| Metric | 11380561:btcusd:triple_med_gx:lsma95_65 | 11380561:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 23.13% | 243.19% |
| Max Drawdown | -14.03% | -67.18% |
| Sharpe | 0.25 | 0.47 |
| Sortino | 0.38 | 0.68 |
| Payoff Ratio | 1.19 | 1.0 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 0.33 | 1.08 |
| CPC Index | 0.63 | 0.55 |
| Tail Ratio | 0.3 | 1.0 |
| Outlier Win Ratio | 61.41 | 3.09 |
| Outlier Loss Ratio | 4.38 | 3.02 |
| Volatility (ann.) | 7.12% | 26.17% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.44 | 0.64 |
| Skew | 1.85 | 0.2 |
| Kurtosis | 79.98 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.49% | 2.91% |
| Expected Yearly % | 5.34% | 36.11% |
| Kelly Criterion | 1.73% | 2.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.22% |
| Expected Shortfall (cVaR) | -0.61% | -2.22% |
| Year | 11380561:BTCUSD | 11380561:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 5.65 | -0.11 | + |
| 2023 | 155.54 | 4.75 | 0.03 | - |
| 2024 | 121.00 | 1.33 | 0.01 | - |
| 2025 | 30.14 | 9.80 | 0.33 | - |
| Metric | 11380561:btcusd:triple_med_gx:lsma95_65 | 11380561:BTCUSD |
|---|---|---|
| MTD | 2.0% | 13.36% |
| 3M | 12.76% | 45.08% |
| 6M | 12.43% | 28.47% |
| YTD | 9.8% | 30.14% |
| 1Y | 2.54% | 105.13% |
| 3Y (ann.) | 6.94% | 81.7% |
| 5Y (ann.) | 6.18% | 42.69% |
| Metric | 11380561:btcusd:triple_med_gx:lsma95_65 | 11380561:BTCUSD |
|---|---|---|
| Max Drawdown | -14.03% | -67.18% |
| Longest DD Days | 479.0 | 683.0 |
| Avg. Drawdown | -4.04% | -6.09% |
| Avg. Drawdown Days | 68.0 | 30.0 |
| Recovery Factor | 1.65 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-10 | 2025-07-02 | -14.03 | 479 |
| 2022-06-08 | 2022-09-09 | -9.06 | 93 |
| 2023-09-08 | 2024-03-07 | -9.01 | 181 |
| 2022-04-26 | 2022-06-07 | -7.93 | 42 |
| 2023-05-06 | 2023-06-27 | -7.02 | 52 |
| 2022-09-15 | 2023-01-20 | -6.51 | 127 |
| 2022-02-12 | 2022-04-01 | -4.16 | 47 |
| 2023-03-24 | 2023-05-05 | -3.40 | 42 |
| 2023-01-21 | 2023-03-23 | -3.18 | 60 |
| 2023-06-27 | 2023-09-07 | -2.17 | 72 |
| Metric | 11380561:btcusd:triple_med_gx:lsma95_65 | 11380561:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 9.48% | 35.75% |
| Worst Week | -6.85% | -29.64% |
| Best Month | 10.3% | 43.77% |
| Worst Month | -10.29% | -37.12% |
| Best Year | 9.8% | 155.54% |
| Worst Year | 1.33% | -53.3% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.65% | -0.79% |
| Avg. Up Week | 2.97% | 5.24% |
| Avg. Down Week | -2.31% | -4.7% |
| Avg. Up Month | 4.56% | 18.28% |
| Avg. Down Month | -3.55% | -10.87% |
| Win Days % | 46.61% | 51.3% |
| Win Month % | 46.15% | 62.79% |
| Win Week % | 48.15% | 51.89% |
| Win Quarter % | 46.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |