| Metric | 11388324:btcusd:triple_med_gx:lsma160_90 | 11388324:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 68.1% | 147.72% |
| Max Drawdown | -22.37% | -67.18% |
| Sharpe | 0.51 | 0.39 |
| Sortino | 0.77 | 0.57 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.26 | 1.07 |
| Common Sense Ratio | 1.42 | 1.06 |
| CPC Index | 0.77 | 0.64 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 48.03 | 3.27 |
| Outlier Loss Ratio | 3.86 | 3.05 |
| Volatility (ann.) | 8.34% | 26.27% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.76 | 0.47 |
| Skew | -0.09 | 0.18 |
| Kurtosis | 70.26 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.27% | 2.24% |
| Expected Yearly % | 13.87% | 25.46% |
| Kelly Criterion | 8.94% | 9.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.23% |
| Expected Shortfall (cVaR) | -0.71% | -2.23% |
| Year | 11388324:BTCUSD | 11388324:btcusd:triple_med_gx:lsma160_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 4.97 | -0.08 | + |
| 2023 | 155.54 | 11.33 | 0.07 | - |
| 2024 | 121.00 | 18.63 | 0.15 | - |
| 2025 | 17.02 | 21.25 | 1.25 | + |
| Metric | 11388324:btcusd:triple_med_gx:lsma160_90 | 11388324:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 10.58% | 31.76% |
| 6M | 21.25% | 12.25% |
| YTD | 21.25% | 17.02% |
| 1Y | 23.81% | 57.19% |
| 3Y (ann.) | 15.91% | 55.42% |
| 5Y (ann.) | 16.95% | 31.44% |
| Metric | 11388324:btcusd:triple_med_gx:lsma160_90 | 11388324:BTCUSD |
|---|---|---|
| Max Drawdown | -22.37% | -67.18% |
| Longest DD Days | 346.0 | 683.0 |
| Avg. Drawdown | -3.38% | -7.67% |
| Avg. Drawdown Days | 35.0 | 38.0 |
| Recovery Factor | 3.04 | 2.2 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-14 | -22.37 | 188 |
| 2023-03-01 | 2024-02-11 | -15.75 | 346 |
| 2024-07-17 | 2025-01-17 | -12.43 | 184 |
| 2022-05-31 | 2022-07-07 | -7.24 | 36 |
| 2022-03-20 | 2022-05-30 | -6.35 | 71 |
| 2025-01-20 | 2025-03-19 | -6.33 | 58 |
| 2024-02-11 | 2024-05-15 | -5.23 | 94 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2025-03-24 | 2025-04-22 | -2.57 | 28 |
| Metric | 11388324:btcusd:triple_med_gx:lsma160_90 | 11388324:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.52% | 35.75% |
| Worst Week | -8.49% | -29.64% |
| Best Month | 20.57% | 43.77% |
| Worst Month | -12.69% | -37.12% |
| Best Year | 21.25% | 155.54% |
| Worst Year | 4.97% | -62.52% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 4.58% | 6.84% |
| Avg. Down Week | -3.03% | -4.49% |
| Avg. Up Month | 6.74% | 16.07% |
| Avg. Down Month | -6.4% | -15.52% |
| Win Days % | 50.16% | 51.26% |
| Win Month % | 59.26% | 58.54% |
| Win Week % | 56.25% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |