| Metric | 11393224:btcusd:triple_med_gx:lsma75_110 | 11393224:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 13.94% | 198.98% |
| Max Drawdown | -24.13% | -67.18% |
| Sharpe | 0.17 | 0.44 |
| Sortino | 0.25 | 0.64 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 0.28 | 1.07 |
| CPC Index | 0.6 | 0.65 |
| Tail Ratio | 0.26 | 0.99 |
| Outlier Win Ratio | 60.44 | 3.12 |
| Outlier Loss Ratio | 4.35 | 3.01 |
| Volatility (ann.) | 7.38% | 26.34% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.16 | 0.57 |
| Skew | 1.43 | 0.2 |
| Kurtosis | 99.21 | 6.43 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.31% | 2.64% |
| Expected Yearly % | 3.32% | 31.5% |
| Kelly Criterion | -0.09% | 9.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.24% |
| Expected Shortfall (cVaR) | -0.63% | -2.24% |
| Year | 11393224:BTCUSD | 11393224:btcusd:triple_med_gx:lsma75_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 17.12 | -0.31 | + |
| 2023 | 155.54 | -11.41 | -0.07 | - |
| 2024 | 121.00 | 0.55 | 0.00 | - |
| 2025 | 16.76 | 9.21 | 0.55 | - |
| Metric | 11393224:btcusd:triple_med_gx:lsma75_110 | 11393224:BTCUSD |
|---|---|---|
| MTD | 3.32% | 4.16% |
| 3M | 3.36% | 31.46% |
| 6M | 10.67% | 12.77% |
| YTD | 9.21% | 16.76% |
| 1Y | 1.04% | 56.84% |
| 3Y (ann.) | -1.84% | 55.31% |
| 5Y (ann.) | 3.95% | 38.4% |
| Metric | 11393224:btcusd:triple_med_gx:lsma75_110 | 11393224:BTCUSD |
|---|---|---|
| Max Drawdown | -24.13% | -67.18% |
| Longest DD Days | 988.0 | 683.0 |
| Avg. Drawdown | -3.54% | -6.29% |
| Avg. Drawdown Days | 98.0 | 31.0 |
| Recovery Factor | 0.58 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2025-06-11 | -24.13 | 988 |
| 2022-04-20 | 2022-09-27 | -6.30 | 160 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-17 | 2022-04-18 | -3.80 | 1 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2022-03-19 | 2022-04-16 | -0.42 | 28 |
| 2022-01-29 | 2022-01-29 | -0.41 | 0 |
| 2022-03-16 | 2022-03-16 | -0.36 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-03-15 | 2022-03-16 | -0.20 | 0 |
| Metric | 11393224:btcusd:triple_med_gx:lsma75_110 | 11393224:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.6% | 35.75% |
| Worst Week | -5.39% | -29.64% |
| Best Month | 11.66% | 43.77% |
| Worst Month | -11.48% | -37.12% |
| Best Year | 17.12% | 155.54% |
| Worst Year | -11.41% | -54.66% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.66% | -0.7% |
| Avg. Up Week | 2.18% | 7.04% |
| Avg. Down Week | -1.82% | -2.93% |
| Avg. Up Month | 3.26% | 15.87% |
| Avg. Down Month | -3.5% | -12.04% |
| Win Days % | 44.77% | 51.26% |
| Win Month % | 58.97% | 61.9% |
| Win Week % | 45.21% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |