| Metric | 11371914:btcusd:triple_med_gx:lsma75_20 | 11371914:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 29.35% | 237.48% |
| Max Drawdown | -18.27% | -67.18% |
| Sharpe | 0.26 | 0.47 |
| Sortino | 0.39 | 0.68 |
| Payoff Ratio | 1.2 | 1.12 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.3 | 1.08 |
| CPC Index | 0.62 | 0.62 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 45.25 | 3.3 |
| Outlier Loss Ratio | 4.12 | 3.11 |
| Volatility (ann.) | 8.64% | 26.13% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.42 | 0.63 |
| Skew | 1.63 | 0.2 |
| Kurtosis | 71.84 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.6% | 2.87% |
| Expected Yearly % | 6.65% | 35.54% |
| Kelly Criterion | 2.0% | 7.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.22% |
| Expected Shortfall (cVaR) | -0.74% | -2.22% |
| Year | 11371914:BTCUSD | 11371914:btcusd:triple_med_gx:lsma75_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 14.95 | -0.28 | + |
| 2023 | 155.54 | 4.99 | 0.03 | - |
| 2024 | 121.00 | 18.77 | 0.16 | - |
| 2025 | 30.14 | -9.76 | -0.32 | - |
| Metric | 11371914:btcusd:triple_med_gx:lsma75_20 | 11371914:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -1.21% | 45.08% |
| 6M | -10.31% | 28.47% |
| YTD | -9.76% | 30.14% |
| 1Y | -8.01% | 105.13% |
| 3Y (ann.) | 1.04% | 81.7% |
| 5Y (ann.) | 7.72% | 42.08% |
| Metric | 11371914:btcusd:triple_med_gx:lsma75_20 | 11371914:BTCUSD |
|---|---|---|
| Max Drawdown | -18.27% | -67.18% |
| Longest DD Days | 648.0 | 683.0 |
| Avg. Drawdown | -3.3% | -5.84% |
| Avg. Drawdown Days | 54.0 | 29.0 |
| Recovery Factor | 1.61 | 3.54 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-29 | 2025-07-14 | -18.27 | 257 |
| 2022-04-21 | 2024-01-29 | -15.20 | 648 |
| 2024-04-23 | 2024-10-15 | -10.91 | 175 |
| 2022-02-01 | 2022-02-28 | -5.37 | 26 |
| 2024-02-29 | 2024-04-10 | -5.00 | 41 |
| 2022-03-02 | 2022-03-18 | -3.12 | 16 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-01-28 | 2022-01-28 | -2.08 | 0 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11371914:btcusd:triple_med_gx:lsma75_20 | 11371914:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 16.02% | 35.75% |
| Worst Week | -7.15% | -29.64% |
| Best Month | 10.78% | 43.77% |
| Worst Month | -9.55% | -37.12% |
| Best Year | 18.77% | 155.54% |
| Worst Year | -9.76% | -54.08% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 2.63% | 7.69% |
| Avg. Down Week | -1.4% | -3.01% |
| Avg. Up Month | 3.87% | 11.94% |
| Avg. Down Month | -2.52% | -9.17% |
| Win Days % | 46.63% | 51.31% |
| Win Month % | 47.62% | 62.79% |
| Win Week % | 46.43% | 51.89% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 75.0% | 75.0% |