| Metric | 11398022:btcusd:triple_med_gx:lsma70_125 | 11398022:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 12.58% | 183.29% |
| Max Drawdown | -18.49% | -67.18% |
| Sharpe | 0.15 | 0.43 |
| Sortino | 0.22 | 0.62 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.18 | 1.06 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 50.15 | 3.24 |
| Outlier Loss Ratio | 4.24 | 3.12 |
| Volatility (ann.) | 8.31% | 26.34% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.19 | 0.54 |
| Skew | 0.97 | 0.2 |
| Kurtosis | 78.39 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.29% | 2.57% |
| Expected Yearly % | 3.01% | 29.73% |
| Kelly Criterion | -0.84% | 7.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.24% |
| Expected Shortfall (cVaR) | -0.71% | -2.24% |
| Year | 11398022:BTCUSD | 11398022:btcusd:triple_med_gx:lsma70_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 13.56 | -0.24 | + |
| 2023 | 155.54 | -11.24 | -0.07 | - |
| 2024 | 121.00 | 9.92 | 0.08 | - |
| 2025 | 16.76 | 1.61 | 0.10 | - |
| Metric | 11398022:btcusd:triple_med_gx:lsma70_125 | 11398022:BTCUSD |
|---|---|---|
| MTD | 4.57% | 4.16% |
| 3M | -4.72% | 31.46% |
| 6M | 2.58% | 12.77% |
| YTD | 1.61% | 16.76% |
| 1Y | -6.66% | 56.84% |
| 3Y (ann.) | -0.16% | 55.31% |
| 5Y (ann.) | 3.59% | 36.34% |
| Metric | 11398022:btcusd:triple_med_gx:lsma70_125 | 11398022:BTCUSD |
|---|---|---|
| Max Drawdown | -18.49% | -67.18% |
| Longest DD Days | 572.0 | 683.0 |
| Avg. Drawdown | -4.96% | -6.73% |
| Avg. Drawdown Days | 75.0 | 34.0 |
| Recovery Factor | 0.68 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2024-04-22 | -18.49 | 572 |
| 2025-03-10 | 2025-06-11 | -15.10 | 93 |
| 2024-06-07 | 2025-03-05 | -14.61 | 270 |
| 2022-04-20 | 2022-08-12 | -6.79 | 114 |
| 2022-08-26 | 2022-09-27 | -5.61 | 31 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.97 | 2 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-04-23 | 2024-06-05 | -0.83 | 43 |
| Metric | 11398022:btcusd:triple_med_gx:lsma70_125 | 11398022:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.61% | 35.75% |
| Worst Week | -9.28% | -29.64% |
| Best Month | 10.68% | 43.77% |
| Worst Month | -11.3% | -37.12% |
| Best Year | 13.56% | 155.54% |
| Worst Year | -11.24% | -57.04% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 2.95% | 7.53% |
| Avg. Down Week | -2.46% | -2.24% |
| Avg. Up Month | 4.27% | 13.84% |
| Avg. Down Month | -4.24% | -8.38% |
| Win Days % | 46.54% | 51.3% |
| Win Month % | 56.41% | 60.98% |
| Win Week % | 44.0% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |