| Metric | 11378311:btcusd:triple_med_gx:lsma75_55 | 11378311:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 25.03% | 188.02% |
| Max Drawdown | -14.75% | -67.18% |
| Sharpe | 0.25 | 0.42 |
| Sortino | 0.36 | 0.61 |
| Payoff Ratio | 1.15 | 1.04 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 0.2 | 1.06 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 0.17 | 0.99 |
| Outlier Win Ratio | 59.56 | 3.15 |
| Outlier Loss Ratio | 4.08 | 3.06 |
| Volatility (ann.) | 7.7% | 26.33% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.45 | 0.53 |
| Skew | 0.59 | 0.18 |
| Kurtosis | 86.71 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.49% |
| Expected Yearly % | 5.74% | 30.27% |
| Kelly Criterion | 0.08% | 4.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.24% |
| Expected Shortfall (cVaR) | -0.66% | -2.24% |
| Year | 11378311:BTCUSD | 11378311:btcusd:triple_med_gx:lsma75_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | 10.95 | -0.18 | + |
| 2023 | 155.54 | -6.55 | -0.04 | - |
| 2024 | 121.00 | 4.18 | 0.03 | - |
| 2025 | 30.14 | 15.75 | 0.52 | - |
| Metric | 11378311:btcusd:triple_med_gx:lsma75_55 | 11378311:BTCUSD |
|---|---|---|
| MTD | 1.12% | 13.36% |
| 3M | 9.15% | 45.08% |
| 6M | 14.22% | 28.47% |
| YTD | 15.75% | 30.14% |
| 1Y | 19.18% | 105.13% |
| 3Y (ann.) | 9.54% | 81.7% |
| 5Y (ann.) | 6.63% | 35.5% |
| Metric | 11378311:btcusd:triple_med_gx:lsma75_55 | 11378311:BTCUSD |
|---|---|---|
| Max Drawdown | -14.75% | -67.18% |
| Longest DD Days | 467.0 | 683.0 |
| Avg. Drawdown | -4.22% | -7.5% |
| Avg. Drawdown Days | 80.0 | 36.0 |
| Recovery Factor | 1.7 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-25 | 2022-10-23 | -14.75 | 151 |
| 2024-03-31 | 2025-04-22 | -13.90 | 386 |
| 2022-01-20 | 2022-04-25 | -11.13 | 95 |
| 2022-11-24 | 2024-03-06 | -10.30 | 467 |
| 2025-04-28 | 2025-07-02 | -3.16 | 64 |
| 2024-03-06 | 2024-03-07 | -2.37 | 0 |
| 2025-07-04 | 2025-07-14 | -1.57 | 10 |
| 2022-10-24 | 2022-10-25 | -1.44 | 1 |
| 2022-11-23 | 2022-11-23 | -1.19 | 0 |
| 2022-01-19 | 2022-01-20 | -1.17 | 0 |
| Metric | 11378311:btcusd:triple_med_gx:lsma75_55 | 11378311:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 11.14% | 35.75% |
| Worst Week | -9.17% | -29.64% |
| Best Month | 10.86% | 43.77% |
| Worst Month | -12.49% | -37.12% |
| Best Year | 15.75% | 155.54% |
| Worst Year | -6.55% | -60.81% |
| Avg. Up Day | 0.85% | 0.88% |
| Avg. Down Day | -0.74% | -0.84% |
| Avg. Up Week | 3.16% | 5.0% |
| Avg. Down Week | -1.87% | -4.38% |
| Avg. Up Month | 3.88% | 15.58% |
| Avg. Down Month | -3.44% | -11.55% |
| Win Days % | 46.64% | 51.26% |
| Win Month % | 53.49% | 60.47% |
| Win Week % | 45.26% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |