| Metric | 11383645:btcusd:triple_med_gx:lsma40_75 | 11383645:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 24.35% | 168.36% |
| Max Drawdown | -28.97% | -67.18% |
| Sharpe | 0.21 | 0.41 |
| Sortino | 0.3 | 0.59 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.47 | 1.05 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.35 | 0.98 |
| Outlier Win Ratio | 36.72 | 3.5 |
| Outlier Loss Ratio | 3.87 | 3.45 |
| Volatility (ann.) | 10.56% | 26.51% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.23 | 0.5 |
| Skew | 0.79 | 0.19 |
| Kurtosis | 42.1 | 6.28 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.38% |
| Expected Yearly % | 5.6% | 27.99% |
| Kelly Criterion | -0.87% | 6.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.25% |
| Expected Shortfall (cVaR) | -0.9% | -2.25% |
| Year | 11383645:BTCUSD | 11383645:btcusd:triple_med_gx:lsma40_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 15.22 | -0.26 | + |
| 2023 | 155.54 | -12.20 | -0.08 | - |
| 2024 | 121.00 | 33.46 | 0.28 | - |
| 2025 | 17.02 | -7.90 | -0.46 | - |
| Metric | 11383645:btcusd:triple_med_gx:lsma40_75 | 11383645:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.76% | 31.76% |
| 6M | -6.4% | 12.25% |
| YTD | -7.9% | 17.02% |
| 1Y | 10.66% | 57.19% |
| 3Y (ann.) | 6.57% | 55.42% |
| 5Y (ann.) | 6.64% | 33.81% |
| Metric | 11383645:btcusd:triple_med_gx:lsma40_75 | 11383645:BTCUSD |
|---|---|---|
| Max Drawdown | -28.97% | -67.18% |
| Longest DD Days | 887.0 | 683.0 |
| Avg. Drawdown | -5.29% | -7.27% |
| Avg. Drawdown Days | 75.0 | 35.0 |
| Recovery Factor | 0.84 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-11 | 2025-01-14 | -28.97 | 887 |
| 2025-01-26 | 2025-06-11 | -15.11 | 136 |
| 2022-03-09 | 2022-07-19 | -15.03 | 131 |
| 2022-01-21 | 2022-01-24 | -7.74 | 3 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2022-07-30 | 2022-08-08 | -3.56 | 8 |
| 2022-02-17 | 2022-03-09 | -3.17 | 19 |
| 2022-01-25 | 2022-02-14 | -1.76 | 20 |
| 2022-07-28 | 2022-07-30 | -1.13 | 1 |
| 2022-07-26 | 2022-07-26 | -1.00 | 0 |
| Metric | 11383645:btcusd:triple_med_gx:lsma40_75 | 11383645:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.56% | 35.75% |
| Worst Week | -10.65% | -29.64% |
| Best Month | 33.33% | 43.77% |
| Worst Month | -9.39% | -37.12% |
| Best Year | 33.46% | 155.54% |
| Worst Year | -12.2% | -59.39% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.87% | -0.91% |
| Avg. Up Week | 4.25% | 6.62% |
| Avg. Down Week | -3.23% | -6.23% |
| Avg. Up Month | 6.24% | 18.24% |
| Avg. Down Month | -4.88% | -12.58% |
| Win Days % | 46.5% | 51.22% |
| Win Month % | 47.5% | 59.52% |
| Win Week % | 52.75% | 50.83% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |