| Metric | 11394478:btcusd:triple_med_gx:lsma160_110 | 11394478:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 32.71% | 152.36% |
| Max Drawdown | -25.43% | -67.18% |
| Sharpe | 0.32 | 0.4 |
| Sortino | 0.48 | 0.58 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 62.49 | 3.04 |
| Outlier Loss Ratio | 3.52 | 2.97 |
| Volatility (ann.) | 7.58% | 26.27% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.35 | 0.48 |
| Skew | 0.32 | 0.18 |
| Kurtosis | 106.44 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.69% | 2.28% |
| Expected Yearly % | 7.33% | 26.04% |
| Kelly Criterion | 5.51% | 7.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.23% |
| Expected Shortfall (cVaR) | -0.65% | -2.23% |
| Year | 11394478:BTCUSD | 11394478:btcusd:triple_med_gx:lsma160_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | -5.70 | 0.09 | + |
| 2023 | 155.54 | 11.38 | 0.07 | - |
| 2024 | 121.00 | 18.00 | 0.15 | - |
| 2025 | 16.76 | 7.08 | 0.42 | - |
| Metric | 11394478:btcusd:triple_med_gx:lsma160_110 | 11394478:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 4.21% | 31.46% |
| 6M | 7.08% | 12.77% |
| YTD | 7.08% | 16.76% |
| 1Y | 4.58% | 56.84% |
| 3Y (ann.) | 9.03% | 55.31% |
| 5Y (ann.) | 8.91% | 32.21% |
| Metric | 11394478:btcusd:triple_med_gx:lsma160_110 | 11394478:BTCUSD |
|---|---|---|
| Max Drawdown | -25.43% | -67.18% |
| Longest DD Days | 579.0 | 683.0 |
| Avg. Drawdown | -3.87% | -7.61% |
| Avg. Drawdown Days | 56.0 | 38.0 |
| Recovery Factor | 1.29 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2024-02-09 | -25.43 | 579 |
| 2024-07-17 | 2025-01-20 | -10.74 | 187 |
| 2022-05-31 | 2022-07-07 | -7.09 | 37 |
| 2025-01-20 | 2025-03-24 | -6.33 | 63 |
| 2024-05-10 | 2024-05-15 | -6.24 | 5 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-03-22 | 2022-05-30 | -2.95 | 69 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2025-03-24 | 2025-06-11 | -2.22 | 78 |
| 2022-07-08 | 2022-07-09 | -1.84 | 1 |
| Metric | 11394478:btcusd:triple_med_gx:lsma160_110 | 11394478:BTCUSD |
|---|---|---|
| Best Day | 5.91% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 10.95% | 35.75% |
| Worst Week | -11.76% | -29.64% |
| Best Month | 15.15% | 43.77% |
| Worst Month | -12.15% | -37.12% |
| Best Year | 18.0% | 155.54% |
| Worst Year | -5.7% | -61.73% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 3.55% | 8.86% |
| Avg. Down Week | -3.26% | -4.93% |
| Avg. Up Month | 4.34% | 16.22% |
| Avg. Down Month | -5.49% | -15.52% |
| Win Days % | 49.1% | 51.26% |
| Win Month % | 64.0% | 60.98% |
| Win Week % | 52.5% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |