| Metric | 11398077:btcusd:triple_med_gx:lsma65_125 | 11398077:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 14.85% | 183.29% |
| Max Drawdown | -20.89% | -67.18% |
| Sharpe | 0.16 | 0.43 |
| Sortino | 0.24 | 0.62 |
| Payoff Ratio | 1.13 | 1.11 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.21 | 1.06 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 45.08 | 3.29 |
| Outlier Loss Ratio | 4.24 | 3.17 |
| Volatility (ann.) | 8.72% | 26.34% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.2 | 0.54 |
| Skew | 1.27 | 0.2 |
| Kurtosis | 62.45 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.34% | 2.57% |
| Expected Yearly % | 3.52% | 29.73% |
| Kelly Criterion | -0.39% | 7.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.24% |
| Expected Shortfall (cVaR) | -0.75% | -2.24% |
| Year | 11398077:BTCUSD | 11398077:btcusd:triple_med_gx:lsma65_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 7.06 | -0.12 | + |
| 2023 | 155.54 | -3.81 | -0.02 | - |
| 2024 | 121.00 | 0.51 | 0.00 | - |
| 2025 | 16.76 | 10.96 | 0.65 | - |
| Metric | 11398077:btcusd:triple_med_gx:lsma65_125 | 11398077:BTCUSD |
|---|---|---|
| MTD | 3.79% | 4.16% |
| 3M | 0.0% | 31.46% |
| 6M | 9.31% | 12.77% |
| YTD | 10.96% | 16.76% |
| 1Y | -4.26% | 56.84% |
| 3Y (ann.) | 0.9% | 55.31% |
| 5Y (ann.) | 4.21% | 36.34% |
| Metric | 11398077:btcusd:triple_med_gx:lsma65_125 | 11398077:BTCUSD |
|---|---|---|
| Max Drawdown | -20.89% | -67.18% |
| Longest DD Days | 705.0 | 683.0 |
| Avg. Drawdown | -4.53% | -6.73% |
| Avg. Drawdown Days | 88.0 | 34.0 |
| Recovery Factor | 0.71 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2024-03-25 | -20.89 | 705 |
| 2024-06-07 | 2025-06-11 | -19.12 | 369 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.97 | 2 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-04-23 | 2024-06-05 | -1.52 | 43 |
| 2022-02-26 | 2022-02-27 | -1.47 | 0 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-03-28 | 2024-04-22 | -1.03 | 24 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| Metric | 11398077:btcusd:triple_med_gx:lsma65_125 | 11398077:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.19% | 35.75% |
| Worst Week | -6.14% | -29.64% |
| Best Month | 10.22% | 43.77% |
| Worst Month | -14.56% | -37.12% |
| Best Year | 10.96% | 155.54% |
| Worst Year | -3.81% | -57.04% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 2.71% | 6.64% |
| Avg. Down Week | -1.81% | -3.29% |
| Avg. Up Month | 4.15% | 11.99% |
| Avg. Down Month | -3.89% | -11.23% |
| Win Days % | 46.73% | 51.3% |
| Win Month % | 52.63% | 60.98% |
| Win Week % | 41.77% | 50.84% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |