| Metric | 11370478:btcusd:triple_med_gx:lsma95_10 | 11370478:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -1.61% | 220.31% |
| Max Drawdown | -27.81% | -67.18% |
| Sharpe | 0.04 | 0.45 |
| Sortino | 0.06 | 0.66 |
| Payoff Ratio | 1.03 | 1.04 |
| Profit Factor | 1.01 | 1.08 |
| Common Sense Ratio | 1.01 | 1.08 |
| CPC Index | 0.5 | 0.57 |
| Tail Ratio | 1.0 | 1.0 |
| Outlier Win Ratio | 34.7 | 3.38 |
| Outlier Loss Ratio | 4.04 | 3.37 |
| Volatility (ann.) | 10.29% | 26.14% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.02 | 0.6 |
| Skew | 1.26 | 0.2 |
| Kurtosis | 54.33 | 6.51 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.04% | 2.74% |
| Expected Yearly % | -0.4% | 33.78% |
| Kelly Criterion | -3.57% | 4.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.22% |
| Expected Shortfall (cVaR) | -0.88% | -2.22% |
| Year | 11370478:BTCUSD | 11370478:btcusd:triple_med_gx:lsma95_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -10.76 | 0.19 | + |
| 2023 | 155.54 | 17.65 | 0.11 | - |
| 2024 | 121.00 | 22.67 | 0.19 | - |
| 2025 | 30.14 | -23.61 | -0.78 | - |
| Metric | 11370478:btcusd:triple_med_gx:lsma95_10 | 11370478:BTCUSD |
|---|---|---|
| MTD | -1.16% | 13.36% |
| 3M | -6.79% | 45.08% |
| 6M | -22.01% | 28.47% |
| YTD | -23.61% | 30.14% |
| 1Y | -8.88% | 105.13% |
| 3Y (ann.) | 3.88% | 81.7% |
| 5Y (ann.) | -0.47% | 40.11% |
| Metric | 11370478:btcusd:triple_med_gx:lsma95_10 | 11370478:BTCUSD |
|---|---|---|
| Max Drawdown | -27.81% | -67.18% |
| Longest DD Days | 733.0 | 683.0 |
| Avg. Drawdown | -5.5% | -6.34% |
| Avg. Drawdown Days | 81.0 | 32.0 |
| Recovery Factor | -0.06 | 3.28 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -27.81 | 188 |
| 2022-03-02 | 2024-03-04 | -26.32 | 733 |
| 2024-03-05 | 2024-11-10 | -16.66 | 250 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2025-01-03 | -0.96 | 17 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2022-02-05 | 2022-03-01 | -0.52 | 23 |
| Metric | 11370478:btcusd:triple_med_gx:lsma95_10 | 11370478:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.83% | 35.75% |
| Worst Week | -15.24% | -29.64% |
| Best Month | 11.83% | 43.77% |
| Worst Month | -17.76% | -37.12% |
| Best Year | 22.67% | 155.54% |
| Worst Year | -23.61% | -56.42% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 3.45% | 8.68% |
| Avg. Down Week | -3.14% | -3.5% |
| Avg. Up Month | 5.05% | 16.09% |
| Avg. Down Month | -6.43% | -12.74% |
| Win Days % | 47.42% | 51.32% |
| Win Month % | 53.66% | 62.79% |
| Win Week % | 47.25% | 51.63% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |