| Metric | 11395378:btcusd:triple_med_gx:lsma160_115 | 11395378:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 43.13% | 145.41% |
| Max Drawdown | -24.93% | -67.18% |
| Sharpe | 0.35 | 0.39 |
| Sortino | 0.54 | 0.56 |
| Payoff Ratio | 1.19 | 1.08 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 0.89 | 1.06 |
| CPC Index | 0.69 | 0.59 |
| Tail Ratio | 0.75 | 0.99 |
| Outlier Win Ratio | 53.14 | 3.3 |
| Outlier Loss Ratio | 3.52 | 3.03 |
| Volatility (ann.) | 8.87% | 26.27% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.46 | 0.46 |
| Skew | 1.87 | 0.18 |
| Kurtosis | 68.91 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.88% | 2.21% |
| Expected Yearly % | 9.38% | 25.16% |
| Kelly Criterion | 5.32% | 6.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.23% |
| Expected Shortfall (cVaR) | -0.76% | -2.23% |
| Year | 11395378:BTCUSD | 11395378:btcusd:triple_med_gx:lsma160_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | 6.98 | -0.11 | + |
| 2023 | 155.54 | 29.58 | 0.19 | - |
| 2024 | 121.00 | 1.64 | 0.01 | - |
| 2025 | 16.76 | 1.59 | 0.09 | - |
| Metric | 11395378:btcusd:triple_med_gx:lsma160_115 | 11395378:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -3.25% | 31.46% |
| 6M | 1.59% | 12.77% |
| YTD | 1.59% | 16.76% |
| 1Y | -12.07% | 56.84% |
| 3Y (ann.) | 16.7% | 55.31% |
| 5Y (ann.) | 11.35% | 30.9% |
| Metric | 11395378:btcusd:triple_med_gx:lsma160_115 | 11395378:BTCUSD |
|---|---|---|
| Max Drawdown | -24.93% | -67.18% |
| Longest DD Days | 463.0 | 683.0 |
| Avg. Drawdown | -3.5% | -7.76% |
| Avg. Drawdown Days | 47.0 | 41.0 |
| Recovery Factor | 1.73 | 2.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2022-11-10 | -24.93 | 217 |
| 2024-03-05 | 2025-06-11 | -19.23 | 463 |
| 2022-02-19 | 2022-03-22 | -8.89 | 31 |
| 2023-02-02 | 2023-10-04 | -6.81 | 244 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2022-12-17 | 2022-12-20 | -2.23 | 2 |
| 2023-12-20 | 2024-01-10 | -2.08 | 21 |
| 2023-10-08 | 2023-10-21 | -1.86 | 13 |
| Metric | 11395378:btcusd:triple_med_gx:lsma160_115 | 11395378:BTCUSD |
|---|---|---|
| Best Day | 6.58% | 9.33% |
| Worst Day | -6.05% | -9.32% |
| Best Week | 11.71% | 35.75% |
| Worst Week | -12.54% | -29.64% |
| Best Month | 16.86% | 43.77% |
| Worst Month | -12.54% | -37.12% |
| Best Year | 29.58% | 155.54% |
| Worst Year | 1.59% | -62.78% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.8% | -0.89% |
| Avg. Up Week | 4.12% | 7.35% |
| Avg. Down Week | -3.11% | -6.16% |
| Avg. Up Month | 5.48% | 14.98% |
| Avg. Down Month | -4.35% | -12.84% |
| Win Days % | 48.63% | 51.25% |
| Win Month % | 55.56% | 58.54% |
| Win Week % | 52.54% | 50.0% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |