| Metric | 11377657:btcusd:triple_med_gx:lsma95_50 | 11377657:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 26.85% | 233.23% |
| Max Drawdown | -23.57% | -67.18% |
| Sharpe | 0.23 | 0.46 |
| Sortino | 0.34 | 0.67 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.38 | 1.08 |
| CPC Index | 0.58 | 0.59 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 40.96 | 3.38 |
| Outlier Loss Ratio | 3.93 | 3.23 |
| Volatility (ann.) | 9.52% | 26.12% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.3 | 0.62 |
| Skew | 1.07 | 0.2 |
| Kurtosis | 56.68 | 6.51 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.55% | 2.84% |
| Expected Yearly % | 6.13% | 35.11% |
| Kelly Criterion | 1.31% | 5.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11377657:BTCUSD | 11377657:btcusd:triple_med_gx:lsma95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -6.37 | 0.12 | + |
| 2023 | 155.54 | 51.50 | 0.33 | - |
| 2024 | 121.00 | 3.07 | 0.03 | - |
| 2025 | 30.14 | -13.24 | -0.44 | - |
| Metric | 11377657:btcusd:triple_med_gx:lsma95_50 | 11377657:BTCUSD |
|---|---|---|
| MTD | 2.11% | 13.36% |
| 3M | -1.94% | 45.08% |
| 6M | -10.28% | 28.47% |
| YTD | -13.24% | 30.14% |
| 1Y | -5.96% | 105.13% |
| 3Y (ann.) | 13.85% | 81.7% |
| 5Y (ann.) | 7.11% | 41.6% |
| Metric | 11377657:btcusd:triple_med_gx:lsma95_50 | 11377657:BTCUSD |
|---|---|---|
| Max Drawdown | -23.57% | -67.18% |
| Longest DD Days | 500.0 | 683.0 |
| Avg. Drawdown | -4.37% | -6.05% |
| Avg. Drawdown Days | 67.0 | 31.0 |
| Recovery Factor | 1.14 | 3.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-05 | 2023-06-20 | -23.57 | 500 |
| 2024-03-05 | 2025-07-14 | -22.00 | 496 |
| 2024-01-09 | 2024-03-04 | -10.30 | 55 |
| 2023-08-29 | 2023-10-23 | -8.76 | 54 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2023-08-04 | 2023-08-29 | -1.25 | 25 |
| 2024-01-07 | 2024-01-08 | -0.98 | 0 |
| 2022-01-31 | 2022-02-01 | -0.33 | 1 |
| 2022-02-05 | 2022-02-05 | -0.32 | 0 |
| 2023-06-21 | 2023-06-22 | -0.26 | 0 |
| Metric | 11377657:btcusd:triple_med_gx:lsma95_50 | 11377657:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 14.16% | 35.75% |
| Worst Week | -12.03% | -29.64% |
| Best Month | 14.16% | 43.77% |
| Worst Month | -14.08% | -37.12% |
| Best Year | 51.5% | 155.54% |
| Worst Year | -13.24% | -54.66% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 3.72% | 7.76% |
| Avg. Down Week | -3.21% | -3.49% |
| Avg. Up Month | 4.82% | 15.33% |
| Avg. Down Month | -4.63% | -13.55% |
| Win Days % | 48.38% | 51.3% |
| Win Month % | 55.0% | 62.79% |
| Win Week % | 48.78% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |