| Metric | 11384202:btcusd:triple_med_gx:lsma70_75 | 11384202:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 17.49% | 196.26% |
| Max Drawdown | -10.72% | -67.18% |
| Sharpe | 0.3 | 0.44 |
| Sortino | 0.49 | 0.63 |
| Payoff Ratio | 1.49 | 0.97 |
| Profit Factor | 1.51 | 1.07 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.01 | 0.54 |
| Tail Ratio | NaN | 1.0 |
| Outlier Win Ratio | 202.75 | 2.41 |
| Outlier Loss Ratio | 3.48 | 2.49 |
| Volatility (ann.) | 4.26% | 26.03% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.45 | 0.56 |
| Skew | 4.43 | 0.18 |
| Kurtosis | 530.92 | 6.58 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.62% |
| Expected Yearly % | 4.11% | 31.19% |
| Kelly Criterion | 8.01% | 1.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -2.21% |
| Expected Shortfall (cVaR) | -0.36% | -2.21% |
| Year | 11384202:BTCUSD | 11384202:btcusd:triple_med_gx:lsma70_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 15.97 | -0.27 | + |
| 2023 | 155.54 | 0.61 | 0.00 | - |
| 2024 | 121.00 | -2.77 | -0.02 | - |
| 2025 | 27.10 | 3.57 | 0.13 | - |
| Metric | 11384202:btcusd:triple_med_gx:lsma70_75 | 11384202:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | -1.1% | 41.88% |
| 6M | 3.57% | 22.91% |
| YTD | 3.57% | 27.1% |
| 1Y | 3.49% | 82.29% |
| 3Y (ann.) | 2.58% | 77.48% |
| 5Y (ann.) | 4.84% | 37.53% |
| Metric | 11384202:btcusd:triple_med_gx:lsma70_75 | 11384202:BTCUSD |
|---|---|---|
| Max Drawdown | -10.72% | -67.18% |
| Longest DD Days | 1023.0 | 683.0 |
| Avg. Drawdown | -2.35% | -6.96% |
| Avg. Drawdown Days | 183.0 | 36.0 |
| Recovery Factor | 1.63 | 2.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2025-07-17 | -10.72 | 1023 |
| 2022-04-08 | 2022-06-15 | -1.93 | 68 |
| 2022-08-06 | 2022-08-12 | -0.90 | 6 |
| 2022-08-05 | 2022-08-05 | -0.18 | 0 |
| 2022-09-26 | 2022-09-26 | -0.18 | 0 |
| 2022-02-22 | 2022-02-22 | -0.18 | 0 |
| Metric | 11384202:btcusd:triple_med_gx:lsma70_75 | 11384202:BTCUSD |
|---|---|---|
| Best Day | 6.9% | 9.33% |
| Worst Day | -6.55% | -9.32% |
| Best Week | 6.33% | 35.75% |
| Worst Week | -5.35% | -29.64% |
| Best Month | 6.33% | 43.77% |
| Worst Month | -2.79% | -37.12% |
| Best Year | 15.97% | 155.54% |
| Worst Year | -2.77% | -58.73% |
| Avg. Up Day | 1.14% | 1.2% |
| Avg. Down Day | -0.77% | -1.24% |
| Avg. Up Week | 2.19% | 4.95% |
| Avg. Down Week | -1.01% | -3.71% |
| Avg. Up Month | 1.44% | 11.08% |
| Avg. Down Month | -0.98% | -8.71% |
| Win Days % | 45.0% | 51.32% |
| Win Month % | 48.15% | 61.9% |
| Win Week % | 50.0% | 51.1% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 75.0% | 75.0% |