| Metric | 11395139:btcusd:triple_med_gx:lsma75_115 | 11395139:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 24.93% | 189.3% |
| Max Drawdown | -20.53% | -67.18% |
| Sharpe | 0.23 | 0.43 |
| Sortino | 0.34 | 0.63 |
| Payoff Ratio | 1.16 | 1.08 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.36 | 1.06 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.24 | 0.99 |
| Outlier Win Ratio | 43.79 | 3.35 |
| Outlier Loss Ratio | 4.12 | 3.2 |
| Volatility (ann.) | 9.07% | 26.34% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.33 | 0.55 |
| Skew | 1.42 | 0.2 |
| Kurtosis | 64.84 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.56% |
| Expected Yearly % | 5.72% | 30.42% |
| Kelly Criterion | 0.47% | 6.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.24% |
| Expected Shortfall (cVaR) | -0.78% | -2.24% |
| Year | 11395139:BTCUSD | 11395139:btcusd:triple_med_gx:lsma75_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 9.13 | -0.16 | + |
| 2023 | 155.54 | 13.36 | 0.09 | - |
| 2024 | 121.00 | 7.62 | 0.06 | - |
| 2025 | 16.76 | -6.17 | -0.37 | - |
| Metric | 11395139:btcusd:triple_med_gx:lsma75_115 | 11395139:BTCUSD |
|---|---|---|
| MTD | 0.99% | 4.16% |
| 3M | -4.06% | 31.46% |
| 6M | -1.71% | 12.77% |
| YTD | -6.17% | 16.76% |
| 1Y | -0.73% | 56.84% |
| 3Y (ann.) | 6.08% | 55.31% |
| 5Y (ann.) | 6.83% | 37.09% |
| Metric | 11395139:btcusd:triple_med_gx:lsma75_115 | 11395139:BTCUSD |
|---|---|---|
| Max Drawdown | -20.53% | -67.18% |
| Longest DD Days | 466.0 | 683.0 |
| Avg. Drawdown | -5.12% | -6.63% |
| Avg. Drawdown Days | 89.0 | 33.0 |
| Recovery Factor | 1.21 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-02 | 2025-06-11 | -20.53 | 466 |
| 2022-03-02 | 2023-03-14 | -12.71 | 377 |
| 2023-07-14 | 2024-01-29 | -10.93 | 199 |
| 2023-03-14 | 2023-04-10 | -8.45 | 26 |
| 2022-02-01 | 2022-02-28 | -5.72 | 26 |
| 2023-04-11 | 2023-06-16 | -4.83 | 65 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| 2023-06-17 | 2023-06-19 | -1.24 | 2 |
| 2022-01-31 | 2022-01-31 | -0.18 | 0 |
| 2024-03-01 | 2024-03-01 | -0.18 | 0 |
| Metric | 11395139:btcusd:triple_med_gx:lsma75_115 | 11395139:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 11.8% | 35.75% |
| Worst Week | -6.71% | -29.64% |
| Best Month | 10.77% | 43.77% |
| Worst Month | -9.05% | -37.12% |
| Best Year | 13.36% | 155.54% |
| Worst Year | -6.17% | -56.13% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.74% | -0.81% |
| Avg. Up Week | 2.87% | 8.71% |
| Avg. Down Week | -2.17% | -3.76% |
| Avg. Up Month | 4.31% | 14.04% |
| Avg. Down Month | -3.86% | -10.59% |
| Win Days % | 46.55% | 51.25% |
| Win Month % | 55.0% | 61.9% |
| Win Week % | 45.78% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |