| Metric | 11383657:btcusd:triple_med_gx:lsma25_75 | 11383657:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 53.2% | 205.34% |
| Max Drawdown | -27.52% | -67.18% |
| Sharpe | 0.34 | 0.44 |
| Sortino | 0.51 | 0.65 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.55 | 1.06 |
| CPC Index | 0.64 | 0.63 |
| Tail Ratio | 1.36 | 0.99 |
| Outlier Win Ratio | 32.33 | 3.42 |
| Outlier Loss Ratio | 3.91 | 3.43 |
| Volatility (ann.) | 11.26% | 26.45% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.49 | 0.58 |
| Skew | 1.59 | 0.2 |
| Kurtosis | 50.61 | 6.31 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.02% | 2.69% |
| Expected Yearly % | 11.25% | 32.19% |
| Kelly Criterion | 3.53% | 8.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.25% |
| Expected Shortfall (cVaR) | -0.96% | -2.25% |
| Year | 11383657:BTCUSD | 11383657:btcusd:triple_med_gx:lsma25_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | 8.97 | -0.17 | + |
| 2023 | 155.54 | 2.39 | 0.02 | - |
| 2024 | 121.00 | 35.15 | 0.29 | - |
| 2025 | 17.02 | 1.59 | 0.09 | - |
| Metric | 11383657:btcusd:triple_med_gx:lsma25_75 | 11383657:BTCUSD |
|---|---|---|
| MTD | -0.23% | 4.4% |
| 3M | 2.54% | 31.76% |
| 6M | 4.67% | 12.25% |
| YTD | 1.59% | 17.02% |
| 1Y | 18.72% | 57.19% |
| 3Y (ann.) | 10.78% | 55.42% |
| 5Y (ann.) | 13.42% | 39.05% |
| Metric | 11383657:btcusd:triple_med_gx:lsma25_75 | 11383657:BTCUSD |
|---|---|---|
| Max Drawdown | -27.52% | -67.18% |
| Longest DD Days | 602.0 | 683.0 |
| Avg. Drawdown | -5.26% | -6.27% |
| Avg. Drawdown Days | 52.0 | 29.0 |
| Recovery Factor | 1.93 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-19 | 2024-12-11 | -27.52 | 602 |
| 2022-07-28 | 2023-03-13 | -20.13 | 227 |
| 2022-06-06 | 2022-07-16 | -11.28 | 40 |
| 2022-03-09 | 2022-06-06 | -8.67 | 88 |
| 2025-01-15 | 2025-05-21 | -8.60 | 126 |
| 2022-01-24 | 2022-01-24 | -7.11 | 0 |
| 2024-12-12 | 2025-01-10 | -6.91 | 28 |
| 2025-01-10 | 2025-01-14 | -5.10 | 3 |
| 2025-05-29 | 2025-06-11 | -5.01 | 13 |
| 2022-02-16 | 2022-03-09 | -4.45 | 21 |
| Metric | 11383657:btcusd:triple_med_gx:lsma25_75 | 11383657:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 14.46% | 35.75% |
| Worst Week | -11.42% | -29.64% |
| Best Month | 24.26% | 43.77% |
| Worst Month | -11.34% | -37.12% |
| Best Year | 35.15% | 155.54% |
| Worst Year | 1.59% | -53.8% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 3.72% | 6.22% |
| Avg. Down Week | -2.7% | -6.43% |
| Avg. Up Month | 8.08% | 20.01% |
| Avg. Down Month | -4.09% | -12.63% |
| Win Days % | 47.72% | 51.28% |
| Win Month % | 42.86% | 61.9% |
| Win Week % | 54.95% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |