| Metric | 11389860:btcusd:triple_med_gx:lsma150_95 | 11389860:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 37.17% | 172.77% |
| Max Drawdown | -22.98% | -67.18% |
| Sharpe | 0.34 | 0.42 |
| Sortino | 0.49 | 0.61 |
| Payoff Ratio | 1.09 | 1.09 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.89 | 1.07 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.6 | 1.0 |
| Outlier Win Ratio | 55.41 | 3.13 |
| Outlier Loss Ratio | 3.48 | 3.02 |
| Volatility (ann.) | 8.01% | 26.26% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.44 | 0.53 |
| Skew | -0.62 | 0.19 |
| Kurtosis | 85.14 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.77% | 2.48% |
| Expected Yearly % | 8.22% | 28.51% |
| Kelly Criterion | 5.74% | 6.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.23% |
| Expected Shortfall (cVaR) | -0.68% | -2.23% |
| Year | 11389860:BTCUSD | 11389860:btcusd:triple_med_gx:lsma150_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -1.93 | 0.03 | + |
| 2023 | 155.54 | 6.47 | 0.04 | - |
| 2024 | 121.00 | 21.92 | 0.18 | - |
| 2025 | 17.02 | 7.75 | 0.46 | - |
| Metric | 11389860:btcusd:triple_med_gx:lsma150_95 | 11389860:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.35% | 31.76% |
| 6M | 7.75% | 12.25% |
| YTD | 7.75% | 17.02% |
| 1Y | 10.14% | 57.19% |
| 3Y (ann.) | 7.66% | 55.42% |
| 5Y (ann.) | 10.02% | 35.42% |
| Metric | 11389860:btcusd:triple_med_gx:lsma150_95 | 11389860:BTCUSD |
|---|---|---|
| Max Drawdown | -22.98% | -67.18% |
| Longest DD Days | 581.0 | 683.0 |
| Avg. Drawdown | -4.0% | -7.19% |
| Avg. Drawdown Days | 58.0 | 37.0 |
| Recovery Factor | 1.62 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2024-02-11 | -22.98 | 581 |
| 2024-07-17 | 2025-01-17 | -11.38 | 184 |
| 2022-05-31 | 2022-07-07 | -9.18 | 37 |
| 2025-01-20 | 2025-06-11 | -6.67 | 141 |
| 2024-05-10 | 2024-05-15 | -4.55 | 5 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2024-02-11 | 2024-05-09 | -3.05 | 88 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| Metric | 11389860:btcusd:triple_med_gx:lsma150_95 | 11389860:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 14.85% | 35.75% |
| Worst Week | -11.4% | -29.64% |
| Best Month | 19.19% | 43.77% |
| Worst Month | -12.31% | -37.12% |
| Best Year | 21.92% | 155.54% |
| Worst Year | -1.93% | -58.73% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.8% | -0.8% |
| Avg. Up Week | 3.91% | 7.69% |
| Avg. Down Week | -4.59% | -4.62% |
| Avg. Up Month | 5.77% | 15.99% |
| Avg. Down Month | -9.31% | -15.06% |
| Win Days % | 50.77% | 51.3% |
| Win Month % | 68.18% | 60.98% |
| Win Week % | 62.5% | 50.28% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 75.0% | 75.0% |