| Metric | 11396761:btcusd:triple_med_gx:lsma75_120 | 11396761:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 31.42% | 212.83% |
| Max Drawdown | -18.52% | -67.18% |
| Sharpe | 0.26 | 0.45 |
| Sortino | 0.39 | 0.65 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.36 | 1.08 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 41.73 | 3.38 |
| Outlier Loss Ratio | 4.16 | 3.29 |
| Volatility (ann.) | 9.22% | 26.12% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.44 | 0.58 |
| Skew | 1.52 | 0.2 |
| Kurtosis | 60.05 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.64% | 2.69% |
| Expected Yearly % | 7.07% | 32.99% |
| Kelly Criterion | 1.09% | 6.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.22% |
| Expected Shortfall (cVaR) | -0.79% | -2.22% |
| Year | 11396761:BTCUSD | 11396761:btcusd:triple_med_gx:lsma75_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 6.94 | -0.12 | + |
| 2023 | 155.54 | 14.04 | 0.09 | - |
| 2024 | 121.00 | 21.40 | 0.18 | - |
| 2025 | 27.10 | -11.23 | -0.41 | - |
| Metric | 11396761:btcusd:triple_med_gx:lsma75_120 | 11396761:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | -8.39% | 41.88% |
| 6M | -12.21% | 22.91% |
| YTD | -11.23% | 27.1% |
| 1Y | 6.36% | 82.29% |
| 3Y (ann.) | 9.23% | 77.48% |
| 5Y (ann.) | 8.22% | 39.04% |
| Metric | 11396761:btcusd:triple_med_gx:lsma75_120 | 11396761:BTCUSD |
|---|---|---|
| Max Drawdown | -18.52% | -67.18% |
| Longest DD Days | 405.0 | 683.0 |
| Avg. Drawdown | -3.48% | -6.44% |
| Avg. Drawdown Days | 46.0 | 32.0 |
| Recovery Factor | 1.7 | 3.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-11 | -18.52 | 405 |
| 2024-04-13 | 2024-11-06 | -17.91 | 207 |
| 2025-01-05 | 2025-07-17 | -13.18 | 193 |
| 2023-07-14 | 2024-01-08 | -11.02 | 178 |
| 2023-04-13 | 2023-05-05 | -4.85 | 21 |
| 2024-11-07 | 2024-12-11 | -4.41 | 33 |
| 2022-02-01 | 2022-02-28 | -3.95 | 26 |
| 2023-05-18 | 2023-06-16 | -3.33 | 29 |
| 2024-03-02 | 2024-03-31 | -2.36 | 29 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| Metric | 11396761:btcusd:triple_med_gx:lsma75_120 | 11396761:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.73% | 35.75% |
| Worst Week | -6.71% | -29.64% |
| Best Month | 15.93% | 43.77% |
| Worst Month | -9.05% | -37.12% |
| Best Year | 21.4% | 155.54% |
| Worst Year | -11.23% | -56.42% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 2.89% | 7.89% |
| Avg. Down Week | -2.04% | -3.61% |
| Avg. Up Month | 5.22% | 14.08% |
| Avg. Down Month | -3.43% | -12.09% |
| Win Days % | 47.14% | 51.31% |
| Win Month % | 51.28% | 62.79% |
| Win Week % | 47.13% | 51.63% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 75.0% | 75.0% |