| Metric | 11378702:btcusd:triple_med_gx:lsma75_55 | 11378702:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 8.91% | 239.56% |
| Max Drawdown | -20.45% | -67.18% |
| Sharpe | 0.12 | 0.47 |
| Sortino | 0.17 | 0.68 |
| Payoff Ratio | 1.2 | 1.15 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 0.42 | 1.07 |
| CPC Index | 0.57 | 0.64 |
| Tail Ratio | 0.4 | 0.99 |
| Outlier Win Ratio | 54.68 | 3.27 |
| Outlier Loss Ratio | 3.9 | 3.07 |
| Volatility (ann.) | 8.29% | 26.24% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.12 | 0.63 |
| Skew | 0.76 | 0.2 |
| Kurtosis | 73.13 | 6.39 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.2% | 2.88% |
| Expected Yearly % | 2.16% | 35.75% |
| Kelly Criterion | -1.3% | 8.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.23% |
| Expected Shortfall (cVaR) | -0.71% | -2.23% |
| Year | 11378702:BTCUSD | 11378702:btcusd:triple_med_gx:lsma75_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 11.47 | -0.21 | + |
| 2023 | 155.54 | 7.22 | 0.05 | - |
| 2024 | 121.00 | -3.19 | -0.03 | - |
| 2025 | 30.14 | -5.87 | -0.19 | - |
| Metric | 11378702:btcusd:triple_med_gx:lsma75_55 | 11378702:BTCUSD |
|---|---|---|
| MTD | 3.81% | 13.36% |
| 3M | 1.01% | 45.08% |
| 6M | -10.03% | 28.47% |
| YTD | -5.87% | 30.14% |
| 1Y | -0.83% | 105.13% |
| 3Y (ann.) | -0.46% | 81.7% |
| 5Y (ann.) | 2.49% | 42.14% |
| Metric | 11378702:btcusd:triple_med_gx:lsma75_55 | 11378702:BTCUSD |
|---|---|---|
| Max Drawdown | -20.45% | -67.18% |
| Longest DD Days | 472.0 | 683.0 |
| Avg. Drawdown | -3.86% | -6.05% |
| Avg. Drawdown Days | 59.0 | 29.0 |
| Recovery Factor | 0.44 | 3.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-29 | 2025-07-14 | -20.45 | 472 |
| 2022-05-20 | 2022-10-23 | -15.94 | 156 |
| 2023-04-30 | 2023-08-29 | -7.66 | 120 |
| 2022-10-24 | 2023-02-17 | -5.73 | 116 |
| 2023-04-07 | 2023-04-07 | -4.51 | 0 |
| 2023-10-20 | 2024-01-08 | -3.72 | 80 |
| 2024-01-28 | 2024-03-28 | -3.54 | 60 |
| 2022-03-20 | 2022-04-20 | -3.14 | 31 |
| 2023-08-29 | 2023-10-20 | -2.02 | 51 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11378702:btcusd:triple_med_gx:lsma75_55 | 11378702:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.38% | 35.75% |
| Worst Week | -8.34% | -29.64% |
| Best Month | 14.62% | 43.77% |
| Worst Month | -10.83% | -37.12% |
| Best Year | 11.47% | 155.54% |
| Worst Year | -5.87% | -53.8% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 2.4% | 6.75% |
| Avg. Down Week | -1.98% | -3.19% |
| Avg. Up Month | 2.96% | 11.23% |
| Avg. Down Month | -3.98% | -8.98% |
| Win Days % | 44.76% | 51.3% |
| Win Month % | 52.38% | 62.79% |
| Win Week % | 50.54% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |