| Metric | 11381173:btcusd:triple_med_gx:lsma75_65 | 11381173:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 27.33% | 199.65% |
| Max Drawdown | -7.36% | -67.18% |
| Sharpe | 0.39 | 0.44 |
| Sortino | 0.69 | 0.64 |
| Payoff Ratio | 1.42 | 1.14 |
| Profit Factor | 1.34 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.86 | 0.63 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 116.16 | 2.79 |
| Outlier Loss Ratio | 4.23 | 2.59 |
| Volatility (ann.) | 4.84% | 26.34% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.01 | 0.57 |
| Skew | 6.3 | 0.2 |
| Kurtosis | 183.02 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.65% |
| Expected Yearly % | 6.23% | 31.57% |
| Kelly Criterion | 6.31% | 8.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.24% |
| Expected Shortfall (cVaR) | -0.41% | -2.24% |
| Year | 11381173:BTCUSD | 11381173:btcusd:triple_med_gx:lsma75_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 5.79 | -0.11 | + |
| 2023 | 155.54 | 1.79 | 0.01 | - |
| 2024 | 121.00 | 12.83 | 0.11 | - |
| 2025 | 17.02 | 4.80 | 0.28 | - |
| Metric | 11381173:btcusd:triple_med_gx:lsma75_65 | 11381173:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 1.99% | 31.76% |
| 6M | 4.8% | 12.25% |
| YTD | 4.8% | 17.02% |
| 1Y | 8.15% | 57.19% |
| 3Y (ann.) | 9.26% | 55.42% |
| 5Y (ann.) | 7.43% | 38.5% |
| Metric | 11381173:btcusd:triple_med_gx:lsma75_65 | 11381173:BTCUSD |
|---|---|---|
| Max Drawdown | -7.36% | -67.18% |
| Longest DD Days | 327.0 | 683.0 |
| Avg. Drawdown | -2.25% | -6.29% |
| Avg. Drawdown Days | 66.0 | 31.0 |
| Recovery Factor | 3.71 | 2.97 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-02 | 2022-07-27 | -7.36 | 175 |
| 2023-08-04 | 2024-04-27 | -6.61 | 267 |
| 2022-07-28 | 2023-06-20 | -6.57 | 327 |
| 2024-07-07 | 2024-10-15 | -4.45 | 100 |
| 2024-11-07 | 2025-03-11 | -3.42 | 123 |
| 2024-04-28 | 2024-05-10 | -2.61 | 12 |
| 2025-03-12 | 2025-03-12 | -1.40 | 0 |
| 2024-05-12 | 2024-05-13 | -1.22 | 0 |
| 2025-03-12 | 2025-03-12 | -1.17 | 0 |
| 2025-05-15 | 2025-06-11 | -0.77 | 26 |
| Metric | 11381173:btcusd:triple_med_gx:lsma75_65 | 11381173:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -3.64% | -9.32% |
| Best Week | 9.23% | 35.75% |
| Worst Week | -5.37% | -29.64% |
| Best Month | 12.79% | 43.77% |
| Worst Month | -5.8% | -37.12% |
| Best Year | 12.83% | 155.54% |
| Worst Year | 1.79% | -54.66% |
| Avg. Up Day | 0.87% | 0.9% |
| Avg. Down Day | -0.61% | -0.79% |
| Avg. Up Week | 2.58% | 7.14% |
| Avg. Down Week | -2.0% | -3.81% |
| Avg. Up Month | 2.81% | 16.16% |
| Avg. Down Month | -3.14% | -16.75% |
| Win Days % | 45.0% | 51.27% |
| Win Month % | 61.29% | 61.9% |
| Win Week % | 55.81% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |