99 | 250 |
| 2022-05-31 | 2022-07-08 | -12.79 | 37 |
| 2023-03-30 | 2023-06-06 | -6.44 | 68 |
| 2023-01-15 | 2023-03-17 | -6.42 | 61 |
| 2024-05-10 | 2024-05-20 | -5.02 | 10 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| Metric | 11380431:btcusd:triple_med_gx:lsma175_60 | 11380431:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 14.65% | 35.75% |
| Worst Week | -7.98% | -29.64% |
| Best Month | 22.53% | 43.77% |
| Worst Month | -12.17% | -37.12% |
| Best Year | 17.61% | 155.54% |
| Worst Year | -8.61% | -58.73% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.78% | -0.79% |
| Avg. Up Week | 4.09% | 7.19% |
| Avg. Down Week | -3.44% | -4.49% |
| Avg. Up Month | 5.74% | 14.86% |
| Avg. Down Month | -6.2% | -10.43% |
| Win Days % | 48.93% | 51.33% |
| Win Month % | 55.17% | 61.9% |
| Win Week % | 50.0% | 51.1% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |