| Metric | 11393612:btcusd:triple_med_gx:lsma80_110 | 11393612:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 39.41% | 198.98% |
| Max Drawdown | -18.01% | -67.18% |
| Sharpe | 0.37 | 0.44 |
| Sortino | 0.59 | 0.64 |
| Payoff Ratio | 1.38 | 1.28 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 0.77 | 1.07 |
| CPC Index | 0.7 | 0.7 |
| Tail Ratio | 0.65 | 0.99 |
| Outlier Win Ratio | 53.28 | 3.25 |
| Outlier Loss Ratio | 4.56 | 3.04 |
| Volatility (ann.) | 7.5% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.58 | 0.57 |
| Skew | 2.21 | 0.2 |
| Kurtosis | 62.22 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.79% | 2.64% |
| Expected Yearly % | 8.66% | 31.5% |
| Kelly Criterion | 2.32% | 13.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.24% |
| Expected Shortfall (cVaR) | -0.64% | -2.24% |
| Year | 11393612:BTCUSD | 11393612:btcusd:triple_med_gx:lsma80_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 3.34 | -0.06 | + |
| 2023 | 155.54 | 17.76 | 0.11 | - |
| 2024 | 121.00 | 16.77 | 0.14 | - |
| 2025 | 16.76 | -1.89 | -0.11 | - |
| Metric | 11393612:btcusd:triple_med_gx:lsma80_110 | 11393612:BTCUSD |
|---|---|---|
| MTD | -0.69% | 4.16% |
| 3M | -5.63% | 31.46% |
| 6M | 2.77% | 12.77% |
| YTD | -1.89% | 16.76% |
| 1Y | 12.33% | 56.84% |
| 3Y (ann.) | 13.2% | 55.31% |
| 5Y (ann.) | 10.36% | 38.4% |
| Metric | 11393612:btcusd:triple_med_gx:lsma80_110 | 11393612:BTCUSD |
|---|---|---|
| Max Drawdown | -18.01% | -67.18% |
| Longest DD Days | 516.0 | 683.0 |
| Avg. Drawdown | -3.47% | -6.29% |
| Avg. Drawdown Days | 51.0 | 31.0 |
| Recovery Factor | 2.19 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-14 | 2024-12-11 | -18.01 | 516 |
| 2022-08-11 | 2023-03-14 | -15.98 | 215 |
| 2022-02-01 | 2022-07-13 | -8.08 | 162 |
| 2025-04-13 | 2025-06-11 | -6.94 | 59 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2024-12-13 | 2025-03-11 | -3.17 | 87 |
| 2023-04-11 | 2023-05-03 | -2.79 | 22 |
| 2022-07-14 | 2022-07-14 | -2.46 | 0 |
| 2023-05-05 | 2023-06-20 | -2.25 | 46 |
| 2022-07-14 | 2022-07-27 | -1.87 | 12 |
| Metric | 11393612:btcusd:triple_med_gx:lsma80_110 | 11393612:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 13.24% | 35.75% |
| Worst Week | -12.88% | -29.64% |
| Best Month | 16.02% | 43.77% |
| Worst Month | -8.65% | -37.12% |
| Best Year | 17.76% | 155.54% |
| Worst Year | -1.89% | -54.66% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.65% | -0.71% |
| Avg. Up Week | 3.13% | 8.63% |
| Avg. Down Week | -2.65% | -2.91% |
| Avg. Up Month | 4.36% | 14.38% |
| Avg. Down Month | -3.68% | -11.75% |
| Win Days % | 43.35% | 51.26% |
| Win Month % | 53.85% | 61.9% |
| Win Week % | 53.33% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |