| Metric | 11389830:btcusd:triple_med_gx:lsma165_95 | 11389830:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 39.04% | 152.93% |
| Max Drawdown | -25.63% | -67.18% |
| Sharpe | 0.33 | 0.4 |
| Sortino | 0.47 | 0.58 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.14 | 1.06 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 0.97 | 0.99 |
| Outlier Win Ratio | 48.97 | 3.24 |
| Outlier Loss Ratio | 3.65 | 3.05 |
| Volatility (ann.) | 8.73% | 26.28% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.41 | 0.48 |
| Skew | -0.65 | 0.18 |
| Kurtosis | 73.75 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.81% | 2.29% |
| Expected Yearly % | 8.59% | 26.11% |
| Kelly Criterion | 4.39% | 7.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.23% |
| Expected Shortfall (cVaR) | -0.74% | -2.23% |
| Year | 11389830:BTCUSD | 11389830:btcusd:triple_med_gx:lsma165_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -5.52 | 0.09 | + |
| 2023 | 155.54 | 10.10 | 0.06 | - |
| 2024 | 121.00 | 16.69 | 0.14 | - |
| 2025 | 17.02 | 14.54 | 0.85 | - |
| Metric | 11389830:btcusd:triple_med_gx:lsma165_95 | 11389830:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 6.12% | 31.76% |
| 6M | 14.54% | 12.25% |
| YTD | 14.54% | 17.02% |
| 1Y | 7.78% | 57.19% |
| 3Y (ann.) | 10.4% | 55.42% |
| 5Y (ann.) | 10.45% | 32.3% |
| Metric | 11389830:btcusd:triple_med_gx:lsma165_95 | 11389830:BTCUSD |
|---|---|---|
| Max Drawdown | -25.63% | -67.18% |
| Longest DD Days | 391.0 | 683.0 |
| Avg. Drawdown | -3.71% | -7.61% |
| Avg. Drawdown Days | 47.0 | 38.0 |
| Recovery Factor | 1.52 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-01-14 | -25.63 | 227 |
| 2024-07-17 | 2025-01-20 | -14.63 | 187 |
| 2023-01-14 | 2024-02-09 | -12.95 | 391 |
| 2025-01-20 | 2025-03-19 | -6.33 | 58 |
| 2022-03-22 | 2022-05-30 | -4.97 | 68 |
| 2024-05-10 | 2024-05-15 | -4.55 | 5 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2024-05-08 | 2024-05-09 | -2.51 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11389830:btcusd:triple_med_gx:lsma165_95 | 11389830:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 15.33% | 35.75% |
| Worst Week | -9.81% | -29.64% |
| Best Month | 19.88% | 43.77% |
| Worst Month | -12.23% | -37.12% |
| Best Year | 16.69% | 155.54% |
| Worst Year | -5.52% | -61.73% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.78% | -0.8% |
| Avg. Up Week | 4.32% | 7.2% |
| Avg. Down Week | -3.24% | -4.73% |
| Avg. Up Month | 6.99% | 15.8% |
| Avg. Down Month | -6.52% | -15.52% |
| Win Days % | 49.1% | 51.27% |
| Win Month % | 52.0% | 60.98% |
| Win Week % | 47.92% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |