| Metric | 11401542:btcusd:triple_med_gx:lsma75_135 | 11401542:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 43.18% | 195.83% |
| Max Drawdown | -17.7% | -67.18% |
| Sharpe | 0.36 | 0.44 |
| Sortino | 0.56 | 0.64 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.66 | 0.64 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 45.65 | 3.3 |
| Outlier Loss Ratio | 4.36 | 3.15 |
| Volatility (ann.) | 8.39% | 26.35% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.64 | 0.57 |
| Skew | 1.6 | 0.2 |
| Kurtosis | 66.7 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.88% | 2.68% |
| Expected Yearly % | 9.39% | 31.15% |
| Kelly Criterion | 4.03% | 9.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.24% |
| Expected Shortfall (cVaR) | -0.71% | -2.24% |
| Year | 11401542:BTCUSD | 11401542:btcusd:triple_med_gx:lsma75_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 23.07 | -0.42 | + |
| 2023 | 155.54 | -5.30 | -0.03 | - |
| 2024 | 121.00 | 15.90 | 0.13 | - |
| 2025 | 16.76 | 6.00 | 0.36 | - |
| Metric | 11401542:btcusd:triple_med_gx:lsma75_135 | 11401542:BTCUSD |
|---|---|---|
| MTD | 4.17% | 4.16% |
| 3M | 2.8% | 31.46% |
| 6M | 10.88% | 12.77% |
| YTD | 6.0% | 16.76% |
| 1Y | 19.12% | 56.84% |
| 3Y (ann.) | 7.31% | 55.31% |
| 5Y (ann.) | 11.3% | 38.19% |
| Metric | 11401542:btcusd:triple_med_gx:lsma75_135 | 11401542:BTCUSD |
|---|---|---|
| Max Drawdown | -17.7% | -67.18% |
| Longest DD Days | 749.0 | 683.0 |
| Avg. Drawdown | -2.89% | -6.97% |
| Avg. Drawdown Days | 48.0 | 36.0 |
| Recovery Factor | 2.44 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-27 | 2024-10-15 | -17.70 | 749 |
| 2022-04-21 | 2022-08-04 | -9.86 | 104 |
| 2024-12-09 | 2024-12-11 | -6.60 | 2 |
| 2022-08-05 | 2022-09-27 | -5.08 | 52 |
| 2025-03-06 | 2025-06-09 | -4.87 | 95 |
| 2022-03-02 | 2022-04-18 | -4.56 | 47 |
| 2025-01-05 | 2025-02-14 | -2.75 | 40 |
| 2022-08-04 | 2022-08-05 | -2.20 | 0 |
| 2025-02-14 | 2025-03-06 | -1.96 | 19 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11401542:btcusd:triple_med_gx:lsma75_135 | 11401542:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 16.6% | 35.75% |
| Worst Week | -5.38% | -29.64% |
| Best Month | 14.32% | 43.77% |
| Worst Month | -11.52% | -37.12% |
| Best Year | 23.07% | 155.54% |
| Worst Year | -5.3% | -55.14% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.67% | -0.7% |
| Avg. Up Week | 2.55% | 7.02% |
| Avg. Down Week | -1.58% | -3.23% |
| Avg. Up Month | 3.74% | 14.12% |
| Avg. Down Month | -2.45% | -9.97% |
| Win Days % | 47.75% | 51.32% |
| Win Month % | 57.89% | 60.98% |
| Win Week % | 49.33% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |