| Metric | 11393555:btcusd:triple_med_gx:lsma75_110 | 11393555:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 22.88% | 198.98% |
| Max Drawdown | -23.62% | -67.18% |
| Sharpe | 0.22 | 0.44 |
| Sortino | 0.33 | 0.64 |
| Payoff Ratio | 1.2 | 1.13 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.6 | 0.62 |
| Tail Ratio | 1.22 | 0.99 |
| Outlier Win Ratio | 46.35 | 3.34 |
| Outlier Loss Ratio | 4.07 | 3.16 |
| Volatility (ann.) | 8.92% | 26.34% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.27 | 0.57 |
| Skew | 1.36 | 0.2 |
| Kurtosis | 71.86 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.64% |
| Expected Yearly % | 5.28% | 31.5% |
| Kelly Criterion | 0.67% | 8.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.24% |
| Expected Shortfall (cVaR) | -0.76% | -2.24% |
| Year | 11393555:BTCUSD | 11393555:btcusd:triple_med_gx:lsma75_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 5.89 | -0.11 | + |
| 2023 | 155.54 | 21.28 | 0.14 | - |
| 2024 | 121.00 | 2.09 | 0.02 | - |
| 2025 | 16.76 | -6.28 | -0.37 | - |
| Metric | 11393555:btcusd:triple_med_gx:lsma75_110 | 11393555:BTCUSD |
|---|---|---|
| MTD | 0.99% | 4.16% |
| 3M | -4.92% | 31.46% |
| 6M | -3.19% | 12.77% |
| YTD | -6.28% | 16.76% |
| 1Y | -3.59% | 56.84% |
| 3Y (ann.) | 4.02% | 55.31% |
| 5Y (ann.) | 6.3% | 38.4% |
| Metric | 11393555:btcusd:triple_med_gx:lsma75_110 | 11393555:BTCUSD |
|---|---|---|
| Max Drawdown | -23.62% | -67.18% |
| Longest DD Days | 466.0 | 683.0 |
| Avg. Drawdown | -4.48% | -6.29% |
| Avg. Drawdown Days | 77.0 | 31.0 |
| Recovery Factor | 0.97 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-02 | 2025-06-11 | -23.62 | 466 |
| 2022-03-02 | 2023-04-10 | -14.56 | 404 |
| 2023-07-14 | 2023-11-15 | -7.14 | 124 |
| 2022-02-01 | 2022-02-28 | -5.72 | 26 |
| 2023-11-16 | 2024-01-08 | -5.37 | 53 |
| 2023-04-11 | 2023-06-17 | -5.33 | 66 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| 2023-06-17 | 2023-06-19 | -1.24 | 2 |
| 2024-01-28 | 2024-01-29 | -1.23 | 1 |
| 2024-01-09 | 2024-01-28 | -0.89 | 19 |
| Metric | 11393555:btcusd:triple_med_gx:lsma75_110 | 11393555:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 14.26% | 35.75% |
| Worst Week | -10.62% | -29.64% |
| Best Month | 11.24% | 43.77% |
| Worst Month | -9.05% | -37.12% |
| Best Year | 21.28% | 155.54% |
| Worst Year | -6.28% | -54.66% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.73% | -0.8% |
| Avg. Up Week | 3.06% | 8.48% |
| Avg. Down Week | -2.11% | -3.73% |
| Avg. Up Month | 4.72% | 14.1% |
| Avg. Down Month | -3.72% | -9.82% |
| Win Days % | 45.76% | 51.26% |
| Win Month % | 50.0% | 61.9% |
| Win Week % | 43.9% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |