| Metric | 11399710:btcusd:triple_med_gx:lsma75_130 | 11399710:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 9.09% | 182.99% |
| Max Drawdown | -15.59% | -67.18% |
| Sharpe | 0.12 | 0.43 |
| Sortino | 0.18 | 0.62 |
| Payoff Ratio | 1.09 | 1.11 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 0.93 | 1.06 |
| CPC Index | 0.54 | 0.61 |
| Tail Ratio | 0.88 | 0.99 |
| Outlier Win Ratio | 51.46 | 3.22 |
| Outlier Loss Ratio | 4.18 | 3.11 |
| Volatility (ann.) | 8.13% | 26.35% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.17 | 0.54 |
| Skew | 0.59 | 0.2 |
| Kurtosis | 79.14 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.21% | 2.57% |
| Expected Yearly % | 2.2% | 29.7% |
| Kelly Criterion | -2.17% | 7.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.24% |
| Expected Shortfall (cVaR) | -0.7% | -2.24% |
| Year | 11399710:BTCUSD | 11399710:btcusd:triple_med_gx:lsma75_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 9.68 | -0.17 | + |
| 2023 | 155.54 | -3.84 | -0.02 | - |
| 2024 | 121.00 | 3.63 | 0.03 | - |
| 2025 | 16.76 | -0.19 | -0.01 | - |
| Metric | 11399710:btcusd:triple_med_gx:lsma75_130 | 11399710:BTCUSD |
|---|---|---|
| MTD | 3.0% | 4.16% |
| 3M | -5.92% | 31.46% |
| 6M | 2.83% | 12.77% |
| YTD | -0.19% | 16.76% |
| 1Y | -6.31% | 56.84% |
| 3Y (ann.) | -1.31% | 55.31% |
| 5Y (ann.) | 2.63% | 36.34% |
| Metric | 11399710:btcusd:triple_med_gx:lsma75_130 | 11399710:BTCUSD |
|---|---|---|
| Max Drawdown | -15.59% | -67.18% |
| Longest DD Days | 681.0 | 683.0 |
| Avg. Drawdown | -4.52% | -6.9% |
| Avg. Drawdown Days | 89.0 | 35.0 |
| Recovery Factor | 0.58 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-17 | 2024-03-28 | -15.59 | 681 |
| 2024-04-23 | 2025-03-05 | -14.95 | 316 |
| 2025-03-10 | 2025-06-11 | -12.78 | 93 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-01 | 2022-04-18 | -4.02 | 48 |
| 2024-03-29 | 2024-04-22 | -1.86 | 24 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2024-04-22 | 2024-04-22 | -0.77 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| Metric | 11399710:btcusd:triple_med_gx:lsma75_130 | 11399710:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.64% | 35.75% |
| Worst Week | -8.23% | -29.64% |
| Best Month | 10.68% | 43.77% |
| Worst Month | -9.39% | -37.12% |
| Best Year | 9.68% | 155.54% |
| Worst Year | -3.84% | -57.08% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.72% | -0.72% |
| Avg. Up Week | 2.19% | 7.53% |
| Avg. Down Week | -2.09% | -2.41% |
| Avg. Up Month | 3.15% | 15.22% |
| Avg. Down Month | -3.39% | -12.19% |
| Win Days % | 46.67% | 51.31% |
| Win Month % | 60.53% | 60.98% |
| Win Week % | 48.0% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |