| Metric | 11391338:btcusd:triple_med_gx:lsma165_100 | 11391338:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 40.39% | 152.93% |
| Max Drawdown | -26.49% | -67.18% |
| Sharpe | 0.34 | 0.4 |
| Sortino | 0.49 | 0.58 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.34 | 1.06 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 51.18 | 3.21 |
| Outlier Loss Ratio | 3.57 | 3.05 |
| Volatility (ann.) | 8.58% | 26.28% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.41 | 0.48 |
| Skew | -0.61 | 0.18 |
| Kurtosis | 78.56 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.83% | 2.29% |
| Expected Yearly % | 8.85% | 26.11% |
| Kelly Criterion | 5.63% | 7.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.23% |
| Expected Shortfall (cVaR) | -0.73% | -2.23% |
| Year | 11391338:BTCUSD | 11391338:btcusd:triple_med_gx:lsma165_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -5.16 | 0.08 | + |
| 2023 | 155.54 | 12.85 | 0.08 | - |
| 2024 | 121.00 | 19.88 | 0.16 | - |
| 2025 | 17.02 | 9.41 | 0.55 | - |
| Metric | 11391338:btcusd:triple_med_gx:lsma165_100 | 11391338:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.02% | 31.76% |
| 6M | 9.41% | 12.25% |
| YTD | 9.41% | 17.02% |
| 1Y | 5.86% | 57.19% |
| 3Y (ann.) | 11.53% | 55.42% |
| 5Y (ann.) | 10.77% | 32.3% |
| Metric | 11391338:btcusd:triple_med_gx:lsma165_100 | 11391338:BTCUSD |
|---|---|---|
| Max Drawdown | -26.49% | -67.18% |
| Longest DD Days | 390.0 | 683.0 |
| Avg. Drawdown | -3.96% | -7.61% |
| Avg. Drawdown Days | 51.0 | 38.0 |
| Recovery Factor | 1.52 | 2.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-01-14 | -26.49 | 188 |
| 2024-07-17 | 2025-01-20 | -11.49 | 187 |
| 2023-01-14 | 2024-02-09 | -10.14 | 390 |
| 2022-05-31 | 2022-07-07 | -8.51 | 37 |
| 2025-01-20 | 2025-06-11 | -6.58 | 141 |
| 2022-03-22 | 2022-05-30 | -5.53 | 69 |
| 2024-05-10 | 2024-05-15 | -4.55 | 5 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2024-05-08 | 2024-05-09 | -2.47 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 11391338:btcusd:triple_med_gx:lsma165_100 | 11391338: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 | 19.37% | 43.77% |
| Worst Month | -14.12% | -37.12% |
| Best Year | 19.88% | 155.54% |
| Worst Year | -5.16% | -61.73% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 4.18% | 7.09% |
| Avg. Down Week | -3.11% | -4.69% |
| Avg. Up Month | 7.27% | 15.8% |
| Avg. Down Month | -5.85% | -13.28% |
| Win Days % | 49.47% | 51.27% |
| Win Month % | 48.0% | 60.98% |
| Win Week % | 47.92% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |