| Metric | 11380895:btcusd:triple_med_gx:lsma95_65 | 11380895:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 33.64% | 243.19% |
| Max Drawdown | -22.74% | -67.18% |
| Sharpe | 0.29 | 0.47 |
| Sortino | 0.43 | 0.68 |
| Payoff Ratio | 1.21 | 1.2 |
| Profit Factor | 1.14 | 1.08 |
| Common Sense Ratio | 1.32 | 1.08 |
| CPC Index | 0.63 | 0.67 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 47.5 | 3.26 |
| Outlier Loss Ratio | 4.05 | 3.19 |
| Volatility (ann.) | 8.61% | 26.17% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.38 | 0.64 |
| Skew | 1.49 | 0.2 |
| Kurtosis | 66.6 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.68% | 2.91% |
| Expected Yearly % | 7.52% | 36.11% |
| Kelly Criterion | 1.2% | 10.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.22% |
| Expected Shortfall (cVaR) | -0.73% | -2.22% |
| Year | 11380895:BTCUSD | 11380895:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 10.65 | -0.20 | + |
| 2023 | 155.54 | 1.18 | 0.01 | - |
| 2024 | 121.00 | 36.07 | 0.30 | - |
| 2025 | 30.14 | -12.26 | -0.41 | - |
| Metric | 11380895:btcusd:triple_med_gx:lsma95_65 | 11380895:BTCUSD |
|---|---|---|
| MTD | 0.29% | 13.36% |
| 3M | 3.26% | 45.08% |
| 6M | -12.26% | 28.47% |
| YTD | -12.26% | 30.14% |
| 1Y | 11.98% | 105.13% |
| 3Y (ann.) | 7.07% | 81.7% |
| 5Y (ann.) | 8.72% | 42.69% |
| Metric | 11380895:btcusd:triple_med_gx:lsma95_65 | 11380895:BTCUSD |
|---|---|---|
| Max Drawdown | -22.74% | -67.18% |
| Longest DD Days | 581.0 | 683.0 |
| Avg. Drawdown | -3.3% | -6.09% |
| Avg. Drawdown Days | 45.0 | 30.0 |
| Recovery Factor | 1.48 | 3.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-07-14 | -22.74 | 213 |
| 2022-08-08 | 2024-03-11 | -19.14 | 581 |
| 2022-03-09 | 2022-07-18 | -13.68 | 130 |
| 2024-04-04 | 2024-08-23 | -9.39 | 140 |
| 2022-07-20 | 2022-07-27 | -5.34 | 7 |
| 2024-10-25 | 2024-11-07 | -2.40 | 13 |
| 2022-07-19 | 2022-07-19 | -2.03 | 0 |
| 2024-03-11 | 2024-04-04 | -1.82 | 23 |
| 2022-02-16 | 2022-03-09 | -1.82 | 21 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| Metric | 11380895:btcusd:triple_med_gx:lsma95_65 | 11380895:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 9.23% | 35.75% |
| Worst Week | -8.2% | -29.64% |
| Best Month | 22.12% | 43.77% |
| Worst Month | -10.36% | -37.12% |
| Best Year | 36.07% | 155.54% |
| Worst Year | -12.26% | -53.3% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 3.37% | 7.24% |
| Avg. Down Week | -2.15% | -4.53% |
| Avg. Up Month | 6.36% | 17.95% |
| Avg. Down Month | -3.86% | -11.24% |
| Win Days % | 45.89% | 51.3% |
| Win Month % | 45.24% | 62.79% |
| Win Week % | 46.07% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |