| Metric | 11376580:btcusd:triple_med_gx:lsma95_45 | 11376580:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 28.6% | 233.23% |
| Max Drawdown | -22.39% | -67.18% |
| Sharpe | 0.24 | 0.46 |
| Sortino | 0.36 | 0.67 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.26 | 1.08 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 39.59 | 3.4 |
| Outlier Loss Ratio | 4.06 | 3.25 |
| Volatility (ann.) | 9.53% | 26.12% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.34 | 0.62 |
| Skew | 1.17 | 0.2 |
| Kurtosis | 54.93 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.59% | 2.84% |
| Expected Yearly % | 6.49% | 35.11% |
| Kelly Criterion | 1.15% | 5.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11376580:BTCUSD | 11376580:btcusd:triple_med_gx:lsma95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -1.79 | 0.03 | + |
| 2023 | 155.54 | 50.54 | 0.32 | - |
| 2024 | 121.00 | 2.08 | 0.02 | - |
| 2025 | 30.14 | -14.79 | -0.49 | - |
| Metric | 11376580:btcusd:triple_med_gx:lsma95_45 | 11376580:BTCUSD |
|---|---|---|
| MTD | 2.11% | 13.36% |
| 3M | -1.54% | 45.08% |
| 6M | -11.9% | 28.47% |
| YTD | -14.79% | 30.14% |
| 1Y | -6.69% | 105.13% |
| 3Y (ann.) | 12.27% | 81.7% |
| 5Y (ann.) | 7.54% | 41.6% |
| Metric | 11376580:btcusd:triple_med_gx:lsma95_45 | 11376580:BTCUSD |
|---|---|---|
| Max Drawdown | -22.39% | -67.18% |
| Longest DD Days | 552.0 | 683.0 |
| Avg. Drawdown | -3.41% | -6.05% |
| Avg. Drawdown Days | 63.0 | 31.0 |
| Recovery Factor | 1.28 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-09 | 2025-07-14 | -22.39 | 552 |
| 2022-03-02 | 2023-06-20 | -19.52 | 475 |
| 2023-08-29 | 2023-10-23 | -8.76 | 54 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2023-08-04 | 2023-08-29 | -1.04 | 25 |
| 2024-01-07 | 2024-01-08 | -0.98 | 0 |
| 2022-02-05 | 2022-03-01 | -0.86 | 24 |
| 2023-10-23 | 2023-10-23 | -0.43 | 0 |
| 2022-01-31 | 2022-02-01 | -0.33 | 1 |
| 2022-02-05 | 2022-02-05 | -0.32 | 0 |
| Metric | 11376580:btcusd:triple_med_gx:lsma95_45 | 11376580:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 14.6% | 35.75% |
| Worst Week | -10.43% | -29.64% |
| Best Month | 15.15% | 43.77% |
| Worst Month | -12.94% | -37.12% |
| Best Year | 50.54% | 155.54% |
| Worst Year | -14.79% | -54.66% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.74% | -0.78% |
| Avg. Up Week | 3.34% | 7.01% |
| Avg. Down Week | -2.81% | -3.03% |
| Avg. Up Month | 5.56% | 14.42% |
| Avg. Down Month | -4.88% | -13.07% |
| Win Days % | 47.95% | 51.3% |
| Win Month % | 51.22% | 62.79% |
| Win Week % | 51.16% | 51.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |