| Metric | 11393279:btcusd:triple_med_gx:lsma75_110 | 11393279:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 21.54% | 198.98% |
| Max Drawdown | -22.07% | -67.18% |
| Sharpe | 0.23 | 0.44 |
| Sortino | 0.35 | 0.64 |
| Payoff Ratio | 1.24 | 1.21 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 0.4 | 1.07 |
| CPC Index | 0.63 | 0.67 |
| Tail Ratio | 0.36 | 0.99 |
| Outlier Win Ratio | 58.18 | 3.14 |
| Outlier Loss Ratio | 4.38 | 3.02 |
| Volatility (ann.) | 7.56% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.27 | 0.57 |
| Skew | 1.71 | 0.2 |
| Kurtosis | 94.41 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.47% | 2.64% |
| Expected Yearly % | 5.0% | 31.5% |
| Kelly Criterion | 1.68% | 11.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.24% |
| Expected Shortfall (cVaR) | -0.65% | -2.24% |
| Year | 11393279:BTCUSD | 11393279:btcusd:triple_med_gx:lsma75_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 27.40 | -0.50 | + |
| 2023 | 155.54 | -9.62 | -0.06 | - |
| 2024 | 121.00 | 3.06 | 0.03 | - |
| 2025 | 16.76 | 2.42 | 0.14 | - |
| Metric | 11393279:btcusd:triple_med_gx:lsma75_110 | 11393279:BTCUSD |
|---|---|---|
| MTD | 3.48% | 4.16% |
| 3M | 0.77% | 31.46% |
| 6M | 7.51% | 12.77% |
| YTD | 2.42% | 16.76% |
| 1Y | 1.58% | 56.84% |
| 3Y (ann.) | 0.38% | 55.31% |
| 5Y (ann.) | 5.96% | 38.4% |
| Metric | 11393279:btcusd:triple_med_gx:lsma75_110 | 11393279:BTCUSD |
|---|---|---|
| Max Drawdown | -22.07% | -67.18% |
| Longest DD Days | 988.0 | 683.0 |
| Avg. Drawdown | -3.66% | -6.29% |
| Avg. Drawdown Days | 99.0 | 31.0 |
| Recovery Factor | 0.98 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2025-06-11 | -22.07 | 988 |
| 2022-05-18 | 2022-08-05 | -6.21 | 79 |
| 2022-03-19 | 2022-04-18 | -3.97 | 30 |
| 2022-08-30 | 2022-09-27 | -3.56 | 27 |
| 2022-08-05 | 2022-08-29 | -3.35 | 24 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-01-29 | 2022-02-28 | -0.99 | 29 |
| 2022-05-17 | 2022-05-17 | -0.95 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| Metric | 11393279:btcusd:triple_med_gx:lsma75_110 | 11393279:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 15.31% | 35.75% |
| Worst Week | -5.38% | -29.64% |
| Best Month | 14.32% | 43.77% |
| Worst Month | -10.46% | -37.12% |
| Best Year | 27.4% | 155.54% |
| Worst Year | -9.62% | -54.66% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.65% | -0.67% |
| Avg. Up Week | 1.94% | 6.45% |
| Avg. Down Week | -1.84% | -2.83% |
| Avg. Up Month | 2.86% | 16.28% |
| Avg. Down Month | -2.92% | -9.35% |
| Win Days % | 45.61% | 51.26% |
| Win Month % | 58.97% | 61.9% |
| Win Week % | 47.89% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |