| Metric | 11391337:btcusd:triple_med_gx:lsma160_100 | 11391337:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 41.24% | 152.93% |
| Max Drawdown | -25.15% | -67.18% |
| Sharpe | 0.37 | 0.4 |
| Sortino | 0.54 | 0.58 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.72 | 1.06 |
| CPC Index | 0.7 | 0.61 |
| Tail Ratio | 1.43 | 0.99 |
| Outlier Win Ratio | 55.84 | 3.12 |
| Outlier Loss Ratio | 3.66 | 3.0 |
| Volatility (ann.) | 7.86% | 26.28% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.44 | 0.48 |
| Skew | -0.35 | 0.18 |
| Kurtosis | 89.65 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.85% | 2.29% |
| Expected Yearly % | 9.02% | 26.11% |
| Kelly Criterion | 6.76% | 7.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.23% |
| Expected Shortfall (cVaR) | -0.67% | -2.23% |
| Year | 11391337:BTCUSD | 11391337:btcusd:triple_med_gx:lsma160_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 4.96 | -0.08 | + |
| 2023 | 155.54 | 9.36 | 0.06 | - |
| 2024 | 121.00 | 14.27 | 0.12 | - |
| 2025 | 17.02 | 7.69 | 0.45 | - |
| Metric | 11391337:btcusd:triple_med_gx:lsma160_100 | 11391337:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.79% | 31.76% |
| 6M | 7.69% | 12.25% |
| YTD | 7.69% | 17.02% |
| 1Y | 5.86% | 57.19% |
| 3Y (ann.) | 8.89% | 55.42% |
| 5Y (ann.) | 10.98% | 32.3% |
| Metric | 11391337:btcusd:triple_med_gx:lsma160_100 | 11391337:BTCUSD |
|---|---|---|
| Max Drawdown | -25.15% | -67.18% |
| Longest DD Days | 391.0 | 683.0 |
| Avg. Drawdown | -4.55% | -7.61% |
| Avg. Drawdown Days | 53.0 | 38.0 |
| Recovery Factor | 1.64 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-14 | -25.15 | 188 |
| 2023-01-14 | 2024-02-09 | -14.02 | 391 |
| 2024-07-17 | 2025-01-17 | -11.00 | 184 |
| 2025-01-20 | 2025-06-11 | -7.84 | 141 |
| 2022-05-31 | 2022-07-07 | -7.09 | 36 |
| 2024-05-10 | 2024-05-15 | -6.24 | 5 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2024-02-11 | 2024-05-10 | -3.33 | 88 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-03-22 | 2022-05-30 | -2.95 | 68 |
| Metric | 11391337:btcusd:triple_med_gx:lsma160_100 | 11391337:BTCUSD |
|---|---|---|
| Best Day | 5.91% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 14.85% | 35.75% |
| Worst Week | -11.42% | -29.64% |
| Best Month | 19.19% | 43.77% |
| Worst Month | -11.82% | -37.12% |
| Best Year | 14.27% | 155.54% |
| Worst Year | 4.96% | -61.73% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 4.01% | 7.94% |
| Avg. Down Week | -3.22% | -5.16% |
| Avg. Up Month | 4.93% | 16.23% |
| Avg. Down Month | -4.58% | -13.28% |
| Win Days % | 50.1% | 51.27% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 51.11% | 50.28% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |