| Metric | 11403295:btcusd:triple_med_gx:lsma75_140 | 11403295:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 24.38% | 161.99% |
| Max Drawdown | -20.49% | -67.18% |
| Sharpe | 0.23 | 0.41 |
| Sortino | 0.35 | 0.59 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.13 | 1.06 |
| CPC Index | 0.6 | 0.63 |
| Tail Ratio | 1.03 | 0.99 |
| Outlier Win Ratio | 43.73 | 3.29 |
| Outlier Loss Ratio | 4.25 | 3.16 |
| Volatility (ann.) | 8.82% | 26.28% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.33 | 0.5 |
| Skew | 1.93 | 0.18 |
| Kurtosis | 68.07 | 6.41 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.53% | 2.38% |
| Expected Yearly % | 5.61% | 27.22% |
| Kelly Criterion | 1.62% | 8.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.23% |
| Expected Shortfall (cVaR) | -0.75% | -2.23% |
| Year | 11403295:BTCUSD | 11403295:btcusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 15.39 | -0.26 | + |
| 2023 | 155.54 | 0.68 | 0.00 | - |
| 2024 | 121.00 | 6.64 | 0.05 | - |
| 2025 | 16.76 | 0.39 | 0.02 | - |
| Metric | 11403295:btcusd:triple_med_gx:lsma75_140 | 11403295:BTCUSD |
|---|---|---|
| MTD | 3.18% | 4.16% |
| 3M | 0.99% | 31.46% |
| 6M | 5.02% | 12.77% |
| YTD | 0.39% | 16.76% |
| 1Y | 6.98% | 56.84% |
| 3Y (ann.) | 3.37% | 55.31% |
| 5Y (ann.) | 6.73% | 33.33% |
| Metric | 11403295:btcusd:triple_med_gx:lsma75_140 | 11403295:BTCUSD |
|---|---|---|
| Max Drawdown | -20.49% | -67.18% |
| Longest DD Days | 648.0 | 683.0 |
| Avg. Drawdown | -3.99% | -6.97% |
| Avg. Drawdown Days | 89.0 | 36.0 |
| Recovery Factor | 1.19 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-29 | 2025-01-02 | -20.49 | 279 |
| 2022-04-21 | 2024-01-29 | -12.61 | 648 |
| 2025-01-05 | 2025-06-11 | -7.88 | 157 |
| 2022-03-02 | 2022-04-18 | -4.56 | 47 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| 2022-04-19 | 2022-04-19 | -0.35 | 0 |
| 2024-02-29 | 2024-03-26 | -0.33 | 26 |
| 2025-01-04 | 2025-01-04 | -0.29 | 0 |
| 2025-01-03 | 2025-01-03 | -0.23 | 0 |
| Metric | 11403295:btcusd:triple_med_gx:lsma75_140 | 11403295: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 | 15.39% | 155.54% |
| Worst Year | 0.39% | -60.27% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.69% | -0.71% |
| Avg. Up Week | 2.38% | 7.3% |
| Avg. Down Week | -1.66% | -3.52% |
| Avg. Up Month | 4.12% | 14.76% |
| Avg. Down Month | -3.19% | -10.71% |
| Win Days % | 47.15% | 51.27% |
| Win Month % | 47.37% | 60.98% |
| Win Week % | 42.11% | 50.56% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |