| Metric | 11377237:btcusd:triple_med_gx:lsma95_50 | 11377237:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 16.85% | 243.19% |
| Max Drawdown | -27.34% | -67.18% |
| Sharpe | 0.17 | 0.47 |
| Sortino | 0.25 | 0.68 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.49 | 1.08 |
| CPC Index | 0.56 | 0.6 |
| Tail Ratio | 1.39 | 1.0 |
| Outlier Win Ratio | 42.78 | 3.26 |
| Outlier Loss Ratio | 4.33 | 3.25 |
| Volatility (ann.) | 8.88% | 26.17% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.17 | 0.64 |
| Skew | 0.82 | 0.2 |
| Kurtosis | 57.67 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.36% | 2.91% |
| Expected Yearly % | 3.97% | 36.11% |
| Kelly Criterion | -0.74% | 6.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.22% |
| Expected Shortfall (cVaR) | -0.76% | -2.22% |
| Year | 11377237:BTCUSD | 11377237:btcusd:triple_med_gx:lsma95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 32.72 | -0.61 | + |
| 2023 | 155.54 | -2.96 | -0.02 | - |
| 2024 | 121.00 | -2.49 | -0.02 | - |
| 2025 | 30.14 | -6.96 | -0.23 | - |
| Metric | 11377237:btcusd:triple_med_gx:lsma95_50 | 11377237:BTCUSD |
|---|---|---|
| MTD | 1.74% | 13.36% |
| 3M | 8.01% | 45.08% |
| 6M | -6.61% | 28.47% |
| YTD | -6.96% | 30.14% |
| 1Y | -4.72% | 105.13% |
| 3Y (ann.) | 1.99% | 81.7% |
| 5Y (ann.) | 4.59% | 42.69% |
| Metric | 11377237:btcusd:triple_med_gx:lsma95_50 | 11377237:BTCUSD |
|---|---|---|
| Max Drawdown | -27.34% | -67.18% |
| Longest DD Days | 904.0 | 683.0 |
| Avg. Drawdown | -3.78% | -6.09% |
| Avg. Drawdown Days | 76.0 | 30.0 |
| Recovery Factor | 0.62 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2025-07-14 | -27.34 | 904 |
| 2022-04-26 | 2022-09-09 | -9.00 | 135 |
| 2022-02-05 | 2022-03-25 | -5.67 | 48 |
| 2022-11-24 | 2023-01-20 | -2.94 | 57 |
| 2022-10-09 | 2022-10-25 | -2.76 | 16 |
| 2022-03-25 | 2022-04-01 | -2.72 | 7 |
| 2022-09-15 | 2022-10-03 | -2.41 | 18 |
| 2022-10-31 | 2022-11-22 | -2.40 | 22 |
| 2022-04-24 | 2022-04-25 | -2.16 | 1 |
| 2022-11-23 | 2022-11-23 | -1.19 | 0 |
| Metric | 11377237:btcusd:triple_med_gx:lsma95_50 | 11377237:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.98% | 35.75% |
| Worst Week | -8.99% | -29.64% |
| Best Month | 10.75% | 43.77% |
| Worst Month | -10.25% | -37.12% |
| Best Year | 32.72% | 155.54% |
| Worst Year | -6.96% | -53.3% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 3.25% | 5.43% |
| Avg. Down Week | -2.28% | -3.62% |
| Avg. Up Month | 4.0% | 15.87% |
| Avg. Down Month | -3.3% | -12.41% |
| Win Days % | 46.85% | 51.3% |
| Win Month % | 52.38% | 62.79% |
| Win Week % | 47.47% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 25.0% | 75.0% |