| Metric | 11389829:btcusd:triple_med_gx:lsma170_95 | 11389829:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 32.07% | 152.93% |
| Max Drawdown | -22.46% | -67.18% |
| Sharpe | 0.28 | 0.4 |
| Sortino | 0.4 | 0.58 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.33 | 1.06 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 48.23 | 3.24 |
| Outlier Loss Ratio | 3.69 | 3.08 |
| Volatility (ann.) | 8.72% | 26.28% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.39 | 0.48 |
| Skew | -0.88 | 0.18 |
| Kurtosis | 72.99 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.68% | 2.29% |
| Expected Yearly % | 7.2% | 26.11% |
| Kelly Criterion | 3.86% | 5.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.23% |
| Expected Shortfall (cVaR) | -0.74% | -2.23% |
| Year | 11389829:BTCUSD | 11389829:btcusd:triple_med_gx:lsma170_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 0.21 | -0.00 | + |
| 2023 | 155.54 | 11.56 | 0.07 | - |
| 2024 | 121.00 | 7.30 | 0.06 | - |
| 2025 | 17.02 | 10.10 | 0.59 | - |
| Metric | 11389829:btcusd:triple_med_gx:lsma170_95 | 11389829:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 4.23% | 31.76% |
| 6M | 10.1% | 12.25% |
| YTD | 10.1% | 17.02% |
| 1Y | 2.71% | 57.19% |
| 3Y (ann.) | 8.2% | 55.42% |
| 5Y (ann.) | 8.75% | 32.3% |
| Metric | 11389829:btcusd:triple_med_gx:lsma170_95 | 11389829:BTCUSD |
|---|---|---|
| Max Drawdown | -22.46% | -67.18% |
| Longest DD Days | 344.0 | 683.0 |
| Avg. Drawdown | -4.53% | -7.61% |
| Avg. Drawdown Days | 66.0 | 38.0 |
| Recovery Factor | 1.43 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-01-13 | -22.46 | 227 |
| 2024-07-17 | 2025-03-24 | -15.23 | 250 |
| 2023-03-01 | 2024-02-09 | -12.70 | 344 |
| 2024-05-10 | 2024-07-15 | -5.41 | 66 |
| 2022-03-22 | 2022-05-30 | -4.64 | 68 |
| 2024-02-13 | 2024-05-09 | -3.07 | 86 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2025-03-24 | 2025-06-11 | -2.97 | 78 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| Metric | 11389829:btcusd:triple_med_gx:lsma170_95 | 11389829:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.33% | 35.75% |
| Worst Week | -9.47% | -29.64% |
| Best Month | 21.03% | 43.77% |
| Worst Month | -11.65% | -37.12% |
| Best Year | 11.56% | 155.54% |
| Worst Year | 0.21% | -61.73% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 3.71% | 7.86% |
| Avg. Down Week | -2.81% | -4.57% |
| Avg. Up Month | 5.99% | 14.91% |
| Avg. Down Month | -6.11% | -15.52% |
| Win Days % | 49.69% | 51.27% |
| Win Month % | 52.0% | 60.98% |
| Win Week % | 48.0% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |