| Metric | 11384185:btcusd:triple_med_gx:lsma160_75 | 11384185:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 54.44% | 152.93% |
| Max Drawdown | -22.74% | -67.18% |
| Sharpe | 0.43 | 0.4 |
| Sortino | 0.64 | 0.58 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.72 | 1.06 |
| CPC Index | 0.7 | 0.61 |
| Tail Ratio | 1.42 | 0.99 |
| Outlier Win Ratio | 47.23 | 3.33 |
| Outlier Loss Ratio | 3.83 | 3.08 |
| Volatility (ann.) | 8.48% | 26.28% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.62 | 0.48 |
| Skew | -0.25 | 0.18 |
| Kurtosis | 64.05 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.07% | 2.29% |
| Expected Yearly % | 11.48% | 26.11% |
| Kelly Criterion | 7.11% | 7.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.23% |
| Expected Shortfall (cVaR) | -0.72% | -2.23% |
| Year | 11384185:BTCUSD | 11384185:btcusd:triple_med_gx:lsma160_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -0.54 | 0.01 | + |
| 2023 | 155.54 | 16.12 | 0.10 | - |
| 2024 | 121.00 | 23.22 | 0.19 | - |
| 2025 | 17.02 | 8.51 | 0.50 | - |
| Metric | 11384185:btcusd:triple_med_gx:lsma160_75 | 11384185:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.38% | 31.76% |
| 6M | 8.51% | 12.25% |
| YTD | 8.51% | 17.02% |
| 1Y | 22.58% | 57.19% |
| 3Y (ann.) | 13.84% | 55.42% |
| 5Y (ann.) | 14.01% | 32.3% |
| Metric | 11384185:btcusd:triple_med_gx:lsma160_75 | 11384185:BTCUSD |
|---|---|---|
| Max Drawdown | -22.74% | -67.18% |
| Longest DD Days | 441.0 | 683.0 |
| Avg. Drawdown | -3.98% | -7.61% |
| Avg. Drawdown Days | 46.0 | 38.0 |
| Recovery Factor | 2.39 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-14 | -22.74 | 188 |
| 2023-03-01 | 2024-05-15 | -14.82 | 441 |
| 2024-08-26 | 2024-10-29 | -8.76 | 64 |
| 2025-01-20 | 2025-03-24 | -7.84 | 63 |
| 2022-05-31 | 2022-07-07 | -7.47 | 36 |
| 2022-03-22 | 2022-05-30 | -6.94 | 68 |
| 2024-10-30 | 2025-01-15 | -3.82 | 77 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2025-03-24 | 2025-06-11 | -3.24 | 78 |
| 2024-07-17 | 2024-08-23 | -2.76 | 37 |
| Metric | 11384185:btcusd:triple_med_gx:lsma160_75 | 11384185:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.84% | 35.75% |
| Worst Week | -8.57% | -29.64% |
| Best Month | 20.23% | 43.77% |
| Worst Month | -8.98% | -37.12% |
| Best Year | 23.22% | 155.54% |
| Worst Year | -0.54% | -61.73% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 4.96% | 8.42% |
| Avg. Down Week | -3.24% | -4.78% |
| Avg. Up Month | 5.1% | 16.41% |
| Avg. Down Month | -3.46% | -13.55% |
| Win Days % | 50.15% | 51.27% |
| Win Month % | 60.71% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |