| Metric | 11381071:btcusd:triple_med_gx:lsma30_65 | 11381071:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 28.85% | 168.36% |
| Max Drawdown | -17.84% | -67.18% |
| Sharpe | 0.23 | 0.41 |
| Sortino | 0.35 | 0.59 |
| Payoff Ratio | 1.21 | 1.15 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.42 | 1.05 |
| CPC Index | 0.6 | 0.63 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 36.08 | 3.4 |
| Outlier Loss Ratio | 4.04 | 3.43 |
| Volatility (ann.) | 10.45% | 26.51% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.44 | 0.5 |
| Skew | 1.03 | 0.19 |
| Kurtosis | 49.52 | 6.28 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.38% |
| Expected Yearly % | 6.54% | 27.99% |
| Kelly Criterion | 0.68% | 8.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.25% |
| Expected Shortfall (cVaR) | -0.89% | -2.25% |
| Year | 11381071:BTCUSD | 11381071:btcusd:triple_med_gx:lsma30_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 12.48 | -0.21 | + |
| 2023 | 155.54 | -2.57 | -0.02 | - |
| 2024 | 121.00 | 20.97 | 0.17 | - |
| 2025 | 17.02 | -2.80 | -0.16 | - |
| Metric | 11381071:btcusd:triple_med_gx:lsma30_65 | 11381071:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.13% | 31.76% |
| 6M | -0.55% | 12.25% |
| YTD | -2.8% | 17.02% |
| 1Y | 14.12% | 57.19% |
| 3Y (ann.) | 9.5% | 55.42% |
| 5Y (ann.) | 7.77% | 33.81% |
| Metric | 11381071:btcusd:triple_med_gx:lsma30_65 | 11381071:BTCUSD |
|---|---|---|
| Max Drawdown | -17.84% | -67.18% |
| Longest DD Days | 582.0 | 683.0 |
| Avg. Drawdown | -4.66% | -7.27% |
| Avg. Drawdown Days | 55.0 | 35.0 |
| Recovery Factor | 1.62 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-18 | 2023-04-11 | -17.84 | 235 |
| 2023-04-19 | 2024-11-21 | -17.66 | 582 |
| 2022-06-06 | 2022-07-16 | -10.78 | 40 |
| 2022-01-21 | 2022-03-09 | -10.15 | 46 |
| 2022-03-09 | 2022-06-06 | -8.75 | 88 |
| 2022-07-17 | 2022-07-27 | -7.92 | 10 |
| 2025-05-21 | 2025-06-11 | -6.92 | 21 |
| 2025-01-26 | 2025-05-21 | -6.04 | 114 |
| 2025-01-10 | 2025-01-14 | -5.21 | 3 |
| 2022-08-08 | 2022-08-10 | -2.26 | 2 |
| Metric | 11381071:btcusd:triple_med_gx:lsma30_65 | 11381071:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 9.07% | 35.75% |
| Worst Week | -11.04% | -29.64% |
| Best Month | 18.41% | 43.77% |
| Worst Month | -8.62% | -37.12% |
| Best Year | 20.97% | 155.54% |
| Worst Year | -2.8% | -59.39% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 3.74% | 5.35% |
| Avg. Down Week | -2.93% | -6.2% |
| Avg. Up Month | 5.99% | 17.36% |
| Avg. Down Month | -4.29% | -12.72% |
| Win Days % | 45.71% | 51.22% |
| Win Month % | 50.0% | 59.52% |
| Win Week % | 51.16% | 50.83% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |