| Metric | 11385534:btcusd:triple_med_gx:lsma160_80 | 11385534:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 47.91% | 152.93% |
| Max Drawdown | -22.8% | -67.18% |
| Sharpe | 0.39 | 0.4 |
| Sortino | 0.57 | 0.58 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.52 | 1.06 |
| CPC Index | 0.68 | 0.6 |
| Tail Ratio | 1.27 | 0.99 |
| Outlier Win Ratio | 47.5 | 3.27 |
| Outlier Loss Ratio | 3.73 | 3.1 |
| Volatility (ann.) | 8.5% | 26.28% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.55 | 0.48 |
| Skew | -0.56 | 0.18 |
| Kurtosis | 65.49 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.96% | 2.29% |
| Expected Yearly % | 10.28% | 26.11% |
| Kelly Criterion | 6.54% | 6.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.23% |
| Expected Shortfall (cVaR) | -0.72% | -2.23% |
| Year | 11385534:BTCUSD | 11385534:btcusd:triple_med_gx:lsma160_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 2.27 | -0.04 | + |
| 2023 | 155.54 | 9.63 | 0.06 | - |
| 2024 | 121.00 | 21.24 | 0.18 | - |
| 2025 | 17.02 | 8.81 | 0.52 | - |
| Metric | 11385534:btcusd:triple_med_gx:lsma160_80 | 11385534:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.7% | 31.76% |
| 6M | 8.81% | 12.25% |
| YTD | 8.81% | 17.02% |
| 1Y | 20.19% | 57.19% |
| 3Y (ann.) | 12.27% | 55.42% |
| 5Y (ann.) | 12.53% | 32.3% |
| Metric | 11385534:btcusd:triple_med_gx:lsma160_80 | 11385534:BTCUSD |
|---|---|---|
| Max Drawdown | -22.8% | -67.18% |
| Longest DD Days | 501.0 | 683.0 |
| Avg. Drawdown | -4.39% | -7.61% |
| Avg. Drawdown Days | 48.0 | 38.0 |
| Recovery Factor | 2.1 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-14 | -22.80 | 188 |
| 2023-03-01 | 2024-07-14 | -18.23 | 501 |
| 2024-08-26 | 2024-10-29 | -9.15 | 64 |
| 2022-03-22 | 2022-05-30 | -7.22 | 68 |
| 2022-05-31 | 2022-07-05 | -7.09 | 34 |
| 2025-01-20 | 2025-03-19 | -6.33 | 58 |
| 2025-03-24 | 2025-06-11 | -5.11 | 78 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2024-10-30 | 2025-01-15 | -3.82 | 77 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| Metric | 11385534:btcusd:triple_med_gx:lsma160_80 | 11385534: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 | 19.89% | 43.77% |
| Worst Month | -9.05% | -37.12% |
| Best Year | 21.24% | 155.54% |
| Worst Year | 2.27% | -61.73% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 4.9% | 7.61% |
| Avg. Down Week | -3.48% | -4.48% |
| Avg. Up Month | 5.84% | 16.23% |
| Avg. Down Month | -3.62% | -13.55% |
| Win Days % | 50.31% | 51.27% |
| Win Month % | 53.57% | 60.98% |
| Win Week % | 52.17% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |