| Metric | 11371063:btcusd:triple_med_gx:lsma75_15 | 11371063:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 18.9% | 191.46% |
| Max Drawdown | -36.58% | -67.18% |
| Sharpe | 0.17 | 0.42 |
| Sortino | 0.25 | 0.61 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.18 | 1.06 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 32.05 | 3.56 |
| Outlier Loss Ratio | 4.27 | 3.51 |
| Volatility (ann.) | 11.48% | 26.28% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.14 | 0.53 |
| Skew | 1.53 | 0.19 |
| Kurtosis | 49.38 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.4% | 2.52% |
| Expected Yearly % | 4.42% | 30.66% |
| Kelly Criterion | -1.6% | 7.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -2.23% |
| Expected Shortfall (cVaR) | -0.98% | -2.23% |
| Year | 11371063:BTCUSD | 11371063:btcusd:triple_med_gx:lsma75_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -7.44 | 0.13 | + |
| 2023 | 155.54 | 18.66 | 0.12 | - |
| 2024 | 121.00 | 3.44 | 0.03 | - |
| 2025 | 27.10 | 4.65 | 0.17 | - |
| Metric | 11371063:btcusd:triple_med_gx:lsma75_15 | 11371063:BTCUSD |
|---|---|---|
| MTD | 4.0% | 10.71% |
| 3M | 10.86% | 41.88% |
| 6M | -0.27% | 22.91% |
| YTD | 4.65% | 27.1% |
| 1Y | -11.26% | 82.29% |
| 3Y (ann.) | 1.24% | 77.48% |
| 5Y (ann.) | 5.09% | 35.9% |
| Metric | 11371063:btcusd:triple_med_gx:lsma75_15 | 11371063:BTCUSD |
|---|---|---|
| Max Drawdown | -36.58% | -67.18% |
| Longest DD Days | 535.0 | 683.0 |
| Avg. Drawdown | -4.89% | -7.05% |
| Avg. Drawdown Days | 52.0 | 34.0 |
| Recovery Factor | 0.52 | 2.85 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-08 | 2025-07-17 | -36.58 | 464 |
| 2022-07-22 | 2024-01-08 | -22.46 | 535 |
| 2022-04-20 | 2022-07-08 | -11.65 | 78 |
| 2022-01-26 | 2022-01-29 | -5.64 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-20 | 2022-04-18 | -4.23 | 29 |
| 2022-07-09 | 2022-07-22 | -4.17 | 12 |
| 2024-02-29 | 2024-03-25 | -3.13 | 25 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11371063:btcusd:triple_med_gx:lsma75_15 | 11371063:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.79% | -9.32% |
| Best Week | 9.96% | 35.75% |
| Worst Week | -8.13% | -29.64% |
| Best Month | 15.06% | 43.77% |
| Worst Month | -11.88% | -37.12% |
| Best Year | 18.66% | 155.54% |
| Worst Year | -7.44% | -59.39% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.79% | -0.82% |
| Avg. Up Week | 2.72% | 7.27% |
| Avg. Down Week | -2.4% | -3.54% |
| Avg. Up Month | 5.27% | 13.02% |
| Avg. Down Month | -5.88% | -9.53% |
| Win Days % | 45.67% | 51.24% |
| Win Month % | 55.81% | 60.47% |
| Win Week % | 50.0% | 51.61% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |