| Metric | 11396486:btcusd:triple_med_gx:lsma75_120 | 11396486:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 30.82% | 187.39% |
| Max Drawdown | -18.24% | -67.18% |
| Sharpe | 0.29 | 0.43 |
| Sortino | 0.46 | 0.62 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 0.73 | 1.06 |
| CPC Index | 0.65 | 0.66 |
| Tail Ratio | 0.64 | 0.99 |
| Outlier Win Ratio | 53.53 | 3.22 |
| Outlier Loss Ratio | 4.32 | 3.05 |
| Volatility (ann.) | 7.87% | 26.35% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.46 | 0.55 |
| Skew | 1.94 | 0.2 |
| Kurtosis | 82.94 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.55% |
| Expected Yearly % | 6.95% | 30.2% |
| Kelly Criterion | 2.98% | 10.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.24% |
| Expected Shortfall (cVaR) | -0.67% | -2.24% |
| Year | 11396486:BTCUSD | 11396486:btcusd:triple_med_gx:lsma75_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 22.82 | -0.40 | + |
| 2023 | 155.54 | -3.35 | -0.02 | - |
| 2024 | 121.00 | 11.75 | 0.10 | - |
| 2025 | 16.76 | -1.38 | -0.08 | - |
| Metric | 11396486:btcusd:triple_med_gx:lsma75_120 | 11396486:BTCUSD |
|---|---|---|
| MTD | 2.71% | 4.16% |
| 3M | -2.0% | 31.46% |
| 6M | 3.17% | 12.77% |
| YTD | -1.38% | 16.76% |
| 1Y | 5.47% | 56.84% |
| 3Y (ann.) | 3.13% | 55.31% |
| 5Y (ann.) | 8.32% | 36.89% |
| Metric | 11396486:btcusd:triple_med_gx:lsma75_120 | 11396486:BTCUSD |
|---|---|---|
| Max Drawdown | -18.24% | -67.18% |
| Longest DD Days | 801.0 | 683.0 |
| Avg. Drawdown | -2.95% | -6.61% |
| Avg. Drawdown Days | 48.0 | 33.0 |
| Recovery Factor | 1.69 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2024-12-06 | -18.24 | 801 |
| 2025-03-06 | 2025-06-11 | -9.78 | 97 |
| 2024-12-09 | 2024-12-11 | -6.60 | 2 |
| 2022-05-18 | 2022-06-23 | -5.75 | 36 |
| 2022-04-17 | 2022-04-18 | -3.80 | 1 |
| 2022-08-30 | 2022-09-27 | -3.56 | 27 |
| 2022-08-06 | 2022-08-29 | -3.02 | 23 |
| 2025-01-04 | 2025-02-14 | -2.92 | 41 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| Metric | 11396486:btcusd:triple_med_gx:lsma75_120 | 11396486:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 17.4% | 35.75% |
| Worst Week | -5.38% | -29.64% |
| Best Month | 14.32% | 43.77% |
| Worst Month | -11.52% | -37.12% |
| Best Year | 22.82% | 155.54% |
| Worst Year | -3.35% | -56.42% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.66% | -0.69% |
| Avg. Up Week | 2.05% | 6.85% |
| Avg. Down Week | -1.7% | -2.9% |
| Avg. Up Month | 3.6% | 16.03% |
| Avg. Down Month | -3.34% | -9.41% |
| Win Days % | 46.59% | 51.28% |
| Win Month % | 57.89% | 61.9% |
| Win Week % | 47.89% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |