| Metric | 11441341:btcusd:triple_med_gx:lsma75_145 | 11441341:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 38.65% | 111.46% |
| Max Drawdown | -20.17% | -67.18% |
| Sharpe | 0.33 | 0.36 |
| Sortino | 0.51 | 0.52 |
| Payoff Ratio | 1.18 | 1.1 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.23 | 1.03 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 41.18 | 3.34 |
| Outlier Loss Ratio | 4.2 | 3.18 |
| Volatility (ann.) | 9.33% | 26.61% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.54 | 0.4 |
| Skew | 2.17 | 0.16 |
| Kurtosis | 66.21 | 6.23 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.86% | 1.99% |
| Expected Yearly % | 8.51% | 20.59% |
| Kelly Criterion | 2.99% | 6.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.27% |
| Expected Shortfall (cVaR) | -0.8% | -2.27% |
| Year | 11441341:BTCUSD | 11441341:btcusd:triple_med_gx:lsma75_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 20.64 | -0.34 | + |
| 2023 | 155.54 | 9.84 | 0.06 | - |
| 2024 | 121.00 | -3.01 | -0.02 | - |
| 2025 | -5.74 | 7.88 | -1.37 | + |
| Metric | 11441341:btcusd:triple_med_gx:lsma75_145 | 11441341:BTCUSD |
|---|---|---|
| MTD | 5.56% | 4.38% |
| 3M | 5.87% | -10.75% |
| 6M | 15.48% | 38.92% |
| YTD | 7.88% | -5.74% |
| 1Y | -1.91% | 25.9% |
| 3Y (ann.) | 6.64% | 25.65% |
| 5Y (ann.) | 10.99% | 26.99% |
| Metric | 11441341:btcusd:triple_med_gx:lsma75_145 | 11441341:BTCUSD |
|---|---|---|
| Max Drawdown | -20.17% | -67.18% |
| Longest DD Days | 362.0 | 683.0 |
| Avg. Drawdown | -4.24% | -7.04% |
| Avg. Drawdown Days | 49.0 | 36.0 |
| Recovery Factor | 1.92 | 1.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-29 | 2025-03-26 | -20.17 | 362 |
| 2022-04-21 | 2022-08-05 | -9.43 | 105 |
| 2023-06-17 | 2024-02-28 | -8.56 | 256 |
| 2022-09-27 | 2022-10-26 | -6.63 | 28 |
| 2022-08-13 | 2022-09-27 | -6.59 | 44 |
| 2022-11-18 | 2023-02-15 | -6.33 | 89 |
| 2023-02-16 | 2023-03-14 | -5.52 | 25 |
| 2023-05-18 | 2023-06-16 | -4.68 | 29 |
| 2023-03-14 | 2023-05-05 | -4.60 | 52 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11441341:btcusd:triple_med_gx:lsma75_145 | 11441341:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 14.31% | 35.75% |
| Worst Week | -6.14% | -29.64% |
| Best Month | 11.66% | 43.77% |
| Worst Month | -12.34% | -37.12% |
| Best Year | 20.64% | 155.54% |
| Worst Year | -3.01% | -60.27% |
| Avg. Up Day | 0.85% | 0.86% |
| Avg. Down Day | -0.72% | -0.78% |
| Avg. Up Week | 2.45% | 7.37% |
| Avg. Down Week | -1.59% | -3.6% |
| Avg. Up Month | 4.04% | 12.36% |
| Avg. Down Month | -2.71% | -9.85% |
| Win Days % | 47.48% | 51.12% |
| Win Month % | 57.14% | 60.53% |
| Win Week % | 46.58% | 49.1% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |