| Metric | 11399822:btcusd:triple_med_gx:lsma75_130 | 11399822:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 41.33% | 182.99% |
| Max Drawdown | -16.51% | -67.18% |
| Sharpe | 0.35 | 0.43 |
| Sortino | 0.55 | 0.62 |
| Payoff Ratio | 1.19 | 1.18 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.3 | 1.06 |
| CPC Index | 0.67 | 0.65 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 47.6 | 3.29 |
| Outlier Loss Ratio | 4.28 | 3.13 |
| Volatility (ann.) | 8.31% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.66 | 0.54 |
| Skew | 1.68 | 0.2 |
| Kurtosis | 69.37 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.85% | 2.57% |
| Expected Yearly % | 9.03% | 29.7% |
| Kelly Criterion | 4.32% | 9.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.24% |
| Expected Shortfall (cVaR) | -0.71% | -2.24% |
| Year | 11399822:BTCUSD | 11399822:btcusd:triple_med_gx:lsma75_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 22.28 | -0.39 | + |
| 2023 | 155.54 | -5.27 | -0.03 | - |
| 2024 | 121.00 | 16.27 | 0.13 | - |
| 2025 | 16.76 | 4.94 | 0.29 | - |
| Metric | 11399822:btcusd:triple_med_gx:lsma75_130 | 11399822:BTCUSD |
|---|---|---|
| MTD | 4.17% | 4.16% |
| 3M | 1.27% | 31.46% |
| 6M | 9.78% | 12.77% |
| YTD | 4.94% | 16.76% |
| 1Y | 14.96% | 56.84% |
| 3Y (ann.) | 6.5% | 55.31% |
| 5Y (ann.) | 10.86% | 36.34% |
| Metric | 11399822:btcusd:triple_med_gx:lsma75_130 | 11399822:BTCUSD |
|---|---|---|
| Max Drawdown | -16.51% | -67.18% |
| Longest DD Days | 749.0 | 683.0 |
| Avg. Drawdown | -3.04% | -6.9% |
| Avg. Drawdown Days | 53.0 | 35.0 |
| Recovery Factor | 2.5 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2024-10-15 | -16.51 | 749 |
| 2022-04-21 | 2022-08-05 | -9.69 | 105 |
| 2024-12-09 | 2024-12-11 | -6.60 | 2 |
| 2025-03-06 | 2025-06-11 | -5.43 | 97 |
| 2022-08-05 | 2022-08-30 | -4.29 | 24 |
| 2022-03-02 | 2022-04-18 | -4.21 | 47 |
| 2022-08-30 | 2022-09-27 | -3.87 | 27 |
| 2025-01-04 | 2025-02-14 | -2.80 | 41 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| Metric | 11399822:btcusd:triple_med_gx:lsma75_130 | 11399822:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 17.03% | 35.75% |
| Worst Week | -5.38% | -29.64% |
| Best Month | 14.32% | 43.77% |
| Worst Month | -11.52% | -37.12% |
| Best Year | 22.28% | 155.54% |
| Worst Year | -5.27% | -57.08% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.68% | -0.7% |
| Avg. Up Week | 2.44% | 6.96% |
| Avg. Down Week | -1.41% | -3.07% |
| Avg. Up Month | 3.96% | 14.52% |
| Avg. Down Month | -2.17% | -9.77% |
| Win Days % | 47.91% | 51.31% |
| Win Month % | 52.63% | 60.98% |
| Win Week % | 46.48% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |