| Metric | 11374588:btcusd:triple_med_gx:lsma95_35 | 11374588:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 33.12% | 222.44% |
| Max Drawdown | -24.48% | -67.18% |
| Sharpe | 0.27 | 0.45 |
| Sortino | 0.4 | 0.66 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.22 | 1.08 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 39.07 | 3.39 |
| Outlier Loss Ratio | 4.08 | 3.28 |
| Volatility (ann.) | 9.52% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.35 | 0.6 |
| Skew | 1.47 | 0.2 |
| Kurtosis | 53.57 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.67% | 2.76% |
| Expected Yearly % | 7.41% | 34.0% |
| Kelly Criterion | 2.04% | 5.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11374588:BTCUSD | 11374588:btcusd:triple_med_gx:lsma95_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -4.46 | 0.08 | + |
| 2023 | 155.54 | 42.38 | 0.27 | - |
| 2024 | 121.00 | 20.24 | 0.17 | - |
| 2025 | 30.14 | -18.61 | -0.62 | - |
| Metric | 11374588:btcusd:triple_med_gx:lsma95_35 | 11374588:BTCUSD |
|---|---|---|
| MTD | 1.57% | 13.36% |
| 3M | -1.22% | 45.08% |
| 6M | -15.8% | 28.47% |
| YTD | -18.61% | 30.14% |
| 1Y | -6.83% | 105.13% |
| 3Y (ann.) | 14.29% | 81.7% |
| 5Y (ann.) | 8.63% | 40.34% |
| Metric | 11374588:btcusd:triple_med_gx:lsma95_35 | 11374588:BTCUSD |
|---|---|---|
| Max Drawdown | -24.48% | -67.18% |
| Longest DD Days | 545.0 | 683.0 |
| Avg. Drawdown | -4.13% | -6.36% |
| Avg. Drawdown Days | 54.0 | 32.0 |
| Recovery Factor | 1.35 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -24.48 | 188 |
| 2022-03-02 | 2023-08-29 | -22.17 | 545 |
| 2024-03-05 | 2024-11-10 | -10.06 | 250 |
| 2023-08-29 | 2023-10-20 | -8.76 | 51 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-01-31 | 2024-03-04 | -4.07 | 32 |
| 2024-01-09 | 2024-01-29 | -2.36 | 20 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| 2024-12-16 | 2025-01-06 | -1.67 | 20 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| Metric | 11374588:btcusd:triple_med_gx:lsma95_35 | 11374588:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 12.4% | 35.75% |
| Worst Week | -10.26% | -29.64% |
| Best Month | 19.81% | 43.77% |
| Worst Month | -12.59% | -37.12% |
| Best Year | 42.38% | 155.54% |
| Worst Year | -18.61% | -56.13% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.5% | 7.58% |
| Avg. Down Week | -3.83% | -2.95% |
| Avg. Up Month | 5.65% | 13.62% |
| Avg. Down Month | -5.83% | -14.24% |
| Win Days % | 48.47% | 51.29% |
| Win Month % | 55.26% | 62.79% |
| Win Week % | 55.13% | 51.63% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |