| Metric | 11402972:btcusd:triple_med_gx:lsma95_140 | 11402972:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 22.28% | 161.99% |
| Max Drawdown | -25.06% | -67.18% |
| Sharpe | 0.23 | 0.41 |
| Sortino | 0.38 | 0.59 |
| Payoff Ratio | 1.27 | 1.14 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 0.3 | 1.06 |
| CPC Index | 0.62 | 0.62 |
| Tail Ratio | 0.27 | 0.99 |
| Outlier Win Ratio | 55.38 | 3.16 |
| Outlier Loss Ratio | 4.33 | 3.03 |
| Volatility (ann.) | 8.02% | 26.28% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.25 | 0.5 |
| Skew | 5.28 | 0.18 |
| Kurtosis | 123.38 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.38% |
| Expected Yearly % | 5.16% | 27.22% |
| Kelly Criterion | -0.34% | 8.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.23% |
| Expected Shortfall (cVaR) | -0.69% | -2.23% |
| Year | 11402972:BTCUSD | 11402972:btcusd:triple_med_gx:lsma95_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 21.80 | -0.36 | + |
| 2023 | 155.54 | 7.85 | 0.05 | - |
| 2024 | 121.00 | -11.84 | -0.10 | - |
| 2025 | 16.76 | 5.58 | 0.33 | - |
| Metric | 11402972:btcusd:triple_med_gx:lsma95_140 | 11402972:BTCUSD |
|---|---|---|
| MTD | 2.66% | 4.16% |
| 3M | 7.04% | 31.46% |
| 6M | 8.08% | 12.77% |
| YTD | 5.58% | 16.76% |
| 1Y | 1.44% | 56.84% |
| 3Y (ann.) | 0.4% | 55.31% |
| 5Y (ann.) | 6.19% | 33.33% |
| Metric | 11402972:btcusd:triple_med_gx:lsma95_140 | 11402972:BTCUSD |
|---|---|---|
| Max Drawdown | -25.06% | -67.18% |
| Longest DD Days | 791.0 | 683.0 |
| Avg. Drawdown | -3.77% | -6.97% |
| Avg. Drawdown Days | 73.0 | 36.0 |
| Recovery Factor | 0.89 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-11 | 2025-06-11 | -25.06 | 791 |
| 2022-05-16 | 2022-10-23 | -8.39 | 160 |
| 2022-10-24 | 2023-02-15 | -6.63 | 114 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-20 | 2022-04-25 | -3.08 | 5 |
| 2023-02-16 | 2023-03-13 | -2.28 | 25 |
| 2022-04-17 | 2022-04-18 | -2.06 | 0 |
| 2022-02-26 | 2022-02-27 | -1.47 | 0 |
| 2022-05-15 | 2022-05-15 | -0.99 | 0 |
| 2022-04-26 | 2022-04-27 | -0.66 | 1 |
| Metric | 11402972:btcusd:triple_med_gx:lsma95_140 | 11402972:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.95% | 35.75% |
| Worst Week | -8.44% | -29.64% |
| Best Month | 10.22% | 43.77% |
| Worst Month | -8.41% | -37.12% |
| Best Year | 21.8% | 155.54% |
| Worst Year | -11.84% | -60.27% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.69% | -0.79% |
| Avg. Up Week | 1.9% | 6.18% |
| Avg. Down Week | -2.08% | -2.89% |
| Avg. Up Month | 3.23% | 10.97% |
| Avg. Down Month | -2.93% | -9.33% |
| Win Days % | 43.91% | 51.27% |
| Win Month % | 55.26% | 60.98% |
| Win Week % | 50.0% | 50.56% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |