| Metric | 11376258:btcusd:triple_med_gx:lsma75_45 | 11376258:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 6.73% | 188.02% |
| Max Drawdown | -24.29% | -67.18% |
| Sharpe | 0.1 | 0.42 |
| Sortino | 0.14 | 0.61 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.46 | 1.06 |
| CPC Index | 0.54 | 0.6 |
| Tail Ratio | 1.4 | 0.99 |
| Outlier Win Ratio | 44.06 | 3.31 |
| Outlier Loss Ratio | 4.41 | 3.27 |
| Volatility (ann.) | 9.15% | 26.33% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.08 | 0.53 |
| Skew | 0.97 | 0.18 |
| Kurtosis | 64.41 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.15% | 2.49% |
| Expected Yearly % | 1.64% | 30.27% |
| Kelly Criterion | -3.28% | 6.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.24% |
| Expected Shortfall (cVaR) | -0.79% | -2.24% |
| Year | 11376258:BTCUSD | 11376258:btcusd:triple_med_gx:lsma75_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | 4.03 | -0.07 | + |
| 2023 | 155.54 | 10.20 | 0.07 | - |
| 2024 | 121.00 | -7.98 | -0.07 | - |
| 2025 | 30.14 | 1.17 | 0.04 | - |
| Metric | 11376258:btcusd:triple_med_gx:lsma75_45 | 11376258:BTCUSD |
|---|---|---|
| MTD | 1.44% | 13.36% |
| 3M | 4.77% | 45.08% |
| 6M | -2.6% | 28.47% |
| YTD | 1.17% | 30.14% |
| 1Y | 10.73% | 105.13% |
| 3Y (ann.) | 3.58% | 81.7% |
| 5Y (ann.) | 1.89% | 35.5% |
| Metric | 11376258:btcusd:triple_med_gx:lsma75_45 | 11376258:BTCUSD |
|---|---|---|
| Max Drawdown | -24.29% | -67.18% |
| Longest DD Days | 493.0 | 683.0 |
| Avg. Drawdown | -5.75% | -7.5% |
| Avg. Drawdown Days | 65.0 | 36.0 |
| Recovery Factor | 0.28 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-07 | 2025-07-14 | -24.29 | 493 |
| 2022-04-26 | 2022-11-23 | -21.90 | 210 |
| 2022-01-20 | 2022-03-25 | -14.89 | 63 |
| 2023-05-06 | 2023-09-03 | -8.27 | 120 |
| 2023-12-03 | 2024-03-06 | -8.01 | 94 |
| 2023-03-22 | 2023-05-02 | -4.70 | 41 |
| 2022-11-24 | 2023-01-20 | -4.62 | 57 |
| 2023-09-04 | 2023-11-28 | -4.31 | 85 |
| 2022-03-25 | 2022-04-01 | -2.72 | 7 |
| 2023-02-23 | 2023-03-22 | -2.50 | 27 |
| Metric | 11376258:btcusd:triple_med_gx:lsma75_45 | 11376258:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.68% | 35.75% |
| Worst Week | -9.17% | -29.64% |
| Best Month | 11.65% | 43.77% |
| Worst Month | -12.76% | -37.12% |
| Best Year | 10.2% | 155.54% |
| Worst Year | -7.98% | -60.81% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.73% | -0.79% |
| Avg. Up Week | 2.65% | 5.76% |
| Avg. Down Week | -2.1% | -4.01% |
| Avg. Up Month | 3.77% | 13.48% |
| Avg. Down Month | -5.16% | -11.79% |
| Win Days % | 44.69% | 51.26% |
| Win Month % | 53.49% | 60.47% |
| Win Week % | 45.22% | 51.61% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |