| Metric | 11389865:btcusd:triple_med_gx:lsma170_95 | 11389865:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 39.77% | 172.77% |
| Max Drawdown | -22.86% | -67.18% |
| Sharpe | 0.34 | 0.42 |
| Sortino | 0.48 | 0.61 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.5 | 1.07 |
| CPC Index | 0.64 | 0.57 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 49.21 | 3.21 |
| Outlier Loss Ratio | 3.6 | 3.08 |
| Volatility (ann.) | 8.57% | 26.26% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.47 | 0.53 |
| Skew | -0.72 | 0.19 |
| Kurtosis | 75.32 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.82% | 2.48% |
| Expected Yearly % | 8.73% | 28.51% |
| Kelly Criterion | 5.4% | 4.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.23% |
| Expected Shortfall (cVaR) | -0.73% | -2.23% |
| Year | 11389865:BTCUSD | 11389865:btcusd:triple_med_gx:lsma170_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 0.52 | -0.01 | + |
| 2023 | 155.54 | 9.47 | 0.06 | - |
| 2024 | 121.00 | 12.68 | 0.10 | - |
| 2025 | 17.02 | 12.72 | 0.75 | - |
| Metric | 11389865:btcusd:triple_med_gx:lsma170_95 | 11389865:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 5.08% | 31.76% |
| 6M | 12.72% | 12.25% |
| YTD | 12.72% | 17.02% |
| 1Y | 9.06% | 57.19% |
| 3Y (ann.) | 9.15% | 55.42% |
| 5Y (ann.) | 10.65% | 35.42% |
| Metric | 11389865:btcusd:triple_med_gx:lsma170_95 | 11389865:BTCUSD |
|---|---|---|
| Max Drawdown | -22.86% | -67.18% |
| Longest DD Days | 390.0 | 683.0 |
| Avg. Drawdown | -3.81% | -7.19% |
| Avg. Drawdown Days | 53.0 | 37.0 |
| Recovery Factor | 1.74 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-01-14 | -22.86 | 227 |
| 2023-01-15 | 2024-02-09 | -13.48 | 390 |
| 2024-07-17 | 2025-01-20 | -13.15 | 187 |
| 2025-01-20 | 2025-03-19 | -6.33 | 58 |
| 2024-05-10 | 2024-05-18 | -4.55 | 7 |
| 2025-03-20 | 2025-03-24 | -3.53 | 4 |
| 2024-02-13 | 2024-05-10 | -3.48 | 87 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2025-03-24 | 2025-06-11 | -2.22 | 78 |
| Metric | 11389865:btcusd:triple_med_gx:lsma170_95 | 11389865: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 | 12.72% | 155.54% |
| Worst Year | 0.52% | -58.73% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 3.52% | 7.21% |
| Avg. Down Week | -2.86% | -4.0% |
| Avg. Up Month | 5.8% | 14.09% |
| Avg. Down Month | -8.16% | -15.06% |
| Win Days % | 51.14% | 51.3% |
| Win Month % | 65.22% | 60.98% |
| Win Week % | 55.56% | 50.28% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 100.0% | 75.0% |