| Metric | 11392875:btcusd:triple_med_gx:lsma75_105 | 11392875:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 9.51% | 152.36% |
| Max Drawdown | -22.54% | -67.18% |
| Sharpe | 0.12 | 0.4 |
| Sortino | 0.18 | 0.58 |
| Payoff Ratio | 1.13 | 1.06 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | NaN | 0.99 |
| Outlier Win Ratio | 68.64 | 3.0 |
| Outlier Loss Ratio | 2.87 | 2.89 |
| Volatility (ann.) | 8.55% | 26.27% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.12 | 0.48 |
| Skew | 0.83 | 0.18 |
| Kurtosis | 143.28 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.22% | 2.28% |
| Expected Yearly % | 2.3% | 26.04% |
| Kelly Criterion | 0.41% | 5.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.23% |
| Expected Shortfall (cVaR) | -0.73% | -2.23% |
| Year | 11392875:BTCUSD | 11392875:btcusd:triple_med_gx:lsma75_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 8.40 | -0.14 | + |
| 2023 | 155.54 | 4.47 | 0.03 | - |
| 2024 | 121.00 | -14.72 | -0.12 | - |
| 2025 | 16.76 | 13.40 | 0.80 | - |
| Metric | 11392875:btcusd:triple_med_gx:lsma75_105 | 11392875:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 9.65% | 31.46% |
| 6M | 13.4% | 12.77% |
| YTD | 13.4% | 16.76% |
| 1Y | 3.3% | 56.84% |
| 3Y (ann.) | 3.31% | 55.31% |
| 5Y (ann.) | 2.78% | 32.21% |
| Metric | 11392875:btcusd:triple_med_gx:lsma75_105 | 11392875:BTCUSD |
|---|---|---|
| Max Drawdown | -22.54% | -67.18% |
| Longest DD Days | 600.0 | 683.0 |
| Avg. Drawdown | -6.64% | -7.61% |
| Avg. Drawdown Days | 133.0 | 38.0 |
| Recovery Factor | 0.42 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-10-20 | 2025-06-11 | -22.54 | 600 |
| 2022-03-20 | 2022-11-10 | -10.76 | 235 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2022-11-11 | 2023-07-13 | -9.38 | 244 |
| 2023-07-14 | 2023-10-20 | -3.44 | 98 |
| 2022-02-26 | 2022-03-18 | -1.98 | 20 |
| 2022-02-23 | 2022-02-23 | -0.69 | 0 |
| 2022-02-22 | 2022-02-22 | -0.18 | 0 |
| 2022-03-19 | 2022-03-19 | -0.06 | 0 |
| Metric | 11392875:btcusd:triple_med_gx:lsma75_105 | 11392875:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.65% | 35.75% |
| Worst Week | -7.49% | -29.64% |
| Best Month | 9.65% | 43.77% |
| Worst Month | -7.49% | -37.12% |
| Best Year | 13.4% | 155.54% |
| Worst Year | -14.72% | -61.73% |
| Avg. Up Day | 1.07% | 1.09% |
| Avg. Down Day | -0.94% | -1.02% |
| Avg. Up Week | 2.64% | 7.22% |
| Avg. Down Week | -1.74% | -6.27% |
| Avg. Up Month | 4.41% | 11.34% |
| Avg. Down Month | -2.76% | -12.65% |
| Win Days % | 47.06% | 51.26% |
| Win Month % | 42.86% | 60.98% |
| Win Week % | 45.95% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |