| Metric | 11373625:btcusd:triple_med_gx:lsma95_30 | 11373625:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 45.1% | 237.48% |
| Max Drawdown | -22.31% | -67.18% |
| Sharpe | 0.33 | 0.47 |
| Sortino | 0.48 | 0.68 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.6 | 1.08 |
| CPC Index | 0.61 | 0.6 |
| Tail Ratio | 1.42 | 1.0 |
| Outlier Win Ratio | 35.45 | 3.4 |
| Outlier Loss Ratio | 4.14 | 3.26 |
| Volatility (ann.) | 9.72% | 26.13% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.51 | 0.63 |
| Skew | 0.62 | 0.2 |
| Kurtosis | 46.93 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.87% | 2.87% |
| Expected Yearly % | 9.75% | 35.54% |
| Kelly Criterion | 2.33% | 6.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.22% |
| Expected Shortfall (cVaR) | -0.83% | -2.22% |
| Year | 11373625:BTCUSD | 11373625:btcusd:triple_med_gx:lsma95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 13.49 | -0.25 | + |
| 2023 | 155.54 | 38.04 | 0.24 | - |
| 2024 | 121.00 | 6.41 | 0.05 | - |
| 2025 | 30.14 | -12.96 | -0.43 | - |
| Metric | 11373625:btcusd:triple_med_gx:lsma95_30 | 11373625:BTCUSD |
|---|---|---|
| MTD | 2.08% | 13.36% |
| 3M | -3.46% | 45.08% |
| 6M | -12.26% | 28.47% |
| YTD | -12.96% | 30.14% |
| 1Y | -7.66% | 105.13% |
| 3Y (ann.) | 9.48% | 81.7% |
| 5Y (ann.) | 11.35% | 42.08% |
| Metric | 11373625:btcusd:triple_med_gx:lsma95_30 | 11373625:BTCUSD |
|---|---|---|
| Max Drawdown | -22.31% | -67.18% |
| Longest DD Days | 237.0 | 683.0 |
| Avg. Drawdown | -4.07% | -5.84% |
| Avg. Drawdown Days | 36.0 | 29.0 |
| Recovery Factor | 2.02 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-07-14 | -22.31 | 130 |
| 2022-04-21 | 2022-10-26 | -14.99 | 188 |
| 2024-04-01 | 2024-11-07 | -13.22 | 220 |
| 2022-10-26 | 2023-06-20 | -12.80 | 237 |
| 2022-03-02 | 2022-04-19 | -9.61 | 48 |
| 2024-01-06 | 2024-03-04 | -9.58 | 58 |
| 2023-08-29 | 2023-10-20 | -8.76 | 51 |
| 2025-01-07 | 2025-02-14 | -6.01 | 38 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-12-09 | 2025-01-05 | -4.29 | 27 |
| Metric | 11373625:btcusd:triple_med_gx:lsma95_30 | 11373625:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 13.16% | 35.75% |
| Worst Week | -11.66% | -29.64% |
| Best Month | 14.4% | 43.77% |
| Worst Month | -10.43% | -37.12% |
| Best Year | 38.04% | 155.54% |
| Worst Year | -12.96% | -54.08% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.73% | -0.76% |
| Avg. Up Week | 3.67% | 7.58% |
| Avg. Down Week | -2.62% | -3.05% |
| Avg. Up Month | 5.14% | 15.73% |
| Avg. Down Month | -2.84% | -11.87% |
| Win Days % | 48.83% | 51.31% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 48.35% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |