| Metric | 11399655:btcusd:triple_med_gx:lsma75_130 | 11399655:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 13.84% | 182.99% |
| Max Drawdown | -13.71% | -67.18% |
| Sharpe | 0.16 | 0.43 |
| Sortino | 0.24 | 0.62 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 0.9 | 1.06 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 0.84 | 0.99 |
| Outlier Win Ratio | 53.71 | 3.24 |
| Outlier Loss Ratio | 4.29 | 3.1 |
| Volatility (ann.) | 7.89% | 26.35% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.29 | 0.54 |
| Skew | 0.76 | 0.2 |
| Kurtosis | 82.92 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.32% | 2.57% |
| Expected Yearly % | 3.29% | 29.7% |
| Kelly Criterion | -0.68% | 6.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.24% |
| Expected Shortfall (cVaR) | -0.68% | -2.24% |
| Year | 11399655:BTCUSD | 11399655:btcusd:triple_med_gx:lsma75_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 5.50 | -0.10 | + |
| 2023 | 155.54 | 1.81 | 0.01 | - |
| 2024 | 121.00 | 1.31 | 0.01 | - |
| 2025 | 16.76 | 4.62 | 0.28 | - |
| Metric | 11399655:btcusd:triple_med_gx:lsma75_130 | 11399655:BTCUSD |
|---|---|---|
| MTD | 3.99% | 4.16% |
| 3M | 0.98% | 31.46% |
| 6M | 3.41% | 12.77% |
| YTD | 4.62% | 16.76% |
| 1Y | -3.11% | 56.84% |
| 3Y (ann.) | -0.35% | 55.31% |
| 5Y (ann.) | 3.94% | 36.34% |
| Metric | 11399655:btcusd:triple_med_gx:lsma75_130 | 11399655:BTCUSD |
|---|---|---|
| Max Drawdown | -13.71% | -67.18% |
| Longest DD Days | 698.0 | 683.0 |
| Avg. Drawdown | -3.62% | -6.9% |
| Avg. Drawdown Days | 80.0 | 35.0 |
| Recovery Factor | 1.01 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-14 | 2025-06-11 | -13.71 | 698 |
| 2022-06-21 | 2023-05-05 | -12.91 | 317 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2023-05-18 | 2023-07-13 | -4.13 | 56 |
| 2022-04-16 | 2022-04-18 | -3.97 | 2 |
| 2023-05-06 | 2023-05-17 | -2.74 | 11 |
| 2022-05-16 | 2022-05-17 | -2.05 | 1 |
| 2022-05-17 | 2022-06-21 | -1.78 | 35 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11399655:btcusd:triple_med_gx:lsma75_130 | 11399655:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.4% | 35.75% |
| Worst Week | -6.19% | -29.64% |
| Best Month | 10.47% | 43.77% |
| Worst Month | -8.86% | -37.12% |
| Best Year | 5.5% | 155.54% |
| Worst Year | 1.31% | -57.08% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.69% | -0.74% |
| Avg. Up Week | 2.19% | 7.94% |
| Avg. Down Week | -1.85% | -2.54% |
| Avg. Up Month | 3.08% | 15.21% |
| Avg. Down Month | -3.69% | -8.3% |
| Win Days % | 46.57% | 51.31% |
| Win Month % | 60.53% | 60.98% |
| Win Week % | 44.59% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |