| Metric | 11399652:btcusd:triple_med_gx:lsma65_130 | 11399652:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 16.6% | 182.99% |
| Max Drawdown | -17.57% | -67.18% |
| Sharpe | 0.18 | 0.43 |
| Sortino | 0.27 | 0.62 |
| Payoff Ratio | 1.12 | 1.04 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.4 | 1.06 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.3 | 0.99 |
| Outlier Win Ratio | 46.53 | 3.29 |
| Outlier Loss Ratio | 4.23 | 3.17 |
| Volatility (ann.) | 8.53% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.27 | 0.54 |
| Skew | 1.42 | 0.2 |
| Kurtosis | 64.56 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.57% |
| Expected Yearly % | 3.91% | 29.7% |
| Kelly Criterion | -0.11% | 4.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.24% |
| Expected Shortfall (cVaR) | -0.73% | -2.24% |
| Year | 11399652:BTCUSD | 11399652:btcusd:triple_med_gx:lsma65_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 10.66 | -0.19 | + |
| 2023 | 155.54 | 2.83 | 0.02 | - |
| 2024 | 121.00 | -2.92 | -0.02 | - |
| 2025 | 16.76 | 5.55 | 0.33 | - |
| Metric | 11399652:btcusd:triple_med_gx:lsma65_130 | 11399652:BTCUSD |
|---|---|---|
| MTD | 4.09% | 4.16% |
| 3M | -0.77% | 31.46% |
| 6M | 3.19% | 12.77% |
| YTD | 5.55% | 16.76% |
| 1Y | -8.45% | 56.84% |
| 3Y (ann.) | -1.58% | 55.31% |
| 5Y (ann.) | 4.68% | 36.34% |
| Metric | 11399652:btcusd:triple_med_gx:lsma65_130 | 11399652:BTCUSD |
|---|---|---|
| Max Drawdown | -17.57% | -67.18% |
| Longest DD Days | 751.0 | 683.0 |
| Avg. Drawdown | -3.65% | -6.9% |
| Avg. Drawdown Days | 87.0 | 35.0 |
| Recovery Factor | 0.94 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-06-05 | -17.57 | 751 |
| 2024-06-05 | 2025-06-11 | -16.38 | 370 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-15 | 2022-04-18 | -4.15 | 3 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-03-15 | 2022-03-15 | -0.18 | 0 |
| 2022-05-15 | 2022-05-15 | -0.18 | 0 |
| Metric | 11399652:btcusd:triple_med_gx:lsma65_130 | 11399652:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.01% | 35.75% |
| Worst Week | -6.3% | -29.64% |
| Best Month | 9.88% | 43.77% |
| Worst Month | -10.24% | -37.12% |
| Best Year | 10.66% | 155.54% |
| Worst Year | -2.92% | -57.08% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.71% | -0.77% |
| Avg. Up Week | 2.62% | 7.93% |
| Avg. Down Week | -1.79% | -2.61% |
| Avg. Up Month | 3.98% | 11.76% |
| Avg. Down Month | -3.97% | -8.84% |
| Win Days % | 47.09% | 51.31% |
| Win Month % | 53.85% | 60.98% |
| Win Week % | 44.58% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |