| Metric | 11375226:btcusd:triple_med_gx:lsma95_40 | 11375226:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -16.66% | 243.19% |
| Max Drawdown | -40.41% | -67.18% |
| Sharpe | -0.08 | 0.47 |
| Sortino | -0.12 | 0.68 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 0.97 | 1.08 |
| Common Sense Ratio | 0.98 | 1.08 |
| CPC Index | 0.47 | 0.57 |
| Tail Ratio | 1.01 | 1.0 |
| Outlier Win Ratio | 36.93 | 3.3 |
| Outlier Loss Ratio | 4.31 | 3.37 |
| Volatility (ann.) | 9.99% | 26.17% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.13 | 0.64 |
| Skew | 1.03 | 0.2 |
| Kurtosis | 52.26 | 6.44 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.42% | 2.91% |
| Expected Yearly % | -4.45% | 36.11% |
| Kelly Criterion | -5.68% | 4.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.22% |
| Expected Shortfall (cVaR) | -0.86% | -2.22% |
| Year | 11375226:BTCUSD | 11375226:btcusd:triple_med_gx:lsma95_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 8.31 | -0.16 | + |
| 2023 | 155.54 | 9.20 | 0.06 | - |
| 2024 | 121.00 | -23.57 | -0.19 | - |
| 2025 | 30.14 | -7.80 | -0.26 | - |
| Metric | 11375226:btcusd:triple_med_gx:lsma95_40 | 11375226:BTCUSD |
|---|---|---|
| MTD | 1.47% | 13.36% |
| 3M | 3.55% | 45.08% |
| 6M | -7.41% | 28.47% |
| YTD | -7.8% | 30.14% |
| 1Y | -15.26% | 105.13% |
| 3Y (ann.) | -5.95% | 81.7% |
| 5Y (ann.) | -5.12% | 42.69% |
| Metric | 11375226:btcusd:triple_med_gx:lsma95_40 | 11375226:BTCUSD |
|---|---|---|
| Max Drawdown | -40.41% | -67.18% |
| Longest DD Days | 622.0 | 683.0 |
| Avg. Drawdown | -6.64% | -6.09% |
| Avg. Drawdown Days | 82.0 | 30.0 |
| Recovery Factor | -0.41 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-10-30 | 2025-07-14 | -40.41 | 622 |
| 2022-06-05 | 2022-11-30 | -20.11 | 178 |
| 2023-01-21 | 2023-08-29 | -12.84 | 219 |
| 2022-02-05 | 2022-05-30 | -8.02 | 114 |
| 2023-09-04 | 2023-10-23 | -5.75 | 49 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-12-01 | 2023-01-20 | -4.21 | 50 |
| 2023-10-29 | 2023-10-30 | -0.88 | 0 |
| 2023-10-28 | 2023-10-29 | -0.49 | 0 |
| 2023-01-21 | 2023-01-21 | -0.41 | 0 |
| Metric | 11375226:btcusd:triple_med_gx:lsma95_40 | 11375226:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.5% | 35.75% |
| Worst Week | -9.24% | -29.64% |
| Best Month | 10.59% | 43.77% |
| Worst Month | -14.87% | -37.12% |
| Best Year | 9.2% | 155.54% |
| Worst Year | -23.57% | -53.3% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 2.9% | 5.4% |
| Avg. Down Week | -2.49% | -3.1% |
| Avg. Up Month | 4.11% | 18.01% |
| Avg. Down Month | -6.22% | -10.56% |
| Win Days % | 45.55% | 51.3% |
| Win Month % | 51.16% | 62.79% |
| Win Week % | 43.36% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |