| Metric | 11397858:btcusd:triple_med_gx:lsma65_125 | 11397858:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 17.45% | 183.29% |
| Max Drawdown | -25.07% | -67.18% |
| Sharpe | 0.18 | 0.43 |
| Sortino | 0.28 | 0.62 |
| Payoff Ratio | 1.21 | 1.15 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.59 | 0.63 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 46.65 | 3.28 |
| Outlier Loss Ratio | 4.26 | 3.15 |
| Volatility (ann.) | 8.93% | 26.34% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.2 | 0.54 |
| Skew | 2.92 | 0.2 |
| Kurtosis | 89.02 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.57% |
| Expected Yearly % | 4.1% | 29.73% |
| Kelly Criterion | -0.47% | 8.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.24% |
| Expected Shortfall (cVaR) | -0.76% | -2.24% |
| Year | 11397858:BTCUSD | 11397858:btcusd:triple_med_gx:lsma65_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -5.63 | 0.10 | + |
| 2023 | 155.54 | 18.79 | 0.12 | - |
| 2024 | 121.00 | 1.57 | 0.01 | - |
| 2025 | 16.76 | 3.15 | 0.19 | - |
| Metric | 11397858:btcusd:triple_med_gx:lsma65_125 | 11397858:BTCUSD |
|---|---|---|
| MTD | 4.52% | 4.16% |
| 3M | 11.83% | 31.46% |
| 6M | -0.14% | 12.77% |
| YTD | 3.15% | 16.76% |
| 1Y | -11.68% | 56.84% |
| 3Y (ann.) | 0.37% | 55.31% |
| 5Y (ann.) | 4.9% | 36.34% |
| Metric | 11397858:btcusd:triple_med_gx:lsma65_125 | 11397858:BTCUSD |
|---|---|---|
| Max Drawdown | -25.07% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -3.31% | -6.73% |
| Avg. Drawdown Days | 49.0 | 34.0 |
| Recovery Factor | 0.7 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-21 | 2024-03-25 | -25.07 | 642 |
| 2024-06-20 | 2025-06-11 | -22.17 | 356 |
| 2022-05-16 | 2022-06-20 | -5.10 | 35 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-04-20 | 2022-05-15 | -3.04 | 25 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-06-07 | 2024-06-20 | -1.04 | 12 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| Metric | 11397858:btcusd:triple_med_gx:lsma65_125 | 11397858:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.5% | 35.75% |
| Worst Week | -6.78% | -29.64% |
| Best Month | 11.5% | 43.77% |
| Worst Month | -16.72% | -37.12% |
| Best Year | 18.79% | 155.54% |
| Worst Year | -5.63% | -57.04% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.71% | -0.76% |
| Avg. Up Week | 2.88% | 8.37% |
| Avg. Down Week | -2.35% | -2.62% |
| Avg. Up Month | 3.58% | 15.32% |
| Avg. Down Month | -5.1% | -8.51% |
| Win Days % | 45.08% | 51.3% |
| Win Month % | 63.89% | 60.98% |
| Win Week % | 50.0% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |