| Metric | 11392894:btcusd:triple_med_gx:lsma170_105 | 11392894:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 24.86% | 152.36% |
| Max Drawdown | -25.88% | -67.18% |
| Sharpe | 0.24 | 0.4 |
| Sortino | 0.34 | 0.58 |
| Payoff Ratio | 1.1 | 1.05 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.01 | 1.06 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 0.9 | 0.99 |
| Outlier Win Ratio | 53.35 | 3.17 |
| Outlier Loss Ratio | 3.58 | 3.07 |
| Volatility (ann.) | 8.35% | 26.27% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.27 | 0.48 |
| Skew | -0.84 | 0.18 |
| Kurtosis | 82.89 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.54% | 2.28% |
| Expected Yearly % | 5.71% | 26.04% |
| Kelly Criterion | 3.22% | 5.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.23% |
| Expected Shortfall (cVaR) | -0.71% | -2.23% |
| Year | 11392894:BTCUSD | 11392894:btcusd:triple_med_gx:lsma170_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -11.15 | 0.18 | + |
| 2023 | 155.54 | 19.56 | 0.13 | - |
| 2024 | 121.00 | 8.13 | 0.07 | - |
| 2025 | 16.76 | 8.70 | 0.52 | - |
| Metric | 11392894:btcusd:triple_med_gx:lsma170_105 | 11392894:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.55% | 31.46% |
| 6M | 8.7% | 12.77% |
| YTD | 8.7% | 16.76% |
| 1Y | 1.72% | 56.84% |
| 3Y (ann.) | 10.07% | 55.31% |
| 5Y (ann.) | 6.93% | 32.21% |
| Metric | 11392894:btcusd:triple_med_gx:lsma170_105 | 11392894:BTCUSD |
|---|---|---|
| Max Drawdown | -25.88% | -67.18% |
| Longest DD Days | 329.0 | 683.0 |
| Avg. Drawdown | -4.56% | -7.61% |
| Avg. Drawdown Days | 75.0 | 38.0 |
| Recovery Factor | 0.96 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-22 | 2023-01-14 | -25.88 | 297 |
| 2024-07-17 | 2025-06-11 | -14.25 | 329 |
| 2023-03-30 | 2024-02-08 | -9.45 | 315 |
| 2024-05-10 | 2024-07-15 | -5.41 | 66 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2024-02-13 | 2024-05-09 | -2.42 | 86 |
| 2022-03-16 | 2022-03-18 | -1.90 | 1 |
| 2024-07-16 | 2024-07-16 | -1.72 | 0 |
| 2024-02-09 | 2024-02-10 | -1.09 | 1 |
| 2024-02-11 | 2024-02-12 | -1.08 | 1 |
| Metric | 11392894:btcusd:triple_med_gx:lsma170_105 | 11392894:BTCUSD |
|---|---|---|
| Best Day | 5.91% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -11.61% | -29.64% |
| Best Month | 19.95% | 43.77% |
| Worst Month | -13.73% | -37.12% |
| Best Year | 19.56% | 155.54% |
| Worst Year | -11.15% | -61.73% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 3.75% | 8.3% |
| Avg. Down Week | -2.62% | -4.55% |
| Avg. Up Month | 4.68% | 15.43% |
| Avg. Down Month | -7.16% | -15.52% |
| Win Days % | 49.29% | 51.26% |
| Win Month % | 64.0% | 60.98% |
| Win Week % | 44.68% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |