| Metric | 11378539:btcusd:triple_med_gx:lsma95_55 | 11378539:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 41.37% | 243.19% |
| Max Drawdown | -23.58% | -67.18% |
| Sharpe | 0.31 | 0.47 |
| Sortino | 0.47 | 0.68 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.77 | 1.08 |
| CPC Index | 0.61 | 0.6 |
| Tail Ratio | 1.57 | 1.0 |
| Outlier Win Ratio | 36.97 | 3.27 |
| Outlier Loss Ratio | 4.26 | 3.28 |
| Volatility (ann.) | 9.48% | 26.17% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.45 | 0.64 |
| Skew | 1.45 | 0.2 |
| Kurtosis | 56.82 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.81% | 2.91% |
| Expected Yearly % | 9.04% | 36.11% |
| Kelly Criterion | 0.96% | 6.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.22% |
| Expected Shortfall (cVaR) | -0.81% | -2.22% |
| Year | 11378539:BTCUSD | 11378539:btcusd:triple_med_gx:lsma95_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 30.93 | -0.58 | + |
| 2023 | 155.54 | -13.38 | -0.09 | - |
| 2024 | 121.00 | 19.86 | 0.16 | - |
| 2025 | 30.14 | 3.99 | 0.13 | - |
| Metric | 11378539:btcusd:triple_med_gx:lsma95_55 | 11378539:BTCUSD |
|---|---|---|
| MTD | -0.03% | 13.36% |
| 3M | 11.43% | 45.08% |
| 6M | 3.76% | 28.47% |
| YTD | 3.99% | 30.14% |
| 1Y | 27.26% | 105.13% |
| 3Y (ann.) | 7.26% | 81.7% |
| 5Y (ann.) | 10.5% | 42.69% |
| Metric | 11378539:btcusd:triple_med_gx:lsma95_55 | 11378539:BTCUSD |
|---|---|---|
| Max Drawdown | -23.58% | -67.18% |
| Longest DD Days | 729.0 | 683.0 |
| Avg. Drawdown | -3.93% | -6.09% |
| Avg. Drawdown Days | 58.0 | 30.0 |
| Recovery Factor | 1.75 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-23 | 2024-11-22 | -23.58 | 729 |
| 2022-03-09 | 2022-07-19 | -15.70 | 131 |
| 2022-07-25 | 2022-11-05 | -12.10 | 102 |
| 2025-01-26 | 2025-04-22 | -12.03 | 86 |
| 2024-11-22 | 2025-01-06 | -5.37 | 44 |
| 2025-05-19 | 2025-07-14 | -3.57 | 56 |
| 2025-05-02 | 2025-05-18 | -1.91 | 16 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| 2025-04-23 | 2025-05-01 | -1.41 | 7 |
| 2025-01-06 | 2025-01-25 | -0.96 | 19 |
| Metric | 11378539:btcusd:triple_med_gx:lsma95_55 | 11378539:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 13.75% | 35.75% |
| Worst Week | -7.57% | -29.64% |
| Best Month | 16.52% | 43.77% |
| Worst Month | -7.18% | -37.12% |
| Best Year | 30.93% | 155.54% |
| Worst Year | -13.38% | -53.3% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 3.71% | 6.2% |
| Avg. Down Week | -2.68% | -4.75% |
| Avg. Up Month | 5.31% | 16.07% |
| Avg. Down Month | -2.85% | -12.68% |
| Win Days % | 47.18% | 51.3% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 50.0% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |