| Metric | 11370406:btcusd:triple_med_gx:lsma95_10 | 11370406:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 16.31% | 228.52% |
| Max Drawdown | -35.16% | -67.18% |
| Sharpe | 0.15 | 0.46 |
| Sortino | 0.23 | 0.67 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.54 | 0.58 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 30.01 | 3.52 |
| Outlier Loss Ratio | 4.22 | 3.44 |
| Volatility (ann.) | 11.06% | 26.15% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.13 | 0.61 |
| Skew | 1.25 | 0.2 |
| Kurtosis | 45.2 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.35% | 2.8% |
| Expected Yearly % | 3.85% | 34.63% |
| Kelly Criterion | -1.3% | 5.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.22% |
| Expected Shortfall (cVaR) | -0.95% | -2.22% |
| Year | 11370406:BTCUSD | 11370406:btcusd:triple_med_gx:lsma95_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -0.73 | 0.01 | + |
| 2023 | 155.54 | 40.41 | 0.26 | - |
| 2024 | 121.00 | -10.59 | -0.09 | - |
| 2025 | 30.14 | -6.68 | -0.22 | - |
| Metric | 11370406:btcusd:triple_med_gx:lsma95_10 | 11370406:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -0.2% | 45.08% |
| 6M | -11.37% | 28.47% |
| YTD | -6.68% | 30.14% |
| 1Y | -6.93% | 105.13% |
| 3Y (ann.) | 1.18% | 81.7% |
| 5Y (ann.) | 4.46% | 40.94% |
| Metric | 11370406:btcusd:triple_med_gx:lsma95_10 | 11370406:BTCUSD |
|---|---|---|
| Max Drawdown | -35.16% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -4.64% | -6.34% |
| Avg. Drawdown Days | 40.0 | 31.0 |
| Recovery Factor | 0.46 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -35.16 | 469 |
| 2022-06-26 | 2023-03-14 | -21.76 | 261 |
| 2023-07-14 | 2023-10-20 | -10.33 | 98 |
| 2022-04-21 | 2022-06-07 | -8.96 | 47 |
| 2023-11-11 | 2024-02-28 | -8.40 | 109 |
| 2022-06-08 | 2022-06-25 | -6.43 | 17 |
| 2022-03-02 | 2022-03-24 | -6.43 | 22 |
| 2023-04-30 | 2023-06-20 | -5.52 | 50 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-02-27 | 2022-03-01 | -4.88 | 1 |
| Metric | 11370406:btcusd:triple_med_gx:lsma95_10 | 11370406:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 15.46% | 35.75% |
| Worst Week | -13.57% | -29.64% |
| Best Month | 15.46% | 43.77% |
| Worst Month | -15.29% | -37.12% |
| Best Year | 40.41% | 155.54% |
| Worst Year | -10.59% | -55.3% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.7% | 7.81% |
| Avg. Down Week | -2.35% | -2.3% |
| Avg. Up Month | 5.69% | 15.36% |
| Avg. Down Month | -5.27% | -11.06% |
| Win Days % | 47.41% | 51.3% |
| Win Month % | 48.84% | 62.79% |
| Win Week % | 44.86% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 25.0% | 75.0% |