| Metric | 11375518:btcusd:triple_med_gx:lsma95_40 | 11375518:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 7.95% | 228.52% |
| Max Drawdown | -34.25% | -67.18% |
| Sharpe | 0.11 | 0.46 |
| Sortino | 0.15 | 0.67 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.2 | 1.07 |
| CPC Index | 0.53 | 0.6 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 37.12 | 3.35 |
| Outlier Loss Ratio | 4.3 | 3.27 |
| Volatility (ann.) | 9.46% | 26.15% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.07 | 0.61 |
| Skew | 0.8 | 0.2 |
| Kurtosis | 50.57 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.18% | 2.8% |
| Expected Yearly % | 1.93% | 34.63% |
| Kelly Criterion | -1.78% | 6.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11375518:BTCUSD | 11375518:btcusd:triple_med_gx:lsma95_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 21.83 | -0.39 | + |
| 2023 | 155.54 | 24.99 | 0.16 | - |
| 2024 | 121.00 | -21.85 | -0.18 | - |
| 2025 | 30.14 | -9.29 | -0.31 | - |
| Metric | 11375518:btcusd:triple_med_gx:lsma95_40 | 11375518:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -2.6% | 45.08% |
| 6M | -11.55% | 28.47% |
| YTD | -9.29% | 30.14% |
| 1Y | -7.36% | 105.13% |
| 3Y (ann.) | -4.97% | 81.7% |
| 5Y (ann.) | 2.23% | 40.94% |
| Metric | 11375518:btcusd:triple_med_gx:lsma95_40 | 11375518:BTCUSD |
|---|---|---|
| Max Drawdown | -34.25% | -67.18% |
| Longest DD Days | 469.0 | 683.0 |
| Avg. Drawdown | -3.89% | -6.34% |
| Avg. Drawdown Days | 36.0 | 31.0 |
| Recovery Factor | 0.23 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-14 | -34.25 | 469 |
| 2022-10-26 | 2023-06-20 | -14.65 | 237 |
| 2022-06-26 | 2022-10-26 | -9.80 | 122 |
| 2023-08-29 | 2023-10-23 | -8.76 | 54 |
| 2024-01-11 | 2024-03-04 | -8.53 | 53 |
| 2022-03-02 | 2022-03-24 | -6.58 | 22 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-04-21 | 2022-05-19 | -5.04 | 28 |
| 2022-05-20 | 2022-06-06 | -4.88 | 16 |
| 2023-07-16 | 2023-08-29 | -4.68 | 43 |
| Metric | 11375518:btcusd:triple_med_gx:lsma95_40 | 11375518:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.11% | 35.75% |
| Worst Week | -6.61% | -29.64% |
| Best Month | 13.11% | 43.77% |
| Worst Month | -16.4% | -37.12% |
| Best Year | 24.99% | 155.54% |
| Worst Year | -21.85% | -55.3% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 3.24% | 6.92% |
| Avg. Down Week | -2.32% | -2.47% |
| Avg. Up Month | 5.81% | 13.06% |
| Avg. Down Month | -4.28% | -9.89% |
| Win Days % | 46.73% | 51.3% |
| Win Month % | 39.53% | 62.79% |
| Win Week % | 41.11% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |