| Metric | 11395472:btcusd:triple_med_gx:lsma75_115 | 11395472:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 42.76% | 189.3% |
| Max Drawdown | -38.4% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.36 | 0.63 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.14 | 1.06 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 17.69 | 4.05 |
| Outlier Loss Ratio | 4.09 | 4.04 |
| Volatility (ann.) | 16.82% | 26.34% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.29 | 0.55 |
| Skew | 1.04 | 0.2 |
| Kurtosis | 28.5 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.85% | 2.56% |
| Expected Yearly % | 9.31% | 30.42% |
| Kelly Criterion | 1.73% | 3.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.24% |
| Expected Shortfall (cVaR) | -1.44% | -2.24% |
| Year | 11395472:BTCUSD | 11395472:btcusd:triple_med_gx:lsma75_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -24.60 | 0.44 | + |
| 2023 | 155.54 | 46.15 | 0.30 | - |
| 2024 | 121.00 | 18.43 | 0.15 | - |
| 2025 | 16.76 | 9.38 | 0.56 | - |
| Metric | 11395472:btcusd:triple_med_gx:lsma75_115 | 11395472:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 7.18% | 31.46% |
| 6M | 10.19% | 12.77% |
| YTD | 9.38% | 16.76% |
| 1Y | 12.12% | 56.84% |
| 3Y (ann.) | 18.98% | 55.31% |
| 5Y (ann.) | 11.15% | 37.09% |
| Metric | 11395472:btcusd:triple_med_gx:lsma75_115 | 11395472:BTCUSD |
|---|---|---|
| Max Drawdown | -38.4% | -67.18% |
| Longest DD Days | 599.0 | 683.0 |
| Avg. Drawdown | -7.56% | -6.63% |
| Avg. Drawdown Days | 51.0 | 33.0 |
| Recovery Factor | 1.11 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-20 | 2023-11-09 | -38.40 | 599 |
| 2024-04-23 | 2024-12-05 | -27.27 | 226 |
| 2025-03-03 | 2025-06-11 | -20.32 | 100 |
| 2022-02-02 | 2022-02-28 | -18.17 | 26 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-01-09 | 2024-01-27 | -7.46 | 18 |
| 2024-04-15 | 2024-04-22 | -7.34 | 6 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-03-02 | 2024-03-20 | -6.25 | 18 |
| Metric | 11395472:btcusd:triple_med_gx:lsma75_115 | 11395472:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 13.71% | 43.77% |
| Worst Month | -12.77% | -37.12% |
| Best Year | 46.15% | 155.54% |
| Worst Year | -24.6% | -56.13% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 3.88% | 6.24% |
| Avg. Down Week | -3.09% | -4.77% |
| Avg. Up Month | 4.86% | 13.6% |
| Avg. Down Month | -4.93% | -12.45% |
| Win Days % | 49.66% | 51.25% |
| Win Month % | 58.97% | 61.9% |
| Win Week % | 51.38% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |