| Metric | 11382339:btcusd:triple_med_gx:lsma40_70 | 11382339:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 31.89% | 168.36% |
| Max Drawdown | -23.26% | -67.18% |
| Sharpe | 0.25 | 0.41 |
| Sortino | 0.38 | 0.59 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.47 | 1.05 |
| CPC Index | 0.6 | 0.62 |
| Tail Ratio | 1.33 | 0.98 |
| Outlier Win Ratio | 38.73 | 3.45 |
| Outlier Loss Ratio | 3.76 | 3.42 |
| Volatility (ann.) | 10.48% | 26.51% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.37 | 0.5 |
| Skew | 1.56 | 0.19 |
| Kurtosis | 50.54 | 6.28 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.38% |
| Expected Yearly % | 7.16% | 27.99% |
| Kelly Criterion | 0.61% | 8.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.25% |
| Expected Shortfall (cVaR) | -0.89% | -2.25% |
| Year | 11382339:BTCUSD | 11382339:btcusd:triple_med_gx:lsma40_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 11.69 | -0.20 | + |
| 2023 | 155.54 | -7.49 | -0.05 | - |
| 2024 | 121.00 | 37.18 | 0.31 | - |
| 2025 | 17.02 | -6.95 | -0.41 | - |
| Metric | 11382339:btcusd:triple_med_gx:lsma40_70 | 11382339:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.08% | 31.76% |
| 6M | -7.63% | 12.25% |
| YTD | -6.95% | 17.02% |
| 1Y | 10.6% | 57.19% |
| 3Y (ann.) | 11.33% | 55.42% |
| 5Y (ann.) | 8.51% | 33.81% |
| Metric | 11382339:btcusd:triple_med_gx:lsma40_70 | 11382339:BTCUSD |
|---|---|---|
| Max Drawdown | -23.26% | -67.18% |
| Longest DD Days | 566.0 | 683.0 |
| Avg. Drawdown | -6.42% | -7.27% |
| Avg. Drawdown Days | 74.0 | 35.0 |
| Recovery Factor | 1.37 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-19 | 2024-11-06 | -23.26 | 566 |
| 2022-08-11 | 2023-04-10 | -18.33 | 242 |
| 2022-03-09 | 2022-07-27 | -16.66 | 139 |
| 2025-01-26 | 2025-06-11 | -14.78 | 136 |
| 2022-01-21 | 2022-02-15 | -7.74 | 24 |
| 2022-02-16 | 2022-03-09 | -6.05 | 20 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2024-12-13 | 2025-01-14 | -4.90 | 31 |
| 2024-11-07 | 2024-11-20 | -1.34 | 12 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| Metric | 11382339:btcusd:triple_med_gx:lsma40_70 | 11382339:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.56% | 35.75% |
| Worst Week | -10.65% | -29.64% |
| Best Month | 32.93% | 43.77% |
| Worst Month | -9.39% | -37.12% |
| Best Year | 37.18% | 155.54% |
| Worst Year | -7.49% | -59.39% |
| Avg. Up Day | 1.02% | 1.04% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 4.42% | 6.96% |
| Avg. Down Week | -2.93% | -6.33% |
| Avg. Up Month | 5.96% | 16.8% |
| Avg. Down Month | -4.66% | -10.79% |
| Win Days % | 46.46% | 51.22% |
| Win Month % | 50.0% | 59.52% |
| Win Week % | 52.33% | 50.83% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |