| Metric | 11373620:btcusd:triple_med_gx:lsma75_30 | 11373620:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 11.64% | 237.48% |
| Max Drawdown | -23.41% | -67.18% |
| Sharpe | 0.14 | 0.47 |
| Sortino | 0.2 | 0.68 |
| Payoff Ratio | 1.17 | 1.1 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.12 | 1.08 |
| CPC Index | 0.57 | 0.61 |
| Tail Ratio | 1.05 | 1.0 |
| Outlier Win Ratio | 50.57 | 3.24 |
| Outlier Loss Ratio | 4.12 | 3.08 |
| Volatility (ann.) | 8.08% | 26.13% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.14 | 0.63 |
| Skew | 0.24 | 0.2 |
| Kurtosis | 66.38 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.26% | 2.87% |
| Expected Yearly % | 2.79% | 35.54% |
| Kelly Criterion | -0.89% | 7.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.22% |
| Expected Shortfall (cVaR) | -0.69% | -2.22% |
| Year | 11373620:BTCUSD | 11373620:btcusd:triple_med_gx:lsma75_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 14.54 | -0.27 | + |
| 2023 | 155.54 | 9.25 | 0.06 | - |
| 2024 | 121.00 | 0.82 | 0.01 | - |
| 2025 | 30.14 | -11.51 | -0.38 | - |
| Metric | 11373620:btcusd:triple_med_gx:lsma75_30 | 11373620:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -3.27% | 45.08% |
| 6M | -11.84% | 28.47% |
| YTD | -11.51% | 30.14% |
| 1Y | -11.77% | 105.13% |
| 3Y (ann.) | -1.11% | 81.7% |
| 5Y (ann.) | 3.23% | 42.08% |
| Metric | 11373620:btcusd:triple_med_gx:lsma75_30 | 11373620:BTCUSD |
|---|---|---|
| Max Drawdown | -23.41% | -67.18% |
| Longest DD Days | 458.0 | 683.0 |
| Avg. Drawdown | -3.3% | -5.84% |
| Avg. Drawdown Days | 48.0 | 29.0 |
| Recovery Factor | 0.5 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-12 | 2025-07-14 | -23.41 | 458 |
| 2022-04-21 | 2022-06-25 | -10.11 | 65 |
| 2022-11-18 | 2023-08-29 | -8.86 | 283 |
| 2023-08-29 | 2023-10-20 | -6.05 | 51 |
| 2022-06-26 | 2022-10-25 | -5.69 | 121 |
| 2022-02-01 | 2022-03-01 | -5.37 | 27 |
| 2024-02-29 | 2024-04-10 | -4.17 | 41 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| 2022-03-02 | 2022-03-18 | -2.81 | 16 |
| Metric | 11373620:btcusd:triple_med_gx:lsma75_30 | 11373620:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 6.08% | 35.75% |
| Worst Week | -11.51% | -29.64% |
| Best Month | 10.24% | 43.77% |
| Worst Month | -8.4% | -37.12% |
| Best Year | 14.54% | 155.54% |
| Worst Year | -11.51% | -54.08% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 2.51% | 8.02% |
| Avg. Down Week | -1.76% | -2.8% |
| Avg. Up Month | 3.44% | 10.99% |
| Avg. Down Month | -2.87% | -9.09% |
| Win Days % | 45.54% | 51.31% |
| Win Month % | 48.72% | 62.79% |
| Win Week % | 47.37% | 51.89% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 75.0% | 75.0% |