| Metric | 11399489:btcusd:triple_med_gx:lsma75_130 | 11399489:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 4.91% | 182.99% |
| Max Drawdown | -22.09% | -67.18% |
| Sharpe | 0.08 | 0.43 |
| Sortino | 0.14 | 0.62 |
| Payoff Ratio | 1.22 | 1.19 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 0.71 | 1.06 |
| CPC Index | 0.55 | 0.66 |
| Tail Ratio | 0.68 | 0.99 |
| Outlier Win Ratio | 52.62 | 3.23 |
| Outlier Loss Ratio | 4.38 | 3.12 |
| Volatility (ann.) | 8.43% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.07 | 0.54 |
| Skew | 4.29 | 0.2 |
| Kurtosis | 99.89 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.12% | 2.57% |
| Expected Yearly % | 1.21% | 29.7% |
| Kelly Criterion | -3.49% | 10.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.24% |
| Expected Shortfall (cVaR) | -0.72% | -2.24% |
| Year | 11399489:BTCUSD | 11399489:btcusd:triple_med_gx:lsma75_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 0.90 | -0.02 | + |
| 2023 | 155.54 | 8.53 | 0.05 | - |
| 2024 | 121.00 | -9.37 | -0.08 | - |
| 2025 | 16.76 | 5.71 | 0.34 | - |
| Metric | 11399489:btcusd:triple_med_gx:lsma75_130 | 11399489:BTCUSD |
|---|---|---|
| MTD | 2.42% | 4.16% |
| 3M | 3.46% | 31.46% |
| 6M | -1.66% | 12.77% |
| YTD | 5.71% | 16.76% |
| 1Y | -7.86% | 56.84% |
| 3Y (ann.) | -2.77% | 55.31% |
| 5Y (ann.) | 1.44% | 36.34% |
| Metric | 11399489:btcusd:triple_med_gx:lsma75_130 | 11399489:BTCUSD |
|---|---|---|
| Max Drawdown | -22.09% | -67.18% |
| Longest DD Days | 727.0 | 683.0 |
| Avg. Drawdown | -4.58% | -6.9% |
| Avg. Drawdown Days | 79.0 | 35.0 |
| Recovery Factor | 0.22 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-14 | 2025-06-11 | -22.09 | 727 |
| 2022-06-21 | 2023-04-10 | -18.63 | 293 |
| 2022-05-16 | 2022-06-21 | -5.10 | 36 |
| 2023-04-11 | 2023-05-17 | -4.66 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2023-05-18 | 2023-06-14 | -3.33 | 26 |
| 2022-04-20 | 2022-05-15 | -2.37 | 25 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| Metric | 11399489:btcusd:triple_med_gx:lsma75_130 | 11399489:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.31% | -9.32% |
| Best Week | 11.07% | 35.75% |
| Worst Week | -9.16% | -29.64% |
| Best Month | 11.07% | 43.77% |
| Worst Month | -15.54% | -37.12% |
| Best Year | 8.53% | 155.54% |
| Worst Year | -9.37% | -57.08% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 3.24% | 8.58% |
| Avg. Down Week | -2.37% | -2.79% |
| Avg. Up Month | 3.48% | 14.47% |
| Avg. Down Month | -5.46% | -9.23% |
| Win Days % | 43.2% | 51.31% |
| Win Month % | 57.89% | 60.98% |
| Win Week % | 45.45% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |