| Metric | 11378752:btcusd:triple_med_gx:lsma95_55 | 11378752:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 12.82% | 228.52% |
| Max Drawdown | -27.74% | -67.18% |
| Sharpe | 0.14 | 0.46 |
| Sortino | 0.21 | 0.67 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.15 | 1.07 |
| CPC Index | 0.56 | 0.61 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 41.55 | 3.34 |
| Outlier Loss Ratio | 4.19 | 3.22 |
| Volatility (ann.) | 9.06% | 26.15% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.13 | 0.61 |
| Skew | 0.87 | 0.2 |
| Kurtosis | 56.21 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.28% | 2.8% |
| Expected Yearly % | 3.06% | 34.63% |
| Kelly Criterion | -0.55% | 7.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.22% |
| Expected Shortfall (cVaR) | -0.78% | -2.22% |
| Year | 11378752:BTCUSD | 11378752:btcusd:triple_med_gx:lsma95_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 22.20 | -0.40 | + |
| 2023 | 155.54 | 15.41 | 0.10 | - |
| 2024 | 121.00 | -17.32 | -0.14 | - |
| 2025 | 30.14 | -3.25 | -0.11 | - |
| Metric | 11378752:btcusd:triple_med_gx:lsma95_55 | 11378752:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -4.25% | 45.08% |
| 6M | -6.68% | 28.47% |
| YTD | -3.25% | 30.14% |
| 1Y | -8.03% | 105.13% |
| 3Y (ann.) | -0.03% | 81.7% |
| 5Y (ann.) | 3.54% | 40.94% |
| Metric | 11378752:btcusd:triple_med_gx:lsma95_55 | 11378752:BTCUSD |
|---|---|---|
| Max Drawdown | -27.74% | -67.18% |
| Longest DD Days | 684.0 | 683.0 |
| Avg. Drawdown | -3.69% | -6.34% |
| Avg. Drawdown Days | 53.0 | 31.0 |
| Recovery Factor | 0.46 | 3.4 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-08-29 | 2025-07-14 | -27.74 | 684 |
| 2022-06-08 | 2022-10-25 | -9.87 | 139 |
| 2022-02-05 | 2022-04-20 | -7.22 | 74 |
| 2022-10-26 | 2023-01-04 | -6.05 | 69 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2022-04-21 | 2022-06-06 | -5.11 | 45 |
| 2023-06-05 | 2023-06-20 | -4.57 | 15 |
| 2023-08-02 | 2023-08-29 | -2.71 | 27 |
| 2023-04-11 | 2023-05-02 | -2.26 | 21 |
| 2023-02-19 | 2023-03-14 | -1.97 | 23 |
| Metric | 11378752:btcusd:triple_med_gx:lsma95_55 | 11378752:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 13.78% | 35.75% |
| Worst Week | -8.74% | -29.64% |
| Best Month | 9.32% | 43.77% |
| Worst Month | -13.45% | -37.12% |
| Best Year | 22.2% | 155.54% |
| Worst Year | -17.32% | -55.3% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 2.78% | 7.09% |
| Avg. Down Week | -2.6% | -2.87% |
| Avg. Up Month | 3.93% | 18.12% |
| Avg. Down Month | -3.64% | -8.75% |
| Win Days % | 46.8% | 51.3% |
| Win Month % | 50.0% | 62.79% |
| Win Week % | 47.78% | 51.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |