| Metric | 11373661:btcusd:triple_med_gx:lsma95_30 | 11373661:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 21.41% | 222.44% |
| Max Drawdown | -23.38% | -67.18% |
| Sharpe | 0.19 | 0.45 |
| Sortino | 0.29 | 0.66 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.18 | 1.08 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 38.16 | 3.41 |
| Outlier Loss Ratio | 4.0 | 3.32 |
| Volatility (ann.) | 9.73% | 26.13% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.25 | 0.6 |
| Skew | 1.47 | 0.2 |
| Kurtosis | 48.59 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.45% | 2.76% |
| Expected Yearly % | 4.97% | 34.0% |
| Kelly Criterion | 0.59% | 5.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.22% |
| Expected Shortfall (cVaR) | -0.83% | -2.22% |
| Year | 11373661:BTCUSD | 11373661:btcusd:triple_med_gx:lsma95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -5.97 | 0.11 | + |
| 2023 | 155.54 | 29.56 | 0.19 | - |
| 2024 | 121.00 | 17.19 | 0.14 | - |
| 2025 | 30.14 | -14.96 | -0.50 | - |
| Metric | 11373661:btcusd:triple_med_gx:lsma95_30 | 11373661:BTCUSD |
|---|---|---|
| MTD | 1.57% | 13.36% |
| 3M | -3.78% | 45.08% |
| 6M | -13.18% | 28.47% |
| YTD | -14.96% | 30.14% |
| 1Y | -3.3% | 105.13% |
| 3Y (ann.) | 9.56% | 81.7% |
| 5Y (ann.) | 5.78% | 40.34% |
| Metric | 11373661:btcusd:triple_med_gx:lsma95_30 | 11373661:BTCUSD |
|---|---|---|
| Max Drawdown | -23.38% | -67.18% |
| Longest DD Days | 600.0 | 683.0 |
| Avg. Drawdown | -4.4% | -6.36% |
| Avg. Drawdown Days | 65.0 | 32.0 |
| Recovery Factor | 0.92 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-10-23 | -23.38 | 600 |
| 2025-01-07 | 2025-07-14 | -21.80 | 188 |
| 2024-03-05 | 2024-12-15 | -14.66 | 285 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-01-31 | 2024-03-04 | -4.07 | 32 |
| 2024-01-09 | 2024-01-29 | -2.32 | 20 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2024-12-16 | 2025-01-03 | -1.31 | 17 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| Metric | 11373661:btcusd:triple_med_gx:lsma95_30 | 11373661:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 12.5% | 35.75% |
| Worst Week | -10.26% | -29.64% |
| Best Month | 18.74% | 43.77% |
| Worst Month | -10.04% | -37.12% |
| Best Year | 29.56% | 155.54% |
| Worst Year | -14.96% | -56.13% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.43% | 7.21% |
| Avg. Down Week | -3.2% | -2.94% |
| Avg. Up Month | 6.01% | 14.29% |
| Avg. Down Month | -4.45% | -12.48% |
| Win Days % | 48.68% | 51.29% |
| Win Month % | 42.5% | 62.79% |
| Win Week % | 49.38% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |