| Metric | 11375171:btcusd:triple_med_gx:lsma95_40 | 11375171:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -0.7% | 243.19% |
| Max Drawdown | -41.83% | -67.18% |
| Sharpe | 0.04 | 0.47 |
| Sortino | 0.06 | 0.68 |
| Payoff Ratio | 1.12 | 1.02 |
| Profit Factor | 1.02 | 1.08 |
| Common Sense Ratio | 1.1 | 1.08 |
| CPC Index | 0.52 | 0.57 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 37.49 | 3.3 |
| Outlier Loss Ratio | 4.44 | 3.33 |
| Volatility (ann.) | 9.74% | 26.17% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.0 | 0.64 |
| Skew | 0.91 | 0.2 |
| Kurtosis | 53.75 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.02% | 2.91% |
| Expected Yearly % | -0.18% | 36.11% |
| Kelly Criterion | -2.69% | 3.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.22% |
| Expected Shortfall (cVaR) | -0.84% | -2.22% |
| Year | 11375171:BTCUSD | 11375171:btcusd:triple_med_gx:lsma95_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 20.97 | -0.39 | + |
| 2023 | 155.54 | 12.02 | 0.08 | - |
| 2024 | 121.00 | -19.52 | -0.16 | - |
| 2025 | 30.14 | -8.95 | -0.30 | - |
| Metric | 11375171:btcusd:triple_med_gx:lsma95_40 | 11375171:BTCUSD |
|---|---|---|
| MTD | 1.69% | 13.36% |
| 3M | 5.31% | 45.08% |
| 6M | -4.75% | 28.47% |
| YTD | -8.95% | 30.14% |
| 1Y | -15.85% | 105.13% |
| 3Y (ann.) | -4.21% | 81.7% |
| 5Y (ann.) | -0.2% | 42.69% |
| Metric | 11375171:btcusd:triple_med_gx:lsma95_40 | 11375171:BTCUSD |
|---|---|---|
| Max Drawdown | -41.83% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -5.13% | -6.09% |
| Avg. Drawdown Days | 55.0 | 30.0 |
| Recovery Factor | -0.02 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -41.83 | 469 |
| 2022-06-27 | 2023-01-20 | -17.79 | 207 |
| 2022-02-05 | 2022-05-21 | -9.73 | 105 |
| 2023-01-21 | 2023-06-26 | -9.39 | 155 |
| 2023-10-30 | 2024-02-08 | -6.61 | 100 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2023-08-29 | 2023-10-29 | -3.78 | 60 |
| 2022-02-01 | 2022-02-04 | -3.35 | 2 |
| 2023-06-27 | 2023-08-29 | -3.16 | 62 |
| 2022-05-23 | 2022-05-29 | -3.14 | 6 |
| Metric | 11375171:btcusd:triple_med_gx:lsma95_40 | 11375171:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 13.77% | 35.75% |
| Worst Week | -9.8% | -29.64% |
| Best Month | 11.56% | 43.77% |
| Worst Month | -17.48% | -37.12% |
| Best Year | 20.97% | 155.54% |
| Worst Year | -19.52% | -53.3% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.7% | -0.78% |
| Avg. Up Week | 2.96% | 5.1% |
| Avg. Down Week | -2.74% | -3.85% |
| Avg. Up Month | 3.79% | 16.0% |
| Avg. Down Month | -5.28% | -10.99% |
| Win Days % | 45.69% | 51.3% |
| Win Month % | 53.49% | 62.79% |
| Win Week % | 48.6% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |