| Metric | 11403023:btcusd:triple_med_gx:lsma75_140 | 11403023:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 7.94% | 161.99% |
| Max Drawdown | -25.49% | -67.18% |
| Sharpe | 0.11 | 0.41 |
| Sortino | 0.18 | 0.59 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 0.89 | 1.06 |
| CPC Index | 0.55 | 0.64 |
| Tail Ratio | 0.85 | 0.99 |
| Outlier Win Ratio | 48.83 | 3.21 |
| Outlier Loss Ratio | 4.36 | 3.14 |
| Volatility (ann.) | 8.59% | 26.28% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.09 | 0.5 |
| Skew | 4.91 | 0.18 |
| Kurtosis | 104.76 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.38% |
| Expected Yearly % | 1.93% | 27.22% |
| Kelly Criterion | -2.4% | 9.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.23% |
| Expected Shortfall (cVaR) | -0.74% | -2.23% |
| Year | 11403023:BTCUSD | 11403023:btcusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 3.15 | -0.05 | + |
| 2023 | 155.54 | 20.22 | 0.13 | - |
| 2024 | 121.00 | -18.60 | -0.15 | - |
| 2025 | 16.76 | 6.92 | 0.41 | - |
| Metric | 11403023:btcusd:triple_med_gx:lsma75_140 | 11403023:BTCUSD |
|---|---|---|
| MTD | 3.32% | 4.16% |
| 3M | 5.78% | 31.46% |
| 6M | 1.85% | 12.77% |
| YTD | 6.92% | 16.76% |
| 1Y | -13.35% | 56.84% |
| 3Y (ann.) | -2.51% | 55.31% |
| 5Y (ann.) | 2.31% | 33.33% |
| Metric | 11403023:btcusd:triple_med_gx:lsma75_140 | 11403023:BTCUSD |
|---|---|---|
| Max Drawdown | -25.49% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -3.47% | -6.97% |
| Avg. Drawdown Days | 39.0 | 36.0 |
| Recovery Factor | 0.31 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-06-11 | -25.49 | 436 |
| 2022-06-21 | 2023-03-13 | -16.19 | 264 |
| 2023-11-11 | 2024-03-25 | -7.73 | 135 |
| 2023-05-24 | 2023-08-29 | -6.48 | 96 |
| 2022-05-16 | 2022-06-21 | -5.11 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2022-04-23 | 2022-05-15 | -2.19 | 22 |
| 2023-05-15 | 2023-05-23 | -2.18 | 7 |
| Metric | 11403023:btcusd:triple_med_gx:lsma75_140 | 11403023:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -4.31% | -9.32% |
| Best Week | 12.01% | 35.75% |
| Worst Week | -8.71% | -29.64% |
| Best Month | 12.01% | 43.77% |
| Worst Month | -13.22% | -37.12% |
| Best Year | 20.22% | 155.54% |
| Worst Year | -18.6% | -60.27% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 2.46% | 8.42% |
| Avg. Down Week | -1.97% | -2.76% |
| Avg. Up Month | 3.71% | 15.82% |
| Avg. Down Month | -4.8% | -9.18% |
| Win Days % | 44.4% | 51.27% |
| Win Month % | 55.26% | 60.98% |
| Win Week % | 46.15% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |