| Metric | 11370438:btcusd:triple_med_gx:lsma95_10 | 11370438:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 45.12% | 233.23% |
| Max Drawdown | -31.0% | -67.18% |
| Sharpe | 0.3 | 0.46 |
| Sortino | 0.45 | 0.67 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.24 | 1.08 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 31.68 | 3.52 |
| Outlier Loss Ratio | 4.06 | 3.39 |
| Volatility (ann.) | 10.88% | 26.12% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.37 | 0.62 |
| Skew | 1.32 | 0.2 |
| Kurtosis | 48.85 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.87% | 2.84% |
| Expected Yearly % | 9.76% | 35.11% |
| Kelly Criterion | 1.77% | 4.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.22% |
| Expected Shortfall (cVaR) | -0.93% | -2.22% |
| Year | 11370438:BTCUSD | 11370438:btcusd:triple_med_gx:lsma95_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -17.59 | 0.32 | + |
| 2023 | 155.54 | 60.74 | 0.39 | - |
| 2024 | 121.00 | 33.24 | 0.27 | - |
| 2025 | 30.14 | -17.77 | -0.59 | - |
| Metric | 11370438:btcusd:triple_med_gx:lsma95_10 | 11370438:BTCUSD |
|---|---|---|
| MTD | -0.64% | 13.36% |
| 3M | -4.42% | 45.08% |
| 6M | -16.14% | 28.47% |
| YTD | -17.77% | 30.14% |
| 1Y | -7.52% | 105.13% |
| 3Y (ann.) | 18.55% | 81.7% |
| 5Y (ann.) | 11.36% | 41.6% |
| Metric | 11370438:btcusd:triple_med_gx:lsma95_10 | 11370438:BTCUSD |
|---|---|---|
| Max Drawdown | -31.0% | -67.18% |
| Longest DD Days | 545.0 | 683.0 |
| Avg. Drawdown | -4.18% | -6.05% |
| Avg. Drawdown Days | 37.0 | 31.0 |
| Recovery Factor | 1.46 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-08-29 | -31.00 | 545 |
| 2025-01-07 | 2025-07-14 | -26.75 | 188 |
| 2024-03-05 | 2024-06-30 | -10.57 | 117 |
| 2024-01-09 | 2024-02-28 | -10.41 | 50 |
| 2023-08-29 | 2023-10-20 | -8.76 | 51 |
| 2024-07-10 | 2024-09-12 | -6.68 | 63 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-11-09 | 2024-12-16 | -4.65 | 36 |
| 2024-09-14 | 2024-10-14 | -3.95 | 30 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| Metric | 11370438:btcusd:triple_med_gx:lsma95_10 | 11370438:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 13.19% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 19.88% | 43.77% |
| Worst Month | -13.79% | -37.12% |
| Best Year | 60.74% | 155.54% |
| Worst Year | -17.77% | -54.66% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.83% | 8.18% |
| Avg. Down Week | -2.97% | -2.68% |
| Avg. Up Month | 6.44% | 15.84% |
| Avg. Down Month | -5.21% | -12.59% |
| Win Days % | 49.22% | 51.3% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 54.95% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |