| Metric | 11371143:btcusd:triple_med_gx:lsma95_15 | 11371143:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 33.48% | 237.48% |
| Max Drawdown | -26.57% | -67.18% |
| Sharpe | 0.25 | 0.47 |
| Sortino | 0.36 | 0.68 |
| Payoff Ratio | 1.07 | 1.07 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.37 | 1.08 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 31.47 | 3.45 |
| Outlier Loss Ratio | 4.12 | 3.4 |
| Volatility (ann.) | 10.74% | 26.13% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.33 | 0.63 |
| Skew | 0.86 | 0.2 |
| Kurtosis | 48.88 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.67% | 2.87% |
| Expected Yearly % | 7.49% | 35.54% |
| Kelly Criterion | 0.54% | 5.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.22% |
| Expected Shortfall (cVaR) | -0.92% | -2.22% |
| Year | 11371143:BTCUSD | 11371143:btcusd:triple_med_gx:lsma95_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -11.53 | 0.21 | + |
| 2023 | 155.54 | 46.41 | 0.30 | - |
| 2024 | 121.00 | 7.61 | 0.06 | - |
| 2025 | 30.14 | -4.24 | -0.14 | - |
| Metric | 11371143:btcusd:triple_med_gx:lsma95_15 | 11371143:BTCUSD |
|---|---|---|
| MTD | 2.08% | 13.36% |
| 3M | 1.49% | 45.08% |
| 6M | -3.74% | 28.47% |
| YTD | -4.24% | 30.14% |
| 1Y | 3.59% | 105.13% |
| 3Y (ann.) | 12.61% | 81.7% |
| 5Y (ann.) | 8.7% | 42.08% |
| Metric | 11371143:btcusd:triple_med_gx:lsma95_15 | 11371143:BTCUSD |
|---|---|---|
| Max Drawdown | -26.57% | -67.18% |
| Longest DD Days | 546.0 | 683.0 |
| Avg. Drawdown | -4.82% | -5.84% |
| Avg. Drawdown Days | 53.0 | 29.0 |
| Recovery Factor | 1.26 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-10-20 | -26.57 | 546 |
| 2025-01-07 | 2025-07-14 | -18.21 | 188 |
| 2024-04-01 | 2025-01-06 | -18.16 | 280 |
| 2022-02-05 | 2022-04-19 | -10.04 | 73 |
| 2024-01-11 | 2024-02-28 | -9.77 | 48 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2023-11-11 | 2023-12-01 | -2.39 | 20 |
| 2024-01-07 | 2024-01-11 | -1.97 | 3 |
| Metric | 11371143:btcusd:triple_med_gx:lsma95_15 | 11371143:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 12.67% | 35.75% |
| Worst Week | -9.18% | -29.64% |
| Best Month | 14.3% | 43.77% |
| Worst Month | -11.63% | -37.12% |
| Best Year | 46.41% | 155.54% |
| Worst Year | -11.53% | -54.08% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.77% | -0.78% |
| Avg. Up Week | 4.02% | 8.17% |
| Avg. Down Week | -2.82% | -3.02% |
| Avg. Up Month | 5.65% | 15.22% |
| Avg. Down Month | -4.3% | -11.28% |
| Win Days % | 48.57% | 51.31% |
| Win Month % | 48.84% | 62.79% |
| Win Week % | 46.32% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |