| Metric | 11391724:btcusd:triple_med_gx:lsma75_105 | 11391724:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 12.55% | 202.8% |
| Max Drawdown | -22.71% | -67.18% |
| Sharpe | 0.16 | 0.44 |
| Sortino | 0.24 | 0.64 |
| Payoff Ratio | 1.23 | 1.17 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 0.05 | 1.07 |
| CPC Index | 0.6 | 0.65 |
| Tail Ratio | 0.05 | 0.99 |
| Outlier Win Ratio | 63.08 | 3.11 |
| Outlier Loss Ratio | 4.25 | 2.99 |
| Volatility (ann.) | 7.39% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.16 | 0.58 |
| Skew | 1.84 | 0.2 |
| Kurtosis | 102.74 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.28% | 2.67% |
| Expected Yearly % | 3.0% | 31.91% |
| Kelly Criterion | 0.09% | 9.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.24% |
| Expected Shortfall (cVaR) | -0.63% | -2.24% |
| Year | 11391724:BTCUSD | 11391724:btcusd:triple_med_gx:lsma75_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 21.79 | -0.40 | + |
| 2023 | 155.54 | -9.30 | -0.06 | - |
| 2024 | 121.00 | -1.71 | -0.01 | - |
| 2025 | 16.76 | 3.66 | 0.22 | - |
| Metric | 11391724:btcusd:triple_med_gx:lsma75_105 | 11391724:BTCUSD |
|---|---|---|
| MTD | 3.28% | 4.16% |
| 3M | 2.1% | 31.46% |
| 6M | 6.94% | 12.77% |
| YTD | 3.66% | 16.76% |
| 1Y | -0.4% | 56.84% |
| 3Y (ann.) | -1.22% | 55.31% |
| 5Y (ann.) | 3.57% | 38.89% |
| Metric | 11391724:btcusd:triple_med_gx:lsma75_105 | 11391724:BTCUSD |
|---|---|---|
| Max Drawdown | -22.71% | -67.18% |
| Longest DD Days | 988.0 | 683.0 |
| Avg. Drawdown | -4.59% | -6.06% |
| Avg. Drawdown Days | 134.0 | 30.0 |
| Recovery Factor | 0.55 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2025-06-11 | -22.71 | 988 |
| 2022-04-20 | 2022-08-29 | -7.46 | 131 |
| 2022-03-19 | 2022-04-18 | -3.97 | 30 |
| 2022-08-30 | 2022-09-27 | -3.56 | 27 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-01-29 | 2022-02-28 | -0.99 | 29 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-03-15 | 2022-03-16 | -0.18 | 0 |
| Metric | 11391724:btcusd:triple_med_gx:lsma75_105 | 11391724:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 15.28% | 35.75% |
| Worst Week | -5.72% | -29.64% |
| Best Month | 14.32% | 43.77% |
| Worst Month | -9.23% | -37.12% |
| Best Year | 21.79% | 155.54% |
| Worst Year | -9.3% | -54.08% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.66% | -0.71% |
| Avg. Up Week | 1.79% | 6.18% |
| Avg. Down Week | -1.59% | -2.94% |
| Avg. Up Month | 2.98% | 15.68% |
| Avg. Down Month | -3.0% | -9.13% |
| Win Days % | 44.86% | 51.27% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 44.59% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |