| Metric | 11388362:btcusd:triple_med_gx:lsma175_90 | 11388362:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 39.03% | 152.93% |
| Max Drawdown | -28.07% | -67.18% |
| Sharpe | 0.31 | 0.4 |
| Sortino | 0.44 | 0.58 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.81 | 1.06 |
| CPC Index | 0.63 | 0.57 |
| Tail Ratio | 1.57 | 0.99 |
| Outlier Win Ratio | 45.16 | 3.35 |
| Outlier Loss Ratio | 3.6 | 3.14 |
| Volatility (ann.) | 9.31% | 26.28% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.37 | 0.48 |
| Skew | -1.05 | 0.18 |
| Kurtosis | 65.09 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.81% | 2.29% |
| Expected Yearly % | 8.59% | 26.11% |
| Kelly Criterion | 5.43% | 4.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.23% |
| Expected Shortfall (cVaR) | -0.79% | -2.23% |
| Year | 11388362:BTCUSD | 11388362:btcusd:triple_med_gx:lsma175_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -3.61 | 0.06 | + |
| 2023 | 155.54 | 11.34 | 0.07 | - |
| 2024 | 121.00 | 18.21 | 0.15 | - |
| 2025 | 17.02 | 9.59 | 0.56 | - |
| Metric | 11388362:btcusd:triple_med_gx:lsma175_90 | 11388362:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.08% | 31.76% |
| 6M | 9.59% | 12.25% |
| YTD | 9.59% | 17.02% |
| 1Y | 7.45% | 57.19% |
| 3Y (ann.) | 8.41% | 55.42% |
| 5Y (ann.) | 10.45% | 32.3% |
| Metric | 11388362:btcusd:triple_med_gx:lsma175_90 | 11388362:BTCUSD |
|---|---|---|
| Max Drawdown | -28.07% | -67.18% |
| Longest DD Days | 583.0 | 683.0 |
| Avg. Drawdown | -3.95% | -7.61% |
| Avg. Drawdown Days | 54.0 | 38.0 |
| Recovery Factor | 1.39 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2024-02-13 | -28.07 | 583 |
| 2024-07-17 | 2025-01-20 | -12.84 | 187 |
| 2022-05-31 | 2022-07-07 | -8.18 | 36 |
| 2025-01-20 | 2025-03-24 | -5.85 | 63 |
| 2024-05-10 | 2024-07-15 | -4.55 | 65 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2025-03-24 | 2025-06-11 | -2.61 | 78 |
| 2024-05-08 | 2024-05-09 | -2.51 | 1 |
| 2024-02-13 | 2024-02-14 | -2.42 | 1 |
| 2022-03-22 | 2022-05-28 | -2.26 | 66 |
| Metric | 11388362:btcusd:triple_med_gx:lsma175_90 | 11388362:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.33% | 35.75% |
| Worst Week | -8.78% | -29.64% |
| Best Month | 20.14% | 43.77% |
| Worst Month | -11.16% | -37.12% |
| Best Year | 18.21% | 155.54% |
| Worst Year | -3.61% | -61.73% |
| Avg. Up Day | 0.84% | 0.84% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 4.03% | 7.33% |
| Avg. Down Week | -3.1% | -5.34% |
| Avg. Up Month | 5.59% | 14.12% |
| Avg. Down Month | -5.44% | -13.36% |
| Win Days % | 51.16% | 51.27% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 56.0% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |