| Metric | 11379953:btcusd:triple_med_gx:lsma75_60 | 11379953:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 9.74% | 233.23% |
| Max Drawdown | -12.87% | -67.18% |
| Sharpe | 0.14 | 0.46 |
| Sortino | 0.21 | 0.67 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 88.51 | 2.96 |
| Outlier Loss Ratio | 3.87 | 2.83 |
| Volatility (ann.) | 5.96% | 26.12% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.21 | 0.62 |
| Skew | 1.09 | 0.2 |
| Kurtosis | 125.83 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.22% | 2.84% |
| Expected Yearly % | 2.35% | 35.11% |
| Kelly Criterion | -2.66% | 6.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -2.22% |
| Expected Shortfall (cVaR) | -0.51% | -2.22% |
| Year | 11379953:BTCUSD | 11379953:btcusd:triple_med_gx:lsma75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 1.49 | -0.03 | + |
| 2023 | 155.54 | 3.80 | 0.02 | - |
| 2024 | 121.00 | 13.00 | 0.11 | - |
| 2025 | 30.14 | -7.81 | -0.26 | - |
| Metric | 11379953:btcusd:triple_med_gx:lsma75_60 | 11379953:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -3.34% | 45.08% |
| 6M | -7.24% | 28.47% |
| YTD | -7.81% | 30.14% |
| 1Y | -5.51% | 105.13% |
| 3Y (ann.) | 6.33% | 81.7% |
| 5Y (ann.) | 2.72% | 41.6% |
| Metric | 11379953:btcusd:triple_med_gx:lsma75_60 | 11379953:BTCUSD |
|---|---|---|
| Max Drawdown | -12.87% | -67.18% |
| Longest DD Days | 248.0 | 683.0 |
| Avg. Drawdown | -3.62% | -6.05% |
| Avg. Drawdown Days | 70.0 | 31.0 |
| Recovery Factor | 0.76 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-01 | 2022-07-27 | -12.87 | 176 |
| 2024-11-07 | 2025-07-14 | -10.84 | 248 |
| 2022-07-28 | 2022-11-23 | -8.52 | 118 |
| 2023-08-03 | 2024-01-08 | -6.94 | 158 |
| 2024-07-07 | 2024-11-07 | -5.87 | 123 |
| 2024-04-26 | 2024-07-06 | -5.22 | 71 |
| 2023-05-04 | 2023-05-05 | -1.25 | 0 |
| 2023-01-02 | 2023-05-03 | -1.07 | 121 |
| 2024-03-02 | 2024-03-03 | -1.02 | 1 |
| 2022-11-24 | 2023-01-02 | -1.00 | 39 |
| Metric | 11379953:btcusd:triple_med_gx:lsma75_60 | 11379953:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 9.23% | 35.75% |
| Worst Week | -6.83% | -29.64% |
| Best Month | 12.79% | 43.77% |
| Worst Month | -6.83% | -37.12% |
| Best Year | 13.0% | 155.54% |
| Worst Year | -7.81% | -54.66% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 2.26% | 7.75% |
| Avg. Down Week | -1.69% | -2.92% |
| Avg. Up Month | 3.89% | 18.22% |
| Avg. Down Month | -2.75% | -13.48% |
| Win Days % | 45.26% | 51.3% |
| Win Month % | 41.18% | 62.79% |
| Win Week % | 38.98% | 51.89% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |