| Metric | 11386925:btcusd:triple_med_gx:lsma170_85 | 11386925:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 34.67% | 152.93% |
| Max Drawdown | -21.38% | -67.18% |
| Sharpe | 0.3 | 0.4 |
| Sortino | 0.42 | 0.58 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.77 | 1.06 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.55 | 0.99 |
| Outlier Win Ratio | 45.96 | 3.26 |
| Outlier Loss Ratio | 3.73 | 3.13 |
| Volatility (ann.) | 8.79% | 26.28% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.44 | 0.48 |
| Skew | -1.13 | 0.18 |
| Kurtosis | 66.98 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.73% | 2.29% |
| Expected Yearly % | 7.73% | 26.11% |
| Kelly Criterion | 4.51% | 5.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.23% |
| Expected Shortfall (cVaR) | -0.75% | -2.23% |
| Year | 11386925:BTCUSD | 11386925:btcusd:triple_med_gx:lsma170_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -2.83 | 0.05 | + |
| 2023 | 155.54 | 12.07 | 0.08 | - |
| 2024 | 121.00 | 12.36 | 0.10 | - |
| 2025 | 17.02 | 10.06 | 0.59 | - |
| Metric | 11386925:btcusd:triple_med_gx:lsma170_85 | 11386925:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.83% | 31.76% |
| 6M | 10.06% | 12.25% |
| YTD | 10.06% | 17.02% |
| 1Y | 9.01% | 57.19% |
| 3Y (ann.) | 10.63% | 55.42% |
| 5Y (ann.) | 9.4% | 32.3% |
| Metric | 11386925:btcusd:triple_med_gx:lsma170_85 | 11386925:BTCUSD |
|---|---|---|
| Max Drawdown | -21.38% | -67.18% |
| Longest DD Days | 344.0 | 683.0 |
| Avg. Drawdown | -4.79% | -7.61% |
| Avg. Drawdown Days | 59.0 | 38.0 |
| Recovery Factor | 1.62 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-14 | -21.38 | 188 |
| 2024-07-17 | 2025-01-20 | -14.03 | 187 |
| 2023-03-01 | 2024-02-09 | -11.84 | 344 |
| 2022-05-31 | 2022-07-07 | -8.18 | 36 |
| 2025-01-20 | 2025-03-24 | -7.01 | 62 |
| 2022-03-22 | 2022-05-30 | -6.99 | 68 |
| 2024-05-10 | 2024-07-15 | -5.41 | 65 |
| 2025-03-24 | 2025-06-11 | -2.97 | 78 |
| 2024-02-13 | 2024-05-09 | -2.93 | 86 |
| 2022-03-20 | 2022-03-22 | -2.46 | 2 |
| Metric | 11386925:btcusd:triple_med_gx:lsma170_85 | 11386925:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.33% | 35.75% |
| Worst Week | -8.64% | -29.64% |
| Best Month | 21.03% | 43.77% |
| Worst Month | -10.84% | -37.12% |
| Best Year | 12.36% | 155.54% |
| Worst Year | -2.83% | -61.73% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 4.17% | 7.04% |
| Avg. Down Week | -2.82% | -4.43% |
| Avg. Up Month | 5.99% | 14.62% |
| Avg. Down Month | -5.16% | -13.55% |
| Win Days % | 49.93% | 51.27% |
| Win Month % | 52.0% | 60.98% |
| Win Week % | 47.06% | 50.28% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |