| Metric | 11379976:btcusd:triple_med_gx:lsma95_60 | 11379976:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 47.89% | 222.44% |
| Max Drawdown | -20.42% | -67.18% |
| Sharpe | 0.36 | 0.45 |
| Sortino | 0.54 | 0.66 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.17 | 1.08 |
| Common Sense Ratio | 1.63 | 1.08 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.4 | 1.0 |
| Outlier Win Ratio | 43.83 | 3.33 |
| Outlier Loss Ratio | 3.95 | 3.22 |
| Volatility (ann.) | 9.13% | 26.13% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.59 | 0.6 |
| Skew | 1.32 | 0.2 |
| Kurtosis | 60.92 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.91% | 2.76% |
| Expected Yearly % | 10.28% | 34.0% |
| Kelly Criterion | 4.29% | 6.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.22% |
| Expected Shortfall (cVaR) | -0.78% | -2.22% |
| Year | 11379976:BTCUSD | 11379976:btcusd:triple_med_gx:lsma95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 7.06 | -0.13 | + |
| 2023 | 155.54 | 18.95 | 0.12 | - |
| 2024 | 121.00 | 19.04 | 0.16 | - |
| 2025 | 30.14 | -2.44 | -0.08 | - |
| Metric | 11379976:btcusd:triple_med_gx:lsma95_60 | 11379976:BTCUSD |
|---|---|---|
| MTD | 1.57% | 13.36% |
| 3M | 1.09% | 45.08% |
| 6M | 1.1% | 28.47% |
| YTD | -2.44% | 30.14% |
| 1Y | 11.74% | 105.13% |
| 3Y (ann.) | 18.82% | 81.7% |
| 5Y (ann.) | 11.99% | 40.34% |
| Metric | 11379976:btcusd:triple_med_gx:lsma95_60 | 11379976:BTCUSD |
|---|---|---|
| Max Drawdown | -20.42% | -67.18% |
| Longest DD Days | 332.0 | 683.0 |
| Avg. Drawdown | -3.93% | -6.36% |
| Avg. Drawdown Days | 46.0 | 32.0 |
| Recovery Factor | 2.35 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-05 | 2023-01-04 | -20.42 | 332 |
| 2024-03-05 | 2024-12-15 | -17.82 | 285 |
| 2025-01-07 | 2025-07-14 | -14.00 | 188 |
| 2023-06-22 | 2023-10-23 | -8.90 | 123 |
| 2023-05-06 | 2023-06-21 | -7.49 | 46 |
| 2022-02-01 | 2022-02-04 | -5.37 | 2 |
| 2024-01-31 | 2024-03-03 | -3.81 | 32 |
| 2024-01-09 | 2024-01-29 | -3.40 | 20 |
| 2023-03-15 | 2023-05-05 | -2.31 | 51 |
| 2024-01-30 | 2024-01-31 | -2.12 | 1 |
| Metric | 11379976:btcusd:triple_med_gx:lsma95_60 | 11379976:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.82% | 35.75% |
| Worst Week | -11.3% | -29.64% |
| Best Month | 23.66% | 43.77% |
| Worst Month | -11.38% | -37.12% |
| Best Year | 19.04% | 155.54% |
| Worst Year | -2.44% | -56.13% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 3.53% | 7.13% |
| Avg. Down Week | -3.34% | -4.04% |
| Avg. Up Month | 5.14% | 15.0% |
| Avg. Down Month | -6.96% | -15.31% |
| Win Days % | 49.33% | 51.29% |
| Win Month % | 65.79% | 62.79% |
| Win Week % | 56.16% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |