| Metric | 11403077:btcusd:triple_med_gx:lsma75_140 | 11403077:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -5.78% | 161.99% |
| Max Drawdown | -26.03% | -67.18% |
| Sharpe | -0.01 | 0.41 |
| Sortino | -0.01 | 0.59 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.0 | 1.07 |
| Common Sense Ratio | 1.01 | 1.06 |
| CPC Index | 0.49 | 0.58 |
| Tail Ratio | 1.01 | 0.99 |
| Outlier Win Ratio | 48.1 | 3.2 |
| Outlier Loss Ratio | 4.12 | 3.16 |
| Volatility (ann.) | 8.76% | 26.28% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.07 | 0.5 |
| Skew | 2.28 | 0.18 |
| Kurtosis | 80.68 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.15% | 2.38% |
| Expected Yearly % | -1.48% | 27.22% |
| Kelly Criterion | -4.3% | 5.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.23% |
| Expected Shortfall (cVaR) | -0.75% | -2.23% |
| Year | 11403077:BTCUSD | 11403077:btcusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -0.27 | 0.00 | + |
| 2023 | 155.54 | 7.34 | 0.05 | - |
| 2024 | 121.00 | -12.51 | -0.10 | - |
| 2025 | 16.76 | 0.59 | 0.04 | - |
| Metric | 11403077:btcusd:triple_med_gx:lsma75_140 | 11403077:BTCUSD |
|---|---|---|
| MTD | 3.76% | 4.16% |
| 3M | 6.03% | 31.46% |
| 6M | -1.2% | 12.77% |
| YTD | 0.59% | 16.76% |
| 1Y | -19.09% | 56.84% |
| 3Y (ann.) | -4.66% | 55.31% |
| 5Y (ann.) | -1.76% | 33.33% |
| Metric | 11403077:btcusd:triple_med_gx:lsma75_140 | 11403077:BTCUSD |
|---|---|---|
| Max Drawdown | -26.03% | -67.18% |
| Longest DD Days | 448.0 | 683.0 |
| Avg. Drawdown | -6.67% | -6.97% |
| Avg. Drawdown Days | 95.0 | 36.0 |
| Recovery Factor | -0.22 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-06-11 | -26.03 | 436 |
| 2022-04-21 | 2023-07-13 | -19.46 | 448 |
| 2023-10-16 | 2024-03-25 | -7.71 | 160 |
| 2022-03-06 | 2022-04-20 | -7.08 | 45 |
| 2023-07-14 | 2023-08-29 | -5.64 | 46 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11403077:btcusd:triple_med_gx:lsma75_140 | 11403077:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 11.4% | 35.75% |
| Worst Week | -7.87% | -29.64% |
| Best Month | 10.47% | 43.77% |
| Worst Month | -16.32% | -37.12% |
| Best Year | 7.34% | 155.54% |
| Worst Year | -12.51% | -60.27% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 2.54% | 7.92% |
| Avg. Down Week | -2.98% | -2.99% |
| Avg. Up Month | 4.11% | 12.33% |
| Avg. Down Month | -4.66% | -9.92% |
| Win Days % | 46.13% | 51.27% |
| Win Month % | 47.37% | 60.98% |
| Win Week % | 51.95% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |