| Metric | 11385569:btcusd:triple_med_gx:lsma165_80 | 11385569:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 57.36% | 172.77% |
| Max Drawdown | -23.46% | -67.18% |
| Sharpe | 0.44 | 0.42 |
| Sortino | 0.65 | 0.61 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.62 | 1.07 |
| CPC Index | 0.71 | 0.6 |
| Tail Ratio | 1.33 | 1.0 |
| Outlier Win Ratio | 46.71 | 3.27 |
| Outlier Loss Ratio | 3.76 | 3.09 |
| Volatility (ann.) | 8.56% | 26.26% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.63 | 0.53 |
| Skew | -0.72 | 0.19 |
| Kurtosis | 68.55 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.11% | 2.48% |
| Expected Yearly % | 12.0% | 28.51% |
| Kelly Criterion | 7.48% | 6.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.23% |
| Expected Shortfall (cVaR) | -0.73% | -2.23% |
| Year | 11385569:BTCUSD | 11385569:btcusd:triple_med_gx:lsma165_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -2.88 | 0.05 | + |
| 2023 | 155.54 | 11.87 | 0.08 | - |
| 2024 | 121.00 | 26.63 | 0.22 | - |
| 2025 | 17.02 | 14.39 | 0.85 | - |
| Metric | 11385569:btcusd:triple_med_gx:lsma165_80 | 11385569:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.36% | 31.76% |
| 6M | 14.39% | 12.25% |
| YTD | 14.39% | 17.02% |
| 1Y | 18.33% | 57.19% |
| 3Y (ann.) | 14.96% | 55.42% |
| 5Y (ann.) | 14.68% | 35.42% |
| Metric | 11385569:btcusd:triple_med_gx:lsma165_80 | 11385569:BTCUSD |
|---|---|---|
| Max Drawdown | -23.46% | -67.18% |
| Longest DD Days | 346.0 | 683.0 |
| Avg. Drawdown | -4.26% | -7.19% |
| Avg. Drawdown Days | 49.0 | 37.0 |
| Recovery Factor | 2.45 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-14 | -23.46 | 189 |
| 2024-07-17 | 2025-01-17 | -12.61 | 184 |
| 2023-03-01 | 2024-02-11 | -12.35 | 346 |
| 2022-05-31 | 2022-07-07 | -9.24 | 37 |
| 2025-01-20 | 2025-03-19 | -6.33 | 58 |
| 2022-03-22 | 2022-05-30 | -5.14 | 68 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2025-03-24 | 2025-06-11 | -2.22 | 78 |
| Metric | 11385569:btcusd:triple_med_gx:lsma165_80 | 11385569:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.33% | 35.75% |
| Worst Week | -9.47% | -29.64% |
| Best Month | 21.03% | 43.77% |
| Worst Month | -11.45% | -37.12% |
| Best Year | 26.63% | 155.54% |
| Worst Year | -2.88% | -58.73% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 4.35% | 7.07% |
| Avg. Down Week | -2.81% | -3.9% |
| Avg. Up Month | 6.45% | 14.05% |
| Avg. Down Month | -4.91% | -13.55% |
| Win Days % | 50.62% | 51.3% |
| Win Month % | 57.69% | 60.98% |
| Win Week % | 55.32% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |