| Metric | 11399766:btcusd:triple_med_gx:lsma75_130 | 11399766:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 31.23% | 182.99% |
| Max Drawdown | -17.77% | -67.18% |
| Sharpe | 0.29 | 0.43 |
| Sortino | 0.44 | 0.62 |
| Payoff Ratio | 1.18 | 1.17 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.09 | 1.06 |
| CPC Index | 0.63 | 0.64 |
| Tail Ratio | 0.96 | 0.99 |
| Outlier Win Ratio | 49.38 | 3.27 |
| Outlier Loss Ratio | 4.29 | 3.13 |
| Volatility (ann.) | 8.15% | 26.35% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.47 | 0.54 |
| Skew | 1.4 | 0.2 |
| Kurtosis | 72.3 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.67% | 2.57% |
| Expected Yearly % | 7.03% | 29.7% |
| Kelly Criterion | 2.47% | 9.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.24% |
| Expected Shortfall (cVaR) | -0.7% | -2.24% |
| Year | 11399766:BTCUSD | 11399766:btcusd:triple_med_gx:lsma75_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 23.18 | -0.41 | + |
| 2023 | 155.54 | -7.55 | -0.05 | - |
| 2024 | 121.00 | 2.66 | 0.02 | - |
| 2025 | 16.76 | 12.26 | 0.73 | - |
| Metric | 11399766:btcusd:triple_med_gx:lsma75_130 | 11399766:BTCUSD |
|---|---|---|
| MTD | 2.75% | 4.16% |
| 3M | 0.71% | 31.46% |
| 6M | 13.95% | 12.77% |
| YTD | 12.26% | 16.76% |
| 1Y | 6.44% | 56.84% |
| 3Y (ann.) | 4.77% | 55.31% |
| 5Y (ann.) | 8.44% | 36.34% |
| Metric | 11399766:btcusd:triple_med_gx:lsma75_130 | 11399766:BTCUSD |
|---|---|---|
| Max Drawdown | -17.77% | -67.18% |
| Longest DD Days | 896.0 | 683.0 |
| Avg. Drawdown | -3.44% | -6.9% |
| Avg. Drawdown Days | 74.0 | 35.0 |
| Recovery Factor | 1.76 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2025-03-11 | -17.77 | 896 |
| 2022-04-21 | 2022-08-12 | -9.21 | 113 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-04-13 | 2025-06-09 | -4.18 | 57 |
| 2022-08-13 | 2022-08-30 | -4.11 | 16 |
| 2022-04-17 | 2022-04-18 | -3.80 | 1 |
| 2022-08-30 | 2022-09-26 | -3.56 | 27 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2025-06-10 | 2025-06-11 | -1.58 | 1 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| Metric | 11399766:btcusd:triple_med_gx:lsma75_130 | 11399766:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 14.67% | 35.75% |
| Worst Week | -5.39% | -29.64% |
| Best Month | 11.66% | 43.77% |
| Worst Month | -11.48% | -37.12% |
| Best Year | 23.18% | 155.54% |
| Worst Year | -7.55% | -57.08% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.69% | -0.7% |
| Avg. Up Week | 1.9% | 7.35% |
| Avg. Down Week | -1.6% | -3.26% |
| Avg. Up Month | 3.26% | 16.17% |
| Avg. Down Month | -3.53% | -9.32% |
| Win Days % | 47.21% | 51.31% |
| Win Month % | 60.53% | 60.98% |
| Win Week % | 49.32% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |