| Metric | 11388358:btcusd:triple_med_gx:lsma160_90 | 11388358:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 54.39% | 174.71% |
| Max Drawdown | -22.8% | -67.18% |
| Sharpe | 0.43 | 0.41 |
| Sortino | 0.64 | 0.6 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.72 | 0.62 |
| Tail Ratio | 1.03 | 1.0 |
| Outlier Win Ratio | 51.24 | 3.22 |
| Outlier Loss Ratio | 3.75 | 3.06 |
| Volatility (ann.) | 8.14% | 26.04% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.6 | 0.51 |
| Skew | -0.19 | 0.18 |
| Kurtosis | 78.32 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.04% | 2.44% |
| Expected Yearly % | 11.47% | 28.74% |
| Kelly Criterion | 7.79% | 8.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.21% |
| Expected Shortfall (cVaR) | -0.69% | -2.21% |
| Year | 11388358:BTCUSD | 11388358:btcusd:triple_med_gx:lsma160_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 8.48 | -0.14 | + |
| 2023 | 155.54 | 8.53 | 0.05 | - |
| 2024 | 121.00 | 15.95 | 0.13 | - |
| 2025 | 27.10 | 13.10 | 0.48 | - |
| Metric | 11388358:btcusd:triple_med_gx:lsma160_90 | 11388358:BTCUSD |
|---|---|---|
| MTD | 1.57% | 10.71% |
| 3M | 2.71% | 41.88% |
| 6M | 13.1% | 22.91% |
| YTD | 13.1% | 27.1% |
| 1Y | 6.59% | 82.29% |
| 3Y (ann.) | 10.73% | 77.48% |
| 5Y (ann.) | 13.58% | 34.48% |
| Metric | 11388358:btcusd:triple_med_gx:lsma160_90 | 11388358:BTCUSD |
|---|---|---|
| Max Drawdown | -22.8% | -67.18% |
| Longest DD Days | 392.0 | 683.0 |
| Avg. Drawdown | -3.95% | -7.35% |
| Avg. Drawdown Days | 44.0 | 37.0 |
| Recovery Factor | 2.39 | 2.6 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-14 | -22.80 | 188 |
| 2023-01-14 | 2024-02-11 | -15.58 | 392 |
| 2024-07-17 | 2025-01-17 | -12.52 | 184 |
| 2025-01-20 | 2025-03-24 | -7.38 | 63 |
| 2022-05-31 | 2022-07-04 | -7.09 | 34 |
| 2024-05-10 | 2024-05-15 | -6.24 | 5 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2024-02-11 | 2024-05-10 | -3.46 | 88 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| Metric | 11388358:btcusd:triple_med_gx:lsma160_90 | 11388358: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 | 19.7% | 43.77% |
| Worst Month | -9.05% | -37.12% |
| Best Year | 15.95% | 155.54% |
| Worst Year | 8.48% | -61.73% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 4.45% | 7.8% |
| Avg. Down Week | -2.94% | -4.94% |
| Avg. Up Month | 5.01% | 15.8% |
| Avg. Down Month | -4.39% | -13.55% |
| Win Days % | 50.25% | 51.29% |
| Win Month % | 61.54% | 61.9% |
| Win Week % | 48.94% | 51.1% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |