| Metric | 11405031:btcusd:triple_med_gx:lsma75_145 | 11405031:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 49.46% | 185.15% |
| Max Drawdown | -15.83% | -67.18% |
| Sharpe | 0.38 | 0.42 |
| Sortino | 0.59 | 0.61 |
| Payoff Ratio | 1.18 | 1.13 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 42.15 | 3.34 |
| Outlier Loss Ratio | 4.25 | 3.2 |
| Volatility (ann.) | 8.81% | 26.06% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.78 | 0.53 |
| Skew | 2.0 | 0.18 |
| Kurtosis | 66.6 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.96% | 2.53% |
| Expected Yearly % | 10.57% | 29.95% |
| Kelly Criterion | 3.92% | 8.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.21% |
| Expected Shortfall (cVaR) | -0.75% | -2.21% |
| Year | 11405031:BTCUSD | 11405031:btcusd:triple_med_gx:lsma75_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 18.48 | -0.31 | + |
| 2023 | 155.54 | -0.75 | -0.00 | - |
| 2024 | 121.00 | 12.51 | 0.10 | - |
| 2025 | 27.10 | 12.97 | 0.48 | - |
| Metric | 11405031:btcusd:triple_med_gx:lsma75_145 | 11405031:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 0.98% | 41.88% |
| 6M | 7.44% | 22.91% |
| YTD | 12.97% | 27.1% |
| 1Y | 26.62% | 82.29% |
| 3Y (ann.) | 9.13% | 77.48% |
| 5Y (ann.) | 12.38% | 35.56% |
| Metric | 11405031:btcusd:triple_med_gx:lsma75_145 | 11405031:BTCUSD |
|---|---|---|
| Max Drawdown | -15.83% | -67.18% |
| Longest DD Days | 350.0 | 683.0 |
| Avg. Drawdown | -3.43% | -6.94% |
| Avg. Drawdown Days | 36.0 | 36.0 |
| Recovery Factor | 3.12 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-30 | 2024-10-15 | -15.83 | 168 |
| 2023-03-14 | 2024-02-28 | -11.49 | 350 |
| 2022-04-21 | 2022-08-13 | -10.57 | 113 |
| 2022-11-18 | 2023-03-14 | -8.58 | 116 |
| 2024-11-04 | 2024-12-16 | -7.18 | 42 |
| 2022-09-27 | 2022-10-25 | -7.06 | 28 |
| 2022-08-13 | 2022-09-27 | -6.91 | 44 |
| 2025-02-14 | 2025-03-06 | -4.59 | 19 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-12-16 | 2025-01-02 | -3.83 | 16 |
| Metric | 11405031:btcusd:triple_med_gx:lsma75_145 | 11405031: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 | 18.48% | 155.54% |
| Worst Year | -0.75% | -60.27% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 2.57% | 7.03% |
| Avg. Down Week | -1.83% | -3.39% |
| Avg. Up Month | 3.94% | 13.13% |
| Avg. Down Month | -3.41% | -10.32% |
| Win Days % | 47.9% | 51.3% |
| Win Month % | 63.16% | 61.9% |
| Win Week % | 50.0% | 51.37% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 75.0% | 75.0% |