| Metric | 11381072:btcusd:triple_med_gx:lsma25_65 | 11381072:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 50.89% | 168.36% |
| Max Drawdown | -20.08% | -67.18% |
| Sharpe | 0.34 | 0.41 |
| Sortino | 0.51 | 0.59 |
| Payoff Ratio | 1.24 | 1.11 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.67 | 1.05 |
| CPC Index | 0.65 | 0.61 |
| Tail Ratio | 1.47 | 0.98 |
| Outlier Win Ratio | 34.06 | 3.41 |
| Outlier Loss Ratio | 4.15 | 3.43 |
| Volatility (ann.) | 10.62% | 26.51% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.64 | 0.5 |
| Skew | 0.93 | 0.19 |
| Kurtosis | 47.05 | 6.28 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.98% | 2.38% |
| Expected Yearly % | 10.83% | 27.99% |
| Kelly Criterion | 2.99% | 7.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.25% |
| Expected Shortfall (cVaR) | -0.9% | -2.25% |
| Year | 11381072:BTCUSD | 11381072:btcusd:triple_med_gx:lsma25_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 11.53 | -0.19 | + |
| 2023 | 155.54 | 2.62 | 0.02 | - |
| 2024 | 121.00 | 29.55 | 0.24 | - |
| 2025 | 17.02 | 1.77 | 0.10 | - |
| Metric | 11381072:btcusd:triple_med_gx:lsma25_65 | 11381072:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -4.17% | 31.76% |
| 6M | 7.64% | 12.25% |
| YTD | 1.77% | 17.02% |
| 1Y | 32.21% | 57.19% |
| 3Y (ann.) | 14.66% | 55.42% |
| 5Y (ann.) | 12.91% | 33.81% |
| Metric | 11381072:btcusd:triple_med_gx:lsma25_65 | 11381072:BTCUSD |
|---|---|---|
| Max Drawdown | -20.08% | -67.18% |
| Longest DD Days | 351.0 | 683.0 |
| Avg. Drawdown | -4.74% | -7.27% |
| Avg. Drawdown Days | 40.0 | 35.0 |
| Recovery Factor | 2.53 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-17 | 2023-04-10 | -20.08 | 236 |
| 2024-04-04 | 2024-11-20 | -19.95 | 229 |
| 2023-04-19 | 2024-04-04 | -18.51 | 351 |
| 2022-01-21 | 2022-03-09 | -10.15 | 46 |
| 2022-03-09 | 2022-06-06 | -9.35 | 88 |
| 2022-06-06 | 2022-07-13 | -8.27 | 36 |
| 2022-07-16 | 2022-07-27 | -7.91 | 11 |
| 2025-05-21 | 2025-06-11 | -6.92 | 21 |
| 2025-01-26 | 2025-03-11 | -6.04 | 44 |
| 2025-01-10 | 2025-01-14 | -5.21 | 3 |
| Metric | 11381072:btcusd:triple_med_gx:lsma25_65 | 11381072:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.31% | 35.75% |
| Worst Week | -12.62% | -29.64% |
| Best Month | 20.42% | 43.77% |
| Worst Month | -8.62% | -37.12% |
| Best Year | 29.55% | 155.54% |
| Worst Year | 1.77% | -59.39% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.78% | -0.88% |
| Avg. Up Week | 3.85% | 5.49% |
| Avg. Down Week | -2.58% | -5.29% |
| Avg. Up Month | 5.67% | 15.78% |
| Avg. Down Month | -5.2% | -13.8% |
| Win Days % | 46.39% | 51.22% |
| Win Month % | 56.1% | 59.52% |
| Win Week % | 51.09% | 50.83% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |