| Metric | 11376562:btcusd:triple_med_gx:lsma95_45 | 11376562:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 19.85% | 237.48% |
| Max Drawdown | -25.53% | -67.18% |
| Sharpe | 0.18 | 0.47 |
| Sortino | 0.27 | 0.68 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.31 | 1.08 |
| CPC Index | 0.56 | 0.59 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 38.09 | 3.35 |
| Outlier Loss Ratio | 4.04 | 3.24 |
| Volatility (ann.) | 9.59% | 26.13% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.21 | 0.63 |
| Skew | 0.48 | 0.2 |
| Kurtosis | 51.6 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.42% | 2.87% |
| Expected Yearly % | 4.63% | 35.54% |
| Kelly Criterion | 0.52% | 5.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.22% |
| Expected Shortfall (cVaR) | -0.82% | -2.22% |
| Year | 11376562:BTCUSD | 11376562:btcusd:triple_med_gx:lsma95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | 9.39 | -0.17 | + |
| 2023 | 155.54 | 34.08 | 0.22 | - |
| 2024 | 121.00 | -7.65 | -0.06 | - |
| 2025 | 30.14 | -11.52 | -0.38 | - |
| Metric | 11376562:btcusd:triple_med_gx:lsma95_45 | 11376562:BTCUSD |
|---|---|---|
| MTD | 2.08% | 13.36% |
| 3M | -2.16% | 45.08% |
| 6M | -11.01% | 28.47% |
| YTD | -11.52% | 30.14% |
| 1Y | -2.41% | 105.13% |
| 3Y (ann.) | 5.4% | 81.7% |
| 5Y (ann.) | 5.37% | 42.08% |
| Metric | 11376562:btcusd:triple_med_gx:lsma95_45 | 11376562:BTCUSD |
|---|---|---|
| Max Drawdown | -25.53% | -67.18% |
| Longest DD Days | 564.0 | 683.0 |
| Avg. Drawdown | -5.03% | -5.84% |
| Avg. Drawdown Days | 79.0 | 29.0 |
| Recovery Factor | 0.78 | 3.54 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-27 | 2025-07-14 | -25.53 | 564 |
| 2022-03-02 | 2022-10-25 | -14.17 | 237 |
| 2023-08-29 | 2023-10-23 | -8.76 | 54 |
| 2023-03-14 | 2023-06-20 | -8.22 | 97 |
| 2022-10-26 | 2023-03-14 | -8.10 | 138 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2023-06-21 | 2023-08-29 | -3.50 | 68 |
| 2023-10-23 | 2023-10-23 | -0.43 | 0 |
| 2022-02-05 | 2022-03-01 | -0.33 | 24 |
| 2022-10-25 | 2022-10-26 | -0.18 | 0 |
| Metric | 11376562:btcusd:triple_med_gx:lsma95_45 | 11376562:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.48% | 35.75% |
| Worst Week | -9.43% | -29.64% |
| Best Month | 13.87% | 43.77% |
| Worst Month | -13.95% | -37.12% |
| Best Year | 34.08% | 155.54% |
| Worst Year | -11.52% | -54.08% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 3.7% | 7.5% |
| Avg. Down Week | -2.83% | -3.08% |
| Avg. Up Month | 5.98% | 14.63% |
| Avg. Down Month | -4.11% | -11.95% |
| Win Days % | 48.27% | 51.31% |
| Win Month % | 43.9% | 62.79% |
| Win Week % | 44.32% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |