| Metric | 11386959:btcusd:triple_med_gx:lsma165_85 | 11386959:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 38.6% | 172.77% |
| Max Drawdown | -23.27% | -67.18% |
| Sharpe | 0.33 | 0.42 |
| Sortino | 0.47 | 0.61 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 49.15 | 3.23 |
| Outlier Loss Ratio | 3.67 | 3.07 |
| Volatility (ann.) | 8.45% | 26.26% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.45 | 0.53 |
| Skew | -1.25 | 0.19 |
| Kurtosis | 72.61 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.8% | 2.48% |
| Expected Yearly % | 8.5% | 28.51% |
| Kelly Criterion | 5.29% | 5.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.23% |
| Expected Shortfall (cVaR) | -0.72% | -2.23% |
| Year | 11386959:BTCUSD | 11386959:btcusd:triple_med_gx:lsma165_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -6.62 | 0.11 | + |
| 2023 | 155.54 | 5.87 | 0.04 | - |
| 2024 | 121.00 | 25.71 | 0.21 | - |
| 2025 | 17.02 | 11.52 | 0.68 | - |
| Metric | 11386959:btcusd:triple_med_gx:lsma165_85 | 11386959:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.47% | 31.76% |
| 6M | 11.52% | 12.25% |
| YTD | 11.52% | 17.02% |
| 1Y | 11.41% | 57.19% |
| 3Y (ann.) | 10.99% | 55.42% |
| 5Y (ann.) | 10.37% | 35.42% |
| Metric | 11386959:btcusd:triple_med_gx:lsma165_85 | 11386959:BTCUSD |
|---|---|---|
| Max Drawdown | -23.27% | -67.18% |
| Longest DD Days | 675.0 | 683.0 |
| Avg. Drawdown | -4.59% | -7.19% |
| Avg. Drawdown Days | 78.0 | 37.0 |
| Recovery Factor | 1.66 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2024-05-15 | -23.27 | 675 |
| 2024-07-17 | 2025-01-20 | -13.98 | 187 |
| 2022-05-31 | 2022-07-07 | -8.18 | 36 |
| 2025-01-20 | 2025-03-19 | -6.33 | 58 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2022-03-22 | 2022-05-29 | -3.11 | 68 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2025-03-24 | 2025-06-11 | -2.22 | 78 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| Metric | 11386959:btcusd:triple_med_gx:lsma165_85 | 11386959:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 14.85% | 35.75% |
| Worst Week | -9.25% | -29.64% |
| Best Month | 20.52% | 43.77% |
| Worst Month | -11.23% | -37.12% |
| Best Year | 25.71% | 155.54% |
| Worst Year | -6.62% | -58.73% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 4.34% | 7.04% |
| Avg. Down Week | -3.37% | -4.98% |
| Avg. Up Month | 6.35% | 14.84% |
| Avg. Down Month | -5.44% | -13.36% |
| Win Days % | 50.4% | 51.3% |
| Win Month % | 56.0% | 60.98% |
| Win Week % | 54.35% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |