| Metric | 11402969:btcusd:triple_med_gx:lsma75_140 | 11402969:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -2.25% | 161.99% |
| Max Drawdown | -30.5% | -67.18% |
| Sharpe | 0.03 | 0.41 |
| Sortino | 0.04 | 0.59 |
| Payoff Ratio | 1.16 | 1.12 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 0.86 | 1.06 |
| CPC Index | 0.52 | 0.62 |
| Tail Ratio | 0.85 | 0.99 |
| Outlier Win Ratio | 45.12 | 3.25 |
| Outlier Loss Ratio | 4.27 | 3.16 |
| Volatility (ann.) | 9.11% | 26.28% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.02 | 0.5 |
| Skew | 3.83 | 0.18 |
| Kurtosis | 85.55 | 6.41 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.06% | 2.38% |
| Expected Yearly % | -0.57% | 27.22% |
| Kelly Criterion | -4.55% | 7.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.23% |
| Expected Shortfall (cVaR) | -0.78% | -2.23% |
| Year | 11402969:BTCUSD | 11402969:btcusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 4.89 | -0.08 | + |
| 2023 | 155.54 | 11.10 | 0.07 | - |
| 2024 | 121.00 | -15.30 | -0.13 | - |
| 2025 | 16.76 | -0.95 | -0.06 | - |
| Metric | 11402969:btcusd:triple_med_gx:lsma75_140 | 11402969:BTCUSD |
|---|---|---|
| MTD | 3.32% | 4.16% |
| 3M | -0.52% | 31.46% |
| 6M | -4.16% | 12.77% |
| YTD | -0.95% | 16.76% |
| 1Y | -18.13% | 56.84% |
| 3Y (ann.) | -5.5% | 55.31% |
| 5Y (ann.) | -0.68% | 33.33% |
| Metric | 11402969:btcusd:triple_med_gx:lsma75_140 | 11402969:BTCUSD |
|---|---|---|
| Max Drawdown | -30.5% | -67.18% |
| Longest DD Days | 578.0 | 683.0 |
| Avg. Drawdown | -5.65% | -6.97% |
| Avg. Drawdown Days | 83.0 | 36.0 |
| Recovery Factor | -0.07 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-11 | 2025-06-11 | -30.50 | 578 |
| 2022-06-21 | 2023-04-10 | -17.93 | 292 |
| 2022-05-16 | 2022-06-21 | -8.39 | 36 |
| 2023-04-11 | 2023-10-16 | -8.00 | 187 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-16 | 2022-04-18 | -3.98 | 2 |
| 2022-04-20 | 2022-05-15 | -1.95 | 25 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| 2022-03-04 | 2022-04-15 | -0.56 | 41 |
| Metric | 11402969:btcusd:triple_med_gx:lsma75_140 | 11402969:BTCUSD |
|---|---|---|
| Best Day | 8.8% | 9.33% |
| Worst Day | -4.31% | -9.32% |
| Best Week | 10.81% | 35.75% |
| Worst Week | -9.16% | -29.64% |
| Best Month | 10.57% | 43.77% |
| Worst Month | -14.87% | -37.12% |
| Best Year | 11.1% | 155.54% |
| Worst Year | -15.3% | -60.27% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.72% | -0.77% |
| Avg. Up Week | 3.08% | 7.87% |
| Avg. Down Week | -2.78% | -2.44% |
| Avg. Up Month | 3.6% | 14.15% |
| Avg. Down Month | -5.09% | -9.18% |
| Win Days % | 43.78% | 51.27% |
| Win Month % | 52.63% | 60.98% |
| Win Week % | 47.56% | 50.56% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |