| Metric | 11383658:btcusd:triple_med_gx:lsma40_75 | 11383658:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 50.64% | 205.34% |
| Max Drawdown | -22.94% | -67.18% |
| Sharpe | 0.34 | 0.44 |
| Sortino | 0.52 | 0.65 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.77 | 1.06 |
| CPC Index | 0.64 | 0.62 |
| Tail Ratio | 1.54 | 0.99 |
| Outlier Win Ratio | 37.06 | 3.42 |
| Outlier Loss Ratio | 3.67 | 3.35 |
| Volatility (ann.) | 10.6% | 26.45% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.56 | 0.58 |
| Skew | 1.93 | 0.2 |
| Kurtosis | 57.92 | 6.31 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.98% | 2.69% |
| Expected Yearly % | 10.79% | 32.19% |
| Kelly Criterion | 3.23% | 7.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.25% |
| Expected Shortfall (cVaR) | -0.9% | -2.25% |
| Year | 11383658:BTCUSD | 11383658:btcusd:triple_med_gx:lsma40_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -6.47 | 0.12 | + |
| 2023 | 155.54 | 0.23 | 0.00 | - |
| 2024 | 121.00 | 60.29 | 0.50 | - |
| 2025 | 17.02 | 0.25 | 0.01 | - |
| Metric | 11383658:btcusd:triple_med_gx:lsma40_75 | 11383658:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.4% |
| 3M | 0.58% | 31.76% |
| 6M | 2.58% | 12.25% |
| YTD | 0.25% | 17.02% |
| 1Y | 22.62% | 57.19% |
| 3Y (ann.) | 16.17% | 55.42% |
| 5Y (ann.) | 12.86% | 39.05% |
| Metric | 11383658:btcusd:triple_med_gx:lsma40_75 | 11383658:BTCUSD |
|---|---|---|
| Max Drawdown | -22.94% | -67.18% |
| Longest DD Days | 391.0 | 683.0 |
| Avg. Drawdown | -4.67% | -6.27% |
| Avg. Drawdown Days | 43.0 | 29.0 |
| Recovery Factor | 2.21 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-20 | 2024-05-15 | -22.94 | 391 |
| 2022-07-30 | 2023-04-11 | -22.37 | 254 |
| 2022-03-09 | 2022-07-30 | -22.35 | 142 |
| 2025-01-26 | 2025-05-22 | -10.24 | 116 |
| 2024-06-12 | 2024-11-06 | -9.00 | 146 |
| 2025-05-23 | 2025-06-11 | -7.44 | 19 |
| 2022-01-24 | 2022-01-24 | -7.11 | 0 |
| 2025-01-11 | 2025-01-13 | -3.94 | 2 |
| 2024-05-27 | 2024-06-12 | -3.66 | 15 |
| 2022-01-22 | 2022-01-23 | -3.26 | 1 |
| Metric | 11383658:btcusd:triple_med_gx:lsma40_75 | 11383658:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 14.77% | 35.75% |
| Worst Week | -10.35% | -29.64% |
| Best Month | 23.47% | 43.77% |
| Worst Month | -8.94% | -37.12% |
| Best Year | 60.29% | 155.54% |
| Worst Year | -6.47% | -53.8% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 4.86% | 6.87% |
| Avg. Down Week | -3.02% | -6.4% |
| Avg. Up Month | 6.74% | 14.6% |
| Avg. Down Month | -5.43% | -14.2% |
| Win Days % | 48.28% | 51.28% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 54.12% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |