| Metric | 11397860:btcusd:triple_med_gx:lsma75_125 | 11397860:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 4.01% | 183.29% |
| Max Drawdown | -23.94% | -67.18% |
| Sharpe | 0.08 | 0.43 |
| Sortino | 0.12 | 0.62 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 0.28 | 1.06 |
| CPC Index | 0.54 | 0.63 |
| Tail Ratio | 0.27 | 0.99 |
| Outlier Win Ratio | 59.73 | 3.13 |
| Outlier Loss Ratio | 4.32 | 3.04 |
| Volatility (ann.) | 7.88% | 26.34% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.05 | 0.54 |
| Skew | 4.63 | 0.2 |
| Kurtosis | 134.22 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.1% | 2.57% |
| Expected Yearly % | 0.99% | 29.73% |
| Kelly Criterion | -2.91% | 8.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.24% |
| Expected Shortfall (cVaR) | -0.68% | -2.24% |
| Year | 11397860:BTCUSD | 11397860:btcusd:triple_med_gx:lsma75_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -9.81 | 0.17 | + |
| 2023 | 155.54 | 14.98 | 0.10 | - |
| 2024 | 121.00 | -7.18 | -0.06 | - |
| 2025 | 16.76 | 8.06 | 0.48 | - |
| Metric | 11397860:btcusd:triple_med_gx:lsma75_125 | 11397860:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 6.85% | 31.46% |
| 6M | 2.97% | 12.77% |
| YTD | 8.06% | 16.76% |
| 1Y | -9.99% | 56.84% |
| 3Y (ann.) | -2.52% | 55.31% |
| 5Y (ann.) | 1.18% | 36.34% |
| Metric | 11397860:btcusd:triple_med_gx:lsma75_125 | 11397860:BTCUSD |
|---|---|---|
| Max Drawdown | -23.94% | -67.18% |
| Longest DD Days | 714.0 | 683.0 |
| Avg. Drawdown | -6.04% | -6.73% |
| Avg. Drawdown Days | 115.0 | 34.0 |
| Recovery Factor | 0.17 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-21 | 2024-06-05 | -23.94 | 714 |
| 2024-06-07 | 2025-06-11 | -17.57 | 368 |
| 2022-05-16 | 2022-06-21 | -5.10 | 36 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-04-20 | 2022-05-15 | -2.88 | 25 |
| 2022-02-25 | 2022-02-27 | -1.77 | 1 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2022-04-15 | 2022-04-15 | -0.18 | 0 |
| 2022-04-20 | 2022-04-20 | -0.11 | 0 |
| Metric | 11397860:btcusd:triple_med_gx:lsma75_125 | 11397860:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.07% | 35.75% |
| Worst Week | -8.71% | -29.64% |
| Best Month | 11.07% | 43.77% |
| Worst Month | -13.42% | -37.12% |
| Best Year | 14.98% | 155.54% |
| Worst Year | -9.81% | -57.04% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.68% | -0.72% |
| Avg. Up Week | 2.39% | 8.44% |
| Avg. Down Week | -2.15% | -2.34% |
| Avg. Up Month | 4.06% | 17.93% |
| Avg. Down Month | -4.15% | -10.07% |
| Win Days % | 44.13% | 51.3% |
| Win Month % | 55.56% | 60.98% |
| Win Week % | 49.3% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |