| Metric | 11384221:btcusd:triple_med_gx:lsma165_75 | 11384221:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 47.57% | 172.77% |
| Max Drawdown | -22.76% | -67.18% |
| Sharpe | 0.38 | 0.42 |
| Sortino | 0.55 | 0.61 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.83 | 1.07 |
| CPC Index | 0.67 | 0.6 |
| Tail Ratio | 1.55 | 1.0 |
| Outlier Win Ratio | 45.91 | 3.29 |
| Outlier Loss Ratio | 3.76 | 3.11 |
| Volatility (ann.) | 8.76% | 26.26% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.55 | 0.53 |
| Skew | -0.84 | 0.19 |
| Kurtosis | 66.02 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.95% | 2.48% |
| Expected Yearly % | 10.22% | 28.51% |
| Kelly Criterion | 5.71% | 6.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.23% |
| Expected Shortfall (cVaR) | -0.75% | -2.23% |
| Year | 11384221:BTCUSD | 11384221:btcusd:triple_med_gx:lsma165_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -2.83 | 0.05 | + |
| 2023 | 155.54 | 11.98 | 0.08 | - |
| 2024 | 121.00 | 21.82 | 0.18 | - |
| 2025 | 17.02 | 11.33 | 0.67 | - |
| Metric | 11384221:btcusd:triple_med_gx:lsma165_75 | 11384221:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 2.54% | 31.76% |
| 6M | 11.33% | 12.25% |
| YTD | 11.33% | 17.02% |
| 1Y | 17.29% | 57.19% |
| 3Y (ann.) | 12.3% | 55.42% |
| 5Y (ann.) | 12.48% | 35.42% |
| Metric | 11384221:btcusd:triple_med_gx:lsma165_75 | 11384221:BTCUSD |
|---|---|---|
| Max Drawdown | -22.76% | -67.18% |
| Longest DD Days | 343.0 | 683.0 |
| Avg. Drawdown | -4.05% | -7.19% |
| Avg. Drawdown Days | 38.0 | 37.0 |
| Recovery Factor | 2.09 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-14 | -22.76 | 188 |
| 2023-06-07 | 2024-05-15 | -17.02 | 343 |
| 2024-08-26 | 2024-10-29 | -11.10 | 64 |
| 2022-05-31 | 2022-07-07 | -10.14 | 37 |
| 2025-01-20 | 2025-03-19 | -6.33 | 58 |
| 2023-06-04 | 2023-06-06 | -5.54 | 2 |
| 2024-10-30 | 2025-01-17 | -4.86 | 79 |
| 2022-05-25 | 2022-05-30 | -4.50 | 4 |
| 2024-07-17 | 2024-08-23 | -3.77 | 37 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| Metric | 11384221:btcusd:triple_med_gx:lsma165_75 | 11384221:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.52% | 35.75% |
| Worst Week | -8.64% | -29.64% |
| Best Month | 21.22% | 43.77% |
| Worst Month | -10.63% | -37.12% |
| Best Year | 21.82% | 155.54% |
| Worst Year | -2.83% | -58.73% |
| Avg. Up Day | 0.85% | 0.85% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 4.52% | 7.46% |
| Avg. Down Week | -3.23% | -4.23% |
| Avg. Up Month | 6.57% | 14.32% |
| Avg. Down Month | -5.06% | -12.79% |
| Win Days % | 50.15% | 51.3% |
| Win Month % | 62.5% | 60.98% |
| Win Week % | 52.17% | 50.28% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 75.0% | 75.0% |