| Metric | 11398023:btcusd:triple_med_gx:lsma75_125 | 11398023:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 14.16% | 183.29% |
| Max Drawdown | -14.15% | -67.18% |
| Sharpe | 0.16 | 0.43 |
| Sortino | 0.24 | 0.62 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 0.82 | 1.06 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | 0.76 | 0.99 |
| Outlier Win Ratio | 53.21 | 3.21 |
| Outlier Loss Ratio | 4.23 | 3.09 |
| Volatility (ann.) | 8.0% | 26.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.28 | 0.54 |
| Skew | 0.65 | 0.2 |
| Kurtosis | 83.8 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.57% |
| Expected Yearly % | 3.37% | 29.73% |
| Kelly Criterion | -1.3% | 7.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.24% |
| Expected Shortfall (cVaR) | -0.68% | -2.24% |
| Year | 11398023:BTCUSD | 11398023:btcusd:triple_med_gx:lsma75_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 12.48 | -0.22 | + |
| 2023 | 155.54 | -5.29 | -0.03 | - |
| 2024 | 121.00 | 5.64 | 0.05 | - |
| 2025 | 16.76 | 1.45 | 0.09 | - |
| Metric | 11398023:btcusd:triple_med_gx:lsma75_125 | 11398023:BTCUSD |
|---|---|---|
| MTD | 3.76% | 4.16% |
| 3M | -4.61% | 31.46% |
| 6M | 4.52% | 12.77% |
| YTD | 1.45% | 16.76% |
| 1Y | -4.64% | 56.84% |
| 3Y (ann.) | 0.02% | 55.31% |
| 5Y (ann.) | 4.02% | 36.34% |
| Metric | 11398023:btcusd:triple_med_gx:lsma75_125 | 11398023:BTCUSD |
|---|---|---|
| Max Drawdown | -14.15% | -67.18% |
| Longest DD Days | 545.0 | 683.0 |
| Avg. Drawdown | -3.91% | -6.73% |
| Avg. Drawdown Days | 67.0 | 34.0 |
| Recovery Factor | 1.0 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-05 | -14.15 | 270 |
| 2022-09-27 | 2024-03-26 | -13.86 | 545 |
| 2025-03-10 | 2025-06-11 | -12.30 | 93 |
| 2022-05-17 | 2022-09-27 | -6.96 | 132 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.87 | 2 |
| 2024-03-26 | 2024-04-14 | -2.90 | 18 |
| 2022-04-20 | 2022-05-17 | -1.84 | 26 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| Metric | 11398023:btcusd:triple_med_gx:lsma75_125 | 11398023:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.61% | 35.75% |
| Worst Week | -8.23% | -29.64% |
| Best Month | 10.68% | 43.77% |
| Worst Month | -9.39% | -37.12% |
| Best Year | 12.48% | 155.54% |
| Worst Year | -5.29% | -57.04% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 2.29% | 7.23% |
| Avg. Down Week | -1.93% | -2.31% |
| Avg. Up Month | 3.13% | 15.23% |
| Avg. Down Month | -3.33% | -9.08% |
| Win Days % | 46.37% | 51.3% |
| Win Month % | 63.16% | 60.98% |
| Win Week % | 46.58% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |