| Metric | 11376434:btcusd:triple_med_gx:lsma25_45 | 11376434:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 15.96% | 181.88% |
| Max Drawdown | -28.23% | -67.18% |
| Sharpe | 0.16 | 0.41 |
| Sortino | 0.24 | 0.6 |
| Payoff Ratio | 1.22 | 1.16 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 0.92 | 1.06 |
| CPC Index | 0.58 | 0.64 |
| Tail Ratio | 0.85 | 0.99 |
| Outlier Win Ratio | 48.09 | 3.26 |
| Outlier Loss Ratio | 4.2 | 3.16 |
| Volatility (ann.) | 9.03% | 26.31% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.15 | 0.51 |
| Skew | 1.44 | 0.18 |
| Kurtosis | 75.7 | 6.35 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.44% |
| Expected Yearly % | 3.77% | 29.57% |
| Kelly Criterion | -1.07% | 9.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.24% |
| Expected Shortfall (cVaR) | -0.77% | -2.24% |
| Year | 11376434:BTCUSD | 11376434:btcusd:triple_med_gx:lsma25_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | 18.61 | -0.30 | + |
| 2023 | 155.54 | -15.10 | -0.10 | - |
| 2024 | 121.00 | 12.33 | 0.10 | - |
| 2025 | 30.14 | 2.52 | 0.08 | - |
| Metric | 11376434:btcusd:triple_med_gx:lsma25_45 | 11376434:BTCUSD |
|---|---|---|
| MTD | 1.61% | 13.36% |
| 3M | -0.4% | 45.08% |
| 6M | 1.46% | 28.47% |
| YTD | 2.52% | 30.14% |
| 1Y | 15.52% | 105.13% |
| 3Y (ann.) | 0.06% | 81.7% |
| 5Y (ann.) | 4.33% | 34.54% |
| Metric | 11376434:btcusd:triple_med_gx:lsma25_45 | 11376434:BTCUSD |
|---|---|---|
| Max Drawdown | -28.23% | -67.18% |
| Longest DD Days | 890.0 | 683.0 |
| Avg. Drawdown | -3.96% | -7.48% |
| Avg. Drawdown Days | 88.0 | 36.0 |
| Recovery Factor | 0.57 | 2.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-04 | 2025-07-14 | -28.23 | 890 |
| 2022-06-06 | 2023-01-20 | -14.28 | 228 |
| 2022-02-12 | 2022-04-26 | -6.16 | 72 |
| 2023-01-21 | 2023-01-29 | -2.27 | 7 |
| 2022-01-19 | 2022-01-20 | -1.17 | 0 |
| 2022-02-05 | 2022-02-12 | -0.94 | 7 |
| 2022-05-06 | 2022-05-29 | -0.52 | 23 |
| 2022-06-05 | 2022-06-05 | -0.49 | 0 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| 2022-06-05 | 2022-06-06 | -0.33 | 0 |
| Metric | 11376434:btcusd:triple_med_gx:lsma25_45 | 11376434:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.8% | 35.75% |
| Worst Week | -7.28% | -29.64% |
| Best Month | 14.25% | 43.77% |
| Worst Month | -11.62% | -37.12% |
| Best Year | 18.61% | 155.54% |
| Worst Year | -15.1% | -61.64% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.73% | -0.78% |
| Avg. Up Week | 3.03% | 4.77% |
| Avg. Down Week | -1.94% | -4.67% |
| Avg. Up Month | 4.46% | 13.49% |
| Avg. Down Month | -3.83% | -13.36% |
| Win Days % | 44.43% | 51.25% |
| Win Month % | 53.49% | 60.47% |
| Win Week % | 43.93% | 51.61% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |