| Metric | 11389014:btcusd:triple_med_gx:lsma75_95 | 11389014:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -0.49% | 208.61% |
| Max Drawdown | -23.8% | -67.18% |
| Sharpe | 0.04 | 0.45 |
| Sortino | 0.05 | 0.65 |
| Payoff Ratio | 1.19 | 1.08 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 0.05 | 1.07 |
| CPC Index | 0.53 | 0.6 |
| Tail Ratio | 0.05 | 0.99 |
| Outlier Win Ratio | 58.72 | 3.16 |
| Outlier Loss Ratio | 3.84 | 3.02 |
| Volatility (ann.) | 8.07% | 26.38% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.01 | 0.59 |
| Skew | 1.69 | 0.2 |
| Kurtosis | 97.96 | 6.36 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.01% | 2.72% |
| Expected Yearly % | -0.12% | 32.54% |
| Kelly Criterion | -2.94% | 6.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.24% |
| Expected Shortfall (cVaR) | -0.69% | -2.24% |
| Year | 11389014:BTCUSD | 11389014:btcusd:triple_med_gx:lsma75_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 9.79 | -0.18 | + |
| 2023 | 155.54 | 3.07 | 0.02 | - |
| 2024 | 121.00 | -3.29 | -0.03 | - |
| 2025 | 17.02 | -9.07 | -0.53 | - |
| Metric | 11389014:btcusd:triple_med_gx:lsma75_95 | 11389014:BTCUSD |
|---|---|---|
| MTD | 1.22% | 4.4% |
| 3M | -3.1% | 31.76% |
| 6M | -5.62% | 12.25% |
| YTD | -9.07% | 17.02% |
| 1Y | -9.37% | 57.19% |
| 3Y (ann.) | -4.9% | 55.42% |
| 5Y (ann.) | -0.14% | 39.6% |
| Metric | 11389014:btcusd:triple_med_gx:lsma75_95 | 11389014:BTCUSD |
|---|---|---|
| Max Drawdown | -23.8% | -67.18% |
| Longest DD Days | 1179.0 | 683.0 |
| Avg. Drawdown | -5.13% | -6.33% |
| Avg. Drawdown Days | 241.0 | 31.0 |
| Recovery Factor | -0.02 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-20 | 2025-06-11 | -23.80 | 1179 |
| 2022-02-01 | 2022-02-28 | -1.32 | 26 |
| 2022-03-19 | 2022-03-19 | -0.20 | 0 |
| 2022-01-31 | 2022-01-31 | -0.18 | 0 |
| 2022-01-31 | 2022-02-01 | -0.15 | 0 |
| Metric | 11389014:btcusd:triple_med_gx:lsma75_95 | 11389014:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 17.0% | 35.75% |
| Worst Week | -7.91% | -29.64% |
| Best Month | 13.8% | 43.77% |
| Worst Month | -12.37% | -37.12% |
| Best Year | 9.79% | 155.54% |
| Worst Year | -9.07% | -53.3% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.75% | -0.85% |
| Avg. Up Week | 2.01% | 8.37% |
| Avg. Down Week | -2.28% | -4.12% |
| Avg. Up Month | 3.48% | 11.49% |
| Avg. Down Month | -3.63% | -10.89% |
| Win Days % | 44.17% | 51.28% |
| Win Month % | 51.22% | 61.9% |
| Win Week % | 45.68% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |