| Metric | 11388323:btcusd:triple_med_gx:lsma155_90 | 11388323:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 71.67% | 147.72% |
| Max Drawdown | -19.79% | -67.18% |
| Sharpe | 0.55 | 0.39 |
| Sortino | 0.83 | 0.57 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.29 | 1.07 |
| Common Sense Ratio | 1.38 | 1.06 |
| CPC Index | 0.8 | 0.64 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 50.37 | 3.24 |
| Outlier Loss Ratio | 3.86 | 3.01 |
| Volatility (ann.) | 8.04% | 26.27% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.89 | 0.47 |
| Skew | -0.09 | 0.18 |
| Kurtosis | 77.31 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.33% | 2.24% |
| Expected Yearly % | 14.47% | 25.46% |
| Kelly Criterion | 9.98% | 9.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.23% |
| Expected Shortfall (cVaR) | -0.68% | -2.23% |
| Year | 11388323:BTCUSD | 11388323:btcusd:triple_med_gx:lsma155_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 9.03 | -0.14 | + |
| 2023 | 155.54 | 8.34 | 0.05 | - |
| 2024 | 121.00 | 22.84 | 0.19 | - |
| 2025 | 17.02 | 18.31 | 1.08 | + |
| Metric | 11388323:btcusd:triple_med_gx:lsma155_90 | 11388323:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 13.17% | 31.76% |
| 6M | 18.31% | 12.25% |
| YTD | 18.31% | 17.02% |
| 1Y | 24.76% | 57.19% |
| 3Y (ann.) | 16.58% | 55.42% |
| 5Y (ann.) | 17.69% | 31.44% |
| Metric | 11388323:btcusd:triple_med_gx:lsma155_90 | 11388323:BTCUSD |
|---|---|---|
| Max Drawdown | -19.79% | -67.18% |
| Longest DD Days | 345.0 | 683.0 |
| Avg. Drawdown | -3.13% | -7.67% |
| Avg. Drawdown Days | 35.0 | 38.0 |
| Recovery Factor | 3.62 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-13 | -19.79 | 188 |
| 2023-03-01 | 2024-02-09 | -13.61 | 345 |
| 2024-08-26 | 2025-01-15 | -12.13 | 142 |
| 2025-01-20 | 2025-04-22 | -8.43 | 92 |
| 2022-05-31 | 2022-07-07 | -7.30 | 36 |
| 2022-03-20 | 2022-05-30 | -5.76 | 71 |
| 2024-02-11 | 2024-05-13 | -4.88 | 91 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2024-05-14 | 2024-05-15 | -2.64 | 1 |
| 2024-05-16 | 2024-07-14 | -2.32 | 59 |
| Metric | 11388323:btcusd:triple_med_gx:lsma155_90 | 11388323:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.31% | 35.75% |
| Worst Week | -8.78% | -29.64% |
| Best Month | 15.31% | 43.77% |
| Worst Month | -11.34% | -37.12% |
| Best Year | 22.84% | 155.54% |
| Worst Year | 8.34% | -62.52% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.71% | -0.75% |
| Avg. Up Week | 5.42% | 7.15% |
| Avg. Down Week | -3.2% | -4.18% |
| Avg. Up Month | 7.27% | 17.03% |
| Avg. Down Month | -5.53% | -13.55% |
| Win Days % | 50.42% | 51.26% |
| Win Month % | 51.85% | 58.54% |
| Win Week % | 53.33% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |