| Metric | 11403242:btcusd:triple_med_gx:lsma75_140 | 11403242:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 51.64% | 161.99% |
| Max Drawdown | -14.8% | -67.18% |
| Sharpe | 0.4 | 0.41 |
| Sortino | 0.63 | 0.59 |
| Payoff Ratio | 1.19 | 1.16 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.3 | 1.06 |
| CPC Index | 0.68 | 0.63 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 43.21 | 3.31 |
| Outlier Loss Ratio | 4.27 | 3.16 |
| Volatility (ann.) | 8.73% | 26.28% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.89 | 0.5 |
| Skew | 1.96 | 0.18 |
| Kurtosis | 68.79 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.02% | 2.38% |
| Expected Yearly % | 10.97% | 27.22% |
| Kelly Criterion | 4.64% | 9.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.23% |
| Expected Shortfall (cVaR) | -0.74% | -2.23% |
| Year | 11403242:BTCUSD | 11403242:btcusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 17.30 | -0.29 | + |
| 2023 | 155.54 | 0.89 | 0.01 | - |
| 2024 | 121.00 | 12.48 | 0.10 | - |
| 2025 | 16.76 | 13.92 | 0.83 | - |
| Metric | 11403242:btcusd:triple_med_gx:lsma75_140 | 11403242:BTCUSD |
|---|---|---|
| MTD | 3.45% | 4.16% |
| 3M | 4.24% | 31.46% |
| 6M | 17.98% | 12.77% |
| YTD | 13.92% | 16.76% |
| 1Y | 13.54% | 56.84% |
| 3Y (ann.) | 10.88% | 55.31% |
| 5Y (ann.) | 13.24% | 33.33% |
| Metric | 11403242:btcusd:triple_med_gx:lsma75_140 | 11403242:BTCUSD |
|---|---|---|
| Max Drawdown | -14.8% | -67.18% |
| Longest DD Days | 317.0 | 683.0 |
| Avg. Drawdown | -2.79% | -6.97% |
| Avg. Drawdown Days | 38.0 | 36.0 |
| Recovery Factor | 3.49 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-01-02 | -14.80 | 208 |
| 2022-04-21 | 2022-09-27 | -12.27 | 158 |
| 2023-03-14 | 2024-01-26 | -10.31 | 317 |
| 2022-09-27 | 2023-03-14 | -7.76 | 168 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-04-17 | 2022-04-18 | -3.80 | 1 |
| 2025-02-14 | 2025-03-11 | -3.62 | 24 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2025-02-11 | 2025-02-14 | -2.78 | 3 |
| 2024-03-29 | 2024-04-22 | -1.92 | 24 |
| Metric | 11403242:btcusd:triple_med_gx:lsma75_140 | 11403242:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 14.31% | 35.75% |
| Worst Week | -5.39% | -29.64% |
| Best Month | 11.66% | 43.77% |
| Worst Month | -11.48% | -37.12% |
| Best Year | 17.3% | 155.54% |
| Worst Year | 0.89% | -60.27% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.69% | -0.72% |
| Avg. Up Week | 2.38% | 6.78% |
| Avg. Down Week | -1.62% | -3.01% |
| Avg. Up Month | 3.88% | 13.33% |
| Avg. Down Month | -3.02% | -10.41% |
| Win Days % | 48.12% | 51.27% |
| Win Month % | 57.89% | 60.98% |
| Win Week % | 47.37% | 50.56% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 75.0% |