| Metric | 11400541:btcusd:triple_med_gx:lsma75_130 | 11400541:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 64.35% | 182.99% |
| Max Drawdown | -44.74% | -67.18% |
| Sharpe | 0.31 | 0.43 |
| Sortino | 0.46 | 0.62 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.21 | 1.06 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 18.85 | 3.95 |
| Outlier Loss Ratio | 4.06 | 3.95 |
| Volatility (ann.) | 16.12% | 26.35% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.36 | 0.54 |
| Skew | 0.85 | 0.2 |
| Kurtosis | 30.45 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.22% | 2.57% |
| Expected Yearly % | 13.23% | 29.7% |
| Kelly Criterion | 3.01% | 5.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.24% |
| Expected Shortfall (cVaR) | -1.37% | -2.24% |
| Year | 11400541:BTCUSD | 11400541:btcusd:triple_med_gx:lsma75_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -26.78 | 0.47 | + |
| 2023 | 155.54 | 60.31 | 0.39 | - |
| 2024 | 121.00 | 22.21 | 0.18 | - |
| 2025 | 16.76 | 14.58 | 0.87 | - |
| Metric | 11400541:btcusd:triple_med_gx:lsma75_130 | 11400541:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 18.01% | 31.46% |
| 6M | 13.43% | 12.77% |
| YTD | 14.58% | 16.76% |
| 1Y | 23.73% | 56.84% |
| 3Y (ann.) | 16.87% | 55.31% |
| 5Y (ann.) | 15.96% | 36.34% |
| Metric | 11400541:btcusd:triple_med_gx:lsma75_130 | 11400541:BTCUSD |
|---|---|---|
| Max Drawdown | -44.74% | -67.18% |
| Longest DD Days | 639.0 | 683.0 |
| Avg. Drawdown | -5.01% | -6.9% |
| Avg. Drawdown Days | 35.0 | 35.0 |
| Recovery Factor | 1.44 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-12-01 | -44.74 | 639 |
| 2024-04-23 | 2024-11-06 | -27.17 | 197 |
| 2025-03-06 | 2025-05-08 | -15.46 | 63 |
| 2023-12-22 | 2024-03-20 | -13.52 | 89 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2025-03-06 | -8.41 | 90 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| Metric | 11400541:btcusd:triple_med_gx:lsma75_130 | 11400541:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -27.34% | -29.64% |
| Best Month | 16.45% | 43.77% |
| Worst Month | -24.49% | -37.12% |
| Best Year | 60.31% | 155.54% |
| Worst Year | -26.78% | -57.08% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 5.13% | 6.16% |
| Avg. Down Week | -3.16% | -4.24% |
| Avg. Up Month | 6.98% | 13.05% |
| Avg. Down Month | -5.44% | -12.16% |
| Win Days % | 49.6% | 51.31% |
| Win Month % | 59.46% | 60.98% |
| Win Week % | 46.88% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |