| Metric | 11398409:btcusd:triple_med_gx:lsma75_125 | 11398409:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 20.72% | 183.29% |
| Max Drawdown | -22.08% | -67.18% |
| Sharpe | 0.2 | 0.43 |
| Sortino | 0.29 | 0.62 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.36 | 1.06 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.26 | 0.99 |
| Outlier Win Ratio | 41.63 | 3.35 |
| Outlier Loss Ratio | 4.0 | 3.27 |
| Volatility (ann.) | 9.32% | 26.34% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.26 | 0.54 |
| Skew | 1.33 | 0.2 |
| Kurtosis | 59.48 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.46% | 2.57% |
| Expected Yearly % | 4.82% | 29.73% |
| Kelly Criterion | 0.72% | 3.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11398409:BTCUSD | 11398409:btcusd:triple_med_gx:lsma75_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 0.32 | -0.01 | + |
| 2023 | 155.54 | 10.42 | 0.07 | - |
| 2024 | 121.00 | 14.42 | 0.12 | - |
| 2025 | 16.76 | -4.76 | -0.28 | - |
| Metric | 11398409:btcusd:triple_med_gx:lsma75_125 | 11398409:BTCUSD |
|---|---|---|
| MTD | 0.99% | 4.16% |
| 3M | -1.84% | 31.46% |
| 6M | 0.05% | 12.77% |
| YTD | -4.76% | 16.76% |
| 1Y | 8.85% | 56.84% |
| 3Y (ann.) | 7.99% | 55.31% |
| 5Y (ann.) | 5.77% | 36.34% |
| Metric | 11398409:btcusd:triple_med_gx:lsma75_125 | 11398409:BTCUSD |
|---|---|---|
| Max Drawdown | -22.08% | -67.18% |
| Longest DD Days | 482.0 | 683.0 |
| Avg. Drawdown | -5.19% | -6.73% |
| Avg. Drawdown Days | 100.0 | 34.0 |
| Recovery Factor | 0.94 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-20 | -22.08 | 475 |
| 2023-07-14 | 2024-11-07 | -19.81 | 482 |
| 2025-01-05 | 2025-06-11 | -9.44 | 157 |
| 2024-11-07 | 2024-12-11 | -4.41 | 33 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2022-02-01 | 2022-02-28 | -1.54 | 26 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| 2024-12-12 | 2024-12-12 | -0.81 | 0 |
| 2024-12-13 | 2025-01-03 | -0.64 | 20 |
| 2025-01-04 | 2025-01-04 | -0.29 | 0 |
| Metric | 11398409:btcusd:triple_med_gx:lsma75_125 | 11398409:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.73% | 35.75% |
| Worst Week | -7.04% | -29.64% |
| Best Month | 13.58% | 43.77% |
| Worst Month | -11.51% | -37.12% |
| Best Year | 14.42% | 155.54% |
| Worst Year | -4.76% | -57.04% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 3.27% | 7.78% |
| Avg. Down Week | -2.38% | -3.63% |
| Avg. Up Month | 4.77% | 13.64% |
| Avg. Down Month | -4.16% | -13.0% |
| Win Days % | 48.39% | 51.3% |
| Win Month % | 57.89% | 60.98% |
| Win Week % | 46.84% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |