| Metric | 11379716:btcusd:triple_med_gx:lsma75_60 | 11379716:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 3.51% | 188.02% |
| Max Drawdown | -18.52% | -67.18% |
| Sharpe | 0.07 | 0.42 |
| Sortino | 0.11 | 0.61 |
| Payoff Ratio | 1.25 | 1.21 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.53 | 0.67 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 62.42 | 3.12 |
| Outlier Loss Ratio | 4.58 | 3.08 |
| Volatility (ann.) | 7.33% | 26.33% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.05 | 0.53 |
| Skew | 2.62 | 0.18 |
| Kurtosis | 101.57 | 6.34 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.08% | 2.49% |
| Expected Yearly % | 0.87% | 30.27% |
| Kelly Criterion | -5.66% | 11.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.24% |
| Expected Shortfall (cVaR) | -0.63% | -2.24% |
| Year | 11379716:BTCUSD | 11379716:btcusd:triple_med_gx:lsma75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.81 | 2.55 | -0.04 | + |
| 2023 | 155.54 | -4.84 | -0.03 | - |
| 2024 | 121.00 | 12.55 | 0.10 | - |
| 2025 | 30.14 | -5.76 | -0.19 | - |
| Metric | 11379716:btcusd:triple_med_gx:lsma75_60 | 11379716:BTCUSD |
|---|---|---|
| MTD | 0.65% | 13.36% |
| 3M | 2.96% | 45.08% |
| 6M | -4.89% | 28.47% |
| YTD | -5.76% | 30.14% |
| 1Y | 3.43% | 105.13% |
| 3Y (ann.) | -0.01% | 81.7% |
| 5Y (ann.) | 1.0% | 35.5% |
| Metric | 11379716:btcusd:triple_med_gx:lsma75_60 | 11379716:BTCUSD |
|---|---|---|
| Max Drawdown | -18.52% | -67.18% |
| Longest DD Days | 995.0 | 683.0 |
| Avg. Drawdown | -5.97% | -7.5% |
| Avg. Drawdown Days | 154.0 | 36.0 |
| Recovery Factor | 0.19 | 2.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-22 | 2024-12-11 | -18.52 | 995 |
| 2024-12-12 | 2025-07-14 | -16.60 | 213 |
| 2022-01-21 | 2022-02-15 | -9.98 | 24 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2022-03-21 | 2022-03-22 | -0.62 | 0 |
| 2022-03-21 | 2022-03-21 | -0.18 | 0 |
| 2022-03-07 | 2022-03-08 | -0.18 | 0 |
| Metric | 11379716:btcusd:triple_med_gx:lsma75_60 | 11379716:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 11.04% | 35.75% |
| Worst Week | -6.85% | -29.64% |
| Best Month | 16.94% | 43.77% |
| Worst Month | -8.92% | -37.12% |
| Best Year | 12.55% | 155.54% |
| Worst Year | -5.76% | -60.81% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.69% | -0.74% |
| Avg. Up Week | 2.59% | 6.59% |
| Avg. Down Week | -2.14% | -4.69% |
| Avg. Up Month | 5.15% | 16.18% |
| Avg. Down Month | -3.43% | -11.24% |
| Win Days % | 41.26% | 51.26% |
| Win Month % | 39.53% | 60.47% |
| Win Week % | 49.49% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |