| Metric | 11371932:btcusd:triple_med_gx:lsma75_20 | 11371932:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 6.47% | 233.23% |
| Max Drawdown | -24.09% | -67.18% |
| Sharpe | 0.1 | 0.46 |
| Sortino | 0.14 | 0.67 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.04 | 1.08 |
| CPC Index | 0.54 | 0.61 |
| Tail Ratio | 1.0 | 1.0 |
| Outlier Win Ratio | 47.83 | 3.3 |
| Outlier Loss Ratio | 4.13 | 3.17 |
| Volatility (ann.) | 8.38% | 26.12% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.08 | 0.62 |
| Skew | 0.78 | 0.2 |
| Kurtosis | 55.12 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.15% | 2.84% |
| Expected Yearly % | 1.58% | 35.11% |
| Kelly Criterion | -2.42% | 7.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.22% |
| Expected Shortfall (cVaR) | -0.72% | -2.22% |
| Year | 11371932:BTCUSD | 11371932:btcusd:triple_med_gx:lsma75_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 5.01 | -0.09 | + |
| 2023 | 155.54 | 9.11 | 0.06 | - |
| 2024 | 121.00 | 9.99 | 0.08 | - |
| 2025 | 30.14 | -15.52 | -0.51 | - |
| Metric | 11371932:btcusd:triple_med_gx:lsma75_20 | 11371932:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -1.21% | 45.08% |
| 6M | -16.12% | 28.47% |
| YTD | -15.52% | 30.14% |
| 1Y | -12.44% | 105.13% |
| 3Y (ann.) | -0.67% | 81.7% |
| 5Y (ann.) | 1.83% | 41.6% |
| Metric | 11371932:btcusd:triple_med_gx:lsma75_20 | 11371932:BTCUSD |
|---|---|---|
| Max Drawdown | -24.09% | -67.18% |
| Longest DD Days | 458.0 | 683.0 |
| Avg. Drawdown | -4.54% | -6.05% |
| Avg. Drawdown Days | 70.0 | 31.0 |
| Recovery Factor | 0.27 | 3.47 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-12 | 2025-07-14 | -24.09 | 458 |
| 2022-04-21 | 2023-06-20 | -10.98 | 425 |
| 2023-08-29 | 2023-10-20 | -7.71 | 51 |
| 2022-03-02 | 2022-04-20 | -6.58 | 49 |
| 2023-10-21 | 2024-01-08 | -5.92 | 79 |
| 2022-02-01 | 2022-02-28 | -5.37 | 27 |
| 2023-07-29 | 2023-08-29 | -4.08 | 30 |
| 2024-02-29 | 2024-04-12 | -3.76 | 42 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11371932:btcusd:triple_med_gx:lsma75_20 | 11371932:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 9.2% | 35.75% |
| Worst Week | -7.15% | -29.64% |
| Best Month | 8.5% | 43.77% |
| Worst Month | -13.27% | -37.12% |
| Best Year | 9.99% | 155.54% |
| Worst Year | -15.52% | -54.66% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.73% | -0.75% |
| Avg. Up Week | 2.96% | 8.04% |
| Avg. Down Week | -1.96% | -2.55% |
| Avg. Up Month | 3.95% | 12.65% |
| Avg. Down Month | -3.83% | -10.31% |
| Win Days % | 45.83% | 51.3% |
| Win Month % | 47.5% | 62.79% |
| Win Week % | 42.86% | 51.89% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |