| Metric | 11388363:btcusd:triple_med_gx:lsma185_90 | 11388363:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 29.51% | 152.93% |
| Max Drawdown | -20.82% | -67.18% |
| Sharpe | 0.25 | 0.4 |
| Sortino | 0.36 | 0.58 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.49 | 1.06 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.34 | 0.99 |
| Outlier Win Ratio | 42.61 | 3.36 |
| Outlier Loss Ratio | 3.8 | 3.19 |
| Volatility (ann.) | 9.65% | 26.28% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.39 | 0.48 |
| Skew | -0.35 | 0.18 |
| Kurtosis | 60.55 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.63% | 2.29% |
| Expected Yearly % | 6.68% | 26.11% |
| Kelly Criterion | 3.13% | 5.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.23% |
| Expected Shortfall (cVaR) | -0.82% | -2.23% |
| Year | 11388363:BTCUSD | 11388363:btcusd:triple_med_gx:lsma185_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 17.53 | -0.28 | + |
| 2023 | 155.54 | 0.80 | 0.01 | - |
| 2024 | 121.00 | 11.42 | 0.09 | - |
| 2025 | 17.02 | -1.89 | -0.11 | - |
| Metric | 11388363:btcusd:triple_med_gx:lsma185_90 | 11388363:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.29% | 31.76% |
| 6M | -1.89% | 12.25% |
| YTD | -1.89% | 17.02% |
| 1Y | -1.6% | 57.19% |
| 3Y (ann.) | 2.78% | 55.42% |
| 5Y (ann.) | 8.11% | 32.3% |
| Metric | 11388363:btcusd:triple_med_gx:lsma185_90 | 11388363:BTCUSD |
|---|---|---|
| Max Drawdown | -20.82% | -67.18% |
| Longest DD Days | 551.0 | 683.0 |
| Avg. Drawdown | -4.05% | -7.61% |
| Avg. Drawdown Days | 48.0 | 38.0 |
| Recovery Factor | 1.42 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-15 | 2024-07-19 | -20.82 | 551 |
| 2022-07-09 | 2023-01-14 | -19.66 | 188 |
| 2024-08-26 | 2025-01-20 | -12.29 | 147 |
| 2025-01-20 | 2025-06-11 | -12.12 | 141 |
| 2022-05-31 | 2022-07-04 | -8.18 | 33 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| 2022-03-18 | 2022-03-18 | -1.30 | 0 |
| Metric | 11388363:btcusd:triple_med_gx:lsma185_90 | 11388363:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.33% | 35.75% |
| Worst Week | -11.4% | -29.64% |
| Best Month | 20.58% | 43.77% |
| Worst Month | -13.28% | -37.12% |
| Best Year | 17.53% | 155.54% |
| Worst Year | -1.89% | -61.73% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 4.19% | 6.81% |
| Avg. Down Week | -3.05% | -4.07% |
| Avg. Up Month | 7.18% | 15.24% |
| Avg. Down Month | -5.22% | -11.43% |
| Win Days % | 49.06% | 51.27% |
| Win Month % | 48.15% | 60.98% |
| Win Week % | 48.21% | 50.28% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |