| Metric | 11403687:btcusd:triple_med_gx:lsma75_140 | 11403687:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 46.3% | 161.99% |
| Max Drawdown | -41.93% | -67.18% |
| Sharpe | 0.25 | 0.41 |
| Sortino | 0.38 | 0.59 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.11 | 1.06 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.03 | 0.99 |
| Outlier Win Ratio | 19.32 | 4.08 |
| Outlier Loss Ratio | 4.06 | 4.08 |
| Volatility (ann.) | 16.59% | 26.28% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.29 | 0.5 |
| Skew | 1.07 | 0.18 |
| Kurtosis | 30.2 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.93% | 2.38% |
| Expected Yearly % | 9.98% | 27.22% |
| Kelly Criterion | 1.79% | 3.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.23% |
| Expected Shortfall (cVaR) | -1.42% | -2.23% |
| Year | 11403687:BTCUSD | 11403687:btcusd:triple_med_gx:lsma75_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -28.02 | 0.46 | + |
| 2023 | 155.54 | 45.30 | 0.29 | - |
| 2024 | 121.00 | 26.30 | 0.22 | - |
| 2025 | 16.76 | 10.77 | 0.64 | - |
| Metric | 11403687:btcusd:triple_med_gx:lsma75_140 | 11403687:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 13.41% | 31.46% |
| 6M | 7.78% | 12.77% |
| YTD | 10.77% | 16.76% |
| 1Y | 3.21% | 56.84% |
| 3Y (ann.) | 16.16% | 55.31% |
| 5Y (ann.) | 12.04% | 33.33% |
| Metric | 11403687:btcusd:triple_med_gx:lsma75_140 | 11403687:BTCUSD |
|---|---|---|
| Max Drawdown | -41.93% | -67.18% |
| Longest DD Days | 674.0 | 683.0 |
| Avg. Drawdown | -7.63% | -6.97% |
| Avg. Drawdown Days | 54.0 | 36.0 |
| Recovery Factor | 1.1 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2024-01-04 | -41.93 | 674 |
| 2024-06-12 | 2024-12-05 | -30.88 | 175 |
| 2025-03-03 | 2025-06-11 | -17.71 | 100 |
| 2024-02-29 | 2024-03-25 | -12.63 | 25 |
| 2024-12-05 | 2025-03-02 | -11.89 | 87 |
| 2024-01-05 | 2024-02-26 | -11.16 | 52 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2022-02-21 | 2022-02-23 | -4.66 | 1 |
| 2024-04-23 | 2024-06-05 | -4.66 | 43 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11403687:btcusd:triple_med_gx:lsma75_140 | 11403687:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.59% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 19.54% | 43.77% |
| Worst Month | -11.64% | -37.12% |
| Best Year | 45.3% | 155.54% |
| Worst Year | -28.02% | -60.27% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.91% | -0.94% |
| Avg. Up Week | 4.25% | 6.35% |
| Avg. Down Week | -3.25% | -5.02% |
| Avg. Up Month | 7.03% | 13.86% |
| Avg. Down Month | -5.34% | -10.71% |
| Win Days % | 49.59% | 51.27% |
| Win Month % | 52.63% | 60.98% |
| Win Week % | 50.96% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |