| Metric | 11389866:btcusd:triple_med_gx:lsma175_95 | 11389866:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 32.73% | 172.77% |
| Max Drawdown | -27.16% | -67.18% |
| Sharpe | 0.28 | 0.42 |
| Sortino | 0.4 | 0.61 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.37 | 1.07 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 46.38 | 3.33 |
| Outlier Loss Ratio | 3.62 | 3.15 |
| Volatility (ann.) | 9.26% | 26.26% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.33 | 0.53 |
| Skew | -0.52 | 0.19 |
| Kurtosis | 67.68 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.69% | 2.48% |
| Expected Yearly % | 7.34% | 28.51% |
| Kelly Criterion | 3.84% | 5.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.23% |
| Expected Shortfall (cVaR) | -0.79% | -2.23% |
| Year | 11389866:BTCUSD | 11389866:btcusd:triple_med_gx:lsma175_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | -6.38 | 0.11 | + |
| 2023 | 155.54 | 11.21 | 0.07 | - |
| 2024 | 121.00 | 22.71 | 0.19 | - |
| 2025 | 17.02 | 3.90 | 0.23 | - |
| Metric | 11389866:btcusd:triple_med_gx:lsma175_95 | 11389866:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.14% | 31.76% |
| 6M | 3.9% | 12.25% |
| YTD | 3.9% | 17.02% |
| 1Y | 2.55% | 57.19% |
| 3Y (ann.) | 6.58% | 55.42% |
| 5Y (ann.) | 8.93% | 35.42% |
| Metric | 11389866:btcusd:triple_med_gx:lsma175_95 | 11389866:BTCUSD |
|---|---|---|
| Max Drawdown | -27.16% | -67.18% |
| Longest DD Days | 621.0 | 683.0 |
| Avg. Drawdown | -3.63% | -7.19% |
| Avg. Drawdown Days | 56.0 | 37.0 |
| Recovery Factor | 1.21 | 2.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2024-02-12 | -27.16 | 621 |
| 2024-07-19 | 2025-01-20 | -11.57 | 184 |
| 2025-01-20 | 2025-06-11 | -6.33 | 141 |
| 2024-05-10 | 2024-05-20 | -5.02 | 10 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2024-05-08 | 2024-05-09 | -2.65 | 1 |
| 2024-02-13 | 2024-02-14 | -2.42 | 1 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| Metric | 11389866:btcusd:triple_med_gx:lsma175_95 | 11389866: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 | 21.02% | 43.77% |
| Worst Month | -12.84% | -37.12% |
| Best Year | 22.71% | 155.54% |
| Worst Year | -6.38% | -58.73% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 4.06% | 7.16% |
| Avg. Down Week | -2.96% | -5.29% |
| Avg. Up Month | 6.46% | 14.74% |
| Avg. Down Month | -6.63% | -13.09% |
| Win Days % | 49.85% | 51.3% |
| Win Month % | 56.0% | 60.98% |
| Win Week % | 50.0% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |