| Metric | 11381075:btcusd:triple_med_gx:lsma40_65 | 11381075:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 24.27% | 168.36% |
| Max Drawdown | -17.76% | -67.18% |
| Sharpe | 0.22 | 0.41 |
| Sortino | 0.33 | 0.59 |
| Payoff Ratio | 1.25 | 1.19 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.3 | 1.05 |
| CPC Index | 0.61 | 0.65 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 44.28 | 3.33 |
| Outlier Loss Ratio | 3.93 | 3.35 |
| Volatility (ann.) | 9.51% | 26.51% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.37 | 0.5 |
| Skew | 1.53 | 0.19 |
| Kurtosis | 60.3 | 6.28 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.52% | 2.38% |
| Expected Yearly % | 5.58% | 27.99% |
| Kelly Criterion | -0.14% | 10.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.25% |
| Expected Shortfall (cVaR) | -0.81% | -2.25% |
| Year | 11381075:BTCUSD | 11381075:btcusd:triple_med_gx:lsma40_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | 16.01 | -0.27 | + |
| 2023 | 155.54 | -5.73 | -0.04 | - |
| 2024 | 121.00 | 27.48 | 0.23 | - |
| 2025 | 17.02 | -10.86 | -0.64 | - |
| Metric | 11381075:btcusd:triple_med_gx:lsma40_65 | 11381075:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.11% | 31.76% |
| 6M | -11.87% | 12.25% |
| YTD | -10.86% | 17.02% |
| 1Y | 2.13% | 57.19% |
| 3Y (ann.) | 8.29% | 55.42% |
| 5Y (ann.) | 6.62% | 33.81% |
| Metric | 11381075:btcusd:triple_med_gx:lsma40_65 | 11381075:BTCUSD |
|---|---|---|
| Max Drawdown | -17.76% | -67.18% |
| Longest DD Days | 602.0 | 683.0 |
| Avg. Drawdown | -5.25% | -7.27% |
| Avg. Drawdown Days | 77.0 | 35.0 |
| Recovery Factor | 1.37 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-11 | 2024-04-04 | -17.76 | 602 |
| 2022-03-09 | 2022-07-27 | -13.95 | 140 |
| 2025-01-14 | 2025-06-11 | -12.37 | 147 |
| 2024-04-15 | 2024-11-06 | -11.06 | 204 |
| 2024-11-21 | 2025-01-14 | -5.45 | 53 |
| 2022-01-21 | 2022-02-15 | -5.25 | 24 |
| 2022-08-08 | 2022-08-11 | -5.23 | 2 |
| 2024-04-04 | 2024-04-14 | -3.50 | 10 |
| 2022-02-16 | 2022-03-09 | -2.55 | 21 |
| 2022-07-28 | 2022-08-08 | -2.15 | 10 |
| Metric | 11381075:btcusd:triple_med_gx:lsma40_65 | 11381075:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.36% | 35.75% |
| Worst Week | -10.81% | -29.64% |
| Best Month | 25.23% | 43.77% |
| Worst Month | -5.74% | -37.12% |
| Best Year | 27.48% | 155.54% |
| Worst Year | -10.86% | -59.39% |
| Avg. Up Day | 1.03% | 1.05% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 4.05% | 5.97% |
| Avg. Down Week | -2.42% | -6.09% |
| Avg. Up Month | 5.56% | 15.82% |
| Avg. Down Month | -3.81% | -11.47% |
| Win Days % | 44.43% | 51.22% |
| Win Month % | 45.0% | 59.52% |
| Win Week % | 46.43% | 50.83% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |