| Metric | 11388394:btcusd:triple_med_gx:lsma170_90 | 11388394:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 31.61% | 172.77% |
| Max Drawdown | -22.38% | -67.18% |
| Sharpe | 0.28 | 0.42 |
| Sortino | 0.4 | 0.61 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.4 | 1.07 |
| CPC Index | 0.61 | 0.56 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 48.15 | 3.23 |
| Outlier Loss Ratio | 3.58 | 3.09 |
| Volatility (ann.) | 8.7% | 26.26% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.39 | 0.53 |
| Skew | -0.98 | 0.19 |
| Kurtosis | 72.8 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.67% | 2.48% |
| Expected Yearly % | 7.11% | 28.51% |
| Kelly Criterion | 4.38% | 3.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.23% |
| Expected Shortfall (cVaR) | -0.74% | -2.23% |
| Year | 11388394:BTCUSD | 11388394:btcusd:triple_med_gx:lsma170_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 0.49 | -0.01 | + |
| 2023 | 155.54 | 7.19 | 0.05 | - |
| 2024 | 121.00 | 12.19 | 0.10 | - |
| 2025 | 17.02 | 8.90 | 0.52 | - |
| Metric | 11388394:btcusd:triple_med_gx:lsma170_90 | 11388394:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.44% | 31.76% |
| 6M | 8.9% | 12.25% |
| YTD | 8.9% | 17.02% |
| 1Y | 5.06% | 57.19% |
| 3Y (ann.) | 7.53% | 55.42% |
| 5Y (ann.) | 8.65% | 35.42% |
| Metric | 11388394:btcusd:triple_med_gx:lsma170_90 | 11388394:BTCUSD |
|---|---|---|
| Max Drawdown | -22.38% | -67.18% |
| Longest DD Days | 392.0 | 683.0 |
| Avg. Drawdown | -4.17% | -7.19% |
| Avg. Drawdown Days | 55.0 | 37.0 |
| Recovery Factor | 1.41 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-14 | -22.38 | 188 |
| 2023-01-15 | 2024-02-11 | -15.51 | 392 |
| 2024-07-17 | 2025-03-19 | -13.02 | 245 |
| 2022-05-31 | 2022-07-07 | -9.30 | 37 |
| 2024-05-10 | 2024-05-18 | -4.55 | 7 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2024-02-13 | 2024-05-09 | -2.93 | 86 |
| 2022-03-20 | 2022-03-22 | -2.46 | 2 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2025-03-24 | 2025-06-11 | -2.22 | 78 |
| Metric | 11388394:btcusd:triple_med_gx:lsma170_90 | 11388394:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 14.85% | 35.75% |
| Worst Week | -9.25% | -29.64% |
| Best Month | 19.34% | 43.77% |
| Worst Month | -13.73% | -37.12% |
| Best Year | 12.19% | 155.54% |
| Worst Year | 0.49% | -58.73% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.77% | 7.37% |
| Avg. Down Week | -2.67% | -4.17% |
| Avg. Up Month | 5.04% | 14.32% |
| Avg. Down Month | -8.1% | -15.06% |
| Win Days % | 51.01% | 51.3% |
| Win Month % | 66.67% | 60.98% |
| Win Week % | 48.94% | 50.28% |
| Win Quarter % | 53.85% | 57.14% |
| Win Year % | 100.0% | 75.0% |