| Metric | 11400096:btcusd:triple_med_gx:lsma75_130 | 11400096:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 17.14% | 182.99% |
| Max Drawdown | -24.22% | -67.18% |
| Sharpe | 0.17 | 0.43 |
| Sortino | 0.26 | 0.62 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.34 | 1.06 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.25 | 0.99 |
| Outlier Win Ratio | 40.94 | 3.36 |
| Outlier Loss Ratio | 4.07 | 3.28 |
| Volatility (ann.) | 9.35% | 26.35% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.2 | 0.54 |
| Skew | 1.28 | 0.2 |
| Kurtosis | 58.47 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.39% | 2.57% |
| Expected Yearly % | 4.03% | 29.7% |
| Kelly Criterion | -0.05% | 3.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.24% |
| Expected Shortfall (cVaR) | -0.8% | -2.24% |
| Year | 11400096:BTCUSD | 11400096:btcusd:triple_med_gx:lsma75_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 2.78 | -0.05 | + |
| 2023 | 155.54 | 8.58 | 0.06 | - |
| 2024 | 121.00 | 8.48 | 0.07 | - |
| 2025 | 16.76 | -3.24 | -0.19 | - |
| Metric | 11400096:btcusd:triple_med_gx:lsma75_130 | 11400096:BTCUSD |
|---|---|---|
| MTD | 0.99% | 4.16% |
| 3M | -0.09% | 31.46% |
| 6M | 0.07% | 12.77% |
| YTD | -3.24% | 16.76% |
| 1Y | 4.2% | 56.84% |
| 3Y (ann.) | 5.61% | 55.31% |
| 5Y (ann.) | 4.83% | 36.34% |
| Metric | 11400096:btcusd:triple_med_gx:lsma75_130 | 11400096:BTCUSD |
|---|---|---|
| Max Drawdown | -24.22% | -67.18% |
| Longest DD Days | 698.0 | 683.0 |
| Avg. Drawdown | -8.85% | -6.9% |
| Avg. Drawdown Days | 196.0 | 35.0 |
| Recovery Factor | 0.71 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-14 | 2025-06-11 | -24.22 | 698 |
| 2022-03-02 | 2023-04-14 | -21.48 | 408 |
| 2023-04-14 | 2023-06-20 | -5.70 | 67 |
| 2023-07-12 | 2023-07-13 | -1.36 | 1 |
| 2022-02-28 | 2022-02-28 | -0.18 | 0 |
| 2023-07-11 | 2023-07-12 | -0.18 | 0 |
| Metric | 11400096:btcusd:triple_med_gx:lsma75_130 | 11400096:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 10.77% | 35.75% |
| Worst Week | -7.04% | -29.64% |
| Best Month | 13.93% | 43.77% |
| Worst Month | -9.46% | -37.12% |
| Best Year | 8.58% | 155.54% |
| Worst Year | -3.24% | -57.08% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.76% | -0.81% |
| Avg. Up Week | 3.25% | 7.87% |
| Avg. Down Week | -2.33% | -3.89% |
| Avg. Up Month | 4.93% | 14.29% |
| Avg. Down Month | -4.4% | -13.0% |
| Win Days % | 48.2% | 51.31% |
| Win Month % | 55.26% | 60.98% |
| Win Week % | 44.87% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |