| Metric | 11384339:btcusd:triple_med_gx:lsma30_80 | 11384339:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 18.32% | 168.36% |
| Max Drawdown | -30.49% | -67.18% |
| Sharpe | 0.16 | 0.41 |
| Sortino | 0.24 | 0.59 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.23 | 1.05 |
| CPC Index | 0.55 | 0.61 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 28.16 | 3.71 |
| Outlier Loss Ratio | 4.3 | 3.63 |
| Volatility (ann.) | 13.1% | 26.51% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.17 | 0.5 |
| Skew | 1.36 | 0.19 |
| Kurtosis | 48.6 | 6.28 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.4% | 2.38% |
| Expected Yearly % | 4.29% | 27.99% |
| Kelly Criterion | -2.55% | 7.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.25% |
| Expected Shortfall (cVaR) | -1.12% | -2.25% |
| Year | 11384339:BTCUSD | 11384339:btcusd:triple_med_gx:lsma30_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -16.79 | 0.28 | + |
| 2023 | 155.54 | 0.50 | 0.00 | - |
| 2024 | 121.00 | 41.40 | 0.34 | - |
| 2025 | 17.02 | 0.07 | 0.00 | - |
| Metric | 11384339:btcusd:triple_med_gx:lsma30_80 | 11384339:BTCUSD |
|---|---|---|
| MTD | -2.15% | 4.4% |
| 3M | 2.24% | 31.76% |
| 6M | 1.04% | 12.25% |
| YTD | 0.07% | 17.02% |
| 1Y | 10.81% | 57.19% |
| 3Y (ann.) | 9.39% | 55.42% |
| 5Y (ann.) | 5.09% | 33.81% |
| Metric | 11384339:btcusd:triple_med_gx:lsma30_80 | 11384339:BTCUSD |
|---|---|---|
| Max Drawdown | -30.49% | -67.18% |
| Longest DD Days | 788.0 | 683.0 |
| Avg. Drawdown | -5.76% | -7.27% |
| Avg. Drawdown Days | 86.0 | 35.0 |
| Recovery Factor | 0.6 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-03-24 | -30.49 | 788 |
| 2024-04-20 | 2024-11-06 | -14.78 | 200 |
| 2025-01-26 | 2025-05-29 | -13.20 | 123 |
| 2024-11-23 | 2025-01-26 | -8.21 | 64 |
| 2025-05-29 | 2025-06-11 | -7.00 | 12 |
| 2024-04-19 | 2024-04-19 | -2.23 | 0 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2024-03-25 | 2024-04-06 | -1.65 | 12 |
| 2024-04-07 | 2024-04-08 | -0.65 | 0 |
| 2024-04-18 | 2024-04-18 | -0.18 | 0 |
| Metric | 11384339:btcusd:triple_med_gx:lsma30_80 | 11384339:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 10.3% | 35.75% |
| Worst Week | -10.21% | -29.64% |
| Best Month | 13.5% | 43.77% |
| Worst Month | -12.25% | -37.12% |
| Best Year | 41.4% | 155.54% |
| Worst Year | -16.79% | -59.39% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.83% | -0.89% |
| Avg. Up Week | 3.91% | 7.09% |
| Avg. Down Week | -2.98% | -4.98% |
| Avg. Up Month | 5.51% | 14.55% |
| Avg. Down Month | -5.39% | -12.26% |
| Win Days % | 45.0% | 51.22% |
| Win Month % | 52.38% | 59.52% |
| Win Week % | 47.58% | 50.83% |
| Win Quarter % | 35.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |