| Metric | 11379664:btcusd:triple_med_gx:lsma95_60 | 11379664:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 41.96% | 243.19% |
| Max Drawdown | -18.75% | -67.18% |
| Sharpe | 0.34 | 0.47 |
| Sortino | 0.52 | 0.68 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 1.79 | 1.08 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.55 | 1.0 |
| Outlier Win Ratio | 45.32 | 3.23 |
| Outlier Loss Ratio | 4.29 | 3.21 |
| Volatility (ann.) | 8.46% | 26.17% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.57 | 0.64 |
| Skew | 1.38 | 0.2 |
| Kurtosis | 66.62 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.82% | 2.91% |
| Expected Yearly % | 9.15% | 36.11% |
| Kelly Criterion | 1.41% | 7.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.22% |
| Expected Shortfall (cVaR) | -0.72% | -2.22% |
| Year | 11379664:BTCUSD | 11379664:btcusd:triple_med_gx:lsma95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 13.33 | -0.25 | + |
| 2023 | 155.54 | -5.84 | -0.04 | - |
| 2024 | 121.00 | 39.91 | 0.33 | - |
| 2025 | 30.14 | -4.92 | -0.16 | - |
| Metric | 11379664:btcusd:triple_med_gx:lsma95_60 | 11379664:BTCUSD |
|---|---|---|
| MTD | -0.27% | 13.36% |
| 3M | 6.75% | 45.08% |
| 6M | -5.55% | 28.47% |
| YTD | -4.92% | 30.14% |
| 1Y | 19.12% | 105.13% |
| 3Y (ann.) | 9.62% | 81.7% |
| 5Y (ann.) | 10.63% | 42.69% |
| Metric | 11379664:btcusd:triple_med_gx:lsma95_60 | 11379664:BTCUSD |
|---|---|---|
| Max Drawdown | -18.75% | -67.18% |
| Longest DD Days | 624.0 | 683.0 |
| Avg. Drawdown | -3.17% | -6.09% |
| Avg. Drawdown Days | 53.0 | 30.0 |
| Recovery Factor | 2.24 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-20 | 2024-04-04 | -18.75 | 624 |
| 2022-03-09 | 2022-07-19 | -15.28 | 131 |
| 2024-12-17 | 2025-07-14 | -12.39 | 208 |
| 2024-04-04 | 2024-11-06 | -12.10 | 216 |
| 2024-12-10 | 2024-12-16 | -4.46 | 6 |
| 2022-03-07 | 2022-03-08 | -1.55 | 0 |
| 2024-11-18 | 2024-11-19 | -1.22 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2022-03-08 | 2022-03-09 | -0.88 | 0 |
| Metric | 11379664:btcusd:triple_med_gx:lsma95_60 | 11379664:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 12.73% | 35.75% |
| Worst Week | -9.04% | -29.64% |
| Best Month | 18.01% | 43.77% |
| Worst Month | -8.64% | -37.12% |
| Best Year | 39.91% | 155.54% |
| Worst Year | -5.84% | -53.3% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.78% | 6.28% |
| Avg. Down Week | -2.47% | -4.79% |
| Avg. Up Month | 4.27% | 13.56% |
| Avg. Down Month | -3.02% | -12.7% |
| Win Days % | 47.19% | 51.3% |
| Win Month % | 59.52% | 62.79% |
| Win Week % | 51.06% | 51.89% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |