| Metric | 11381143:btcusd:triple_med_gx:lsma95_65 | 11381143:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 40.1% | 195.42% |
| Max Drawdown | -20.84% | -67.18% |
| Sharpe | 0.34 | 0.44 |
| Sortino | 0.52 | 0.63 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.42 | 1.06 |
| CPC Index | 0.64 | 0.62 |
| Tail Ratio | 1.23 | 0.99 |
| Outlier Win Ratio | 46.3 | 3.28 |
| Outlier Loss Ratio | 4.18 | 3.14 |
| Volatility (ann.) | 8.55% | 26.36% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.5 | 0.56 |
| Skew | 1.51 | 0.2 |
| Kurtosis | 59.93 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.81% | 2.61% |
| Expected Yearly % | 8.8% | 31.1% |
| Kelly Criterion | 2.71% | 7.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.24% |
| Expected Shortfall (cVaR) | -0.73% | -2.24% |
| Year | 11381143:BTCUSD | 11381143:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 36.75 | -0.66 | + |
| 2023 | 155.54 | 9.54 | 0.06 | - |
| 2024 | 121.00 | -10.24 | -0.08 | - |
| 2025 | 17.02 | 4.20 | 0.25 | - |
| Metric | 11381143:btcusd:triple_med_gx:lsma95_65 | 11381143:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.31% | 31.76% |
| 6M | 6.7% | 12.25% |
| YTD | 4.2% | 17.02% |
| 1Y | 2.92% | 57.19% |
| 3Y (ann.) | 5.19% | 55.42% |
| 5Y (ann.) | 10.51% | 37.84% |
| Metric | 11381143:btcusd:triple_med_gx:lsma95_65 | 11381143:BTCUSD |
|---|---|---|
| Max Drawdown | -20.84% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -3.57% | -6.6% |
| Avg. Drawdown Days | 40.0 | 32.0 |
| Recovery Factor | 1.92 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-06-11 | -20.84 | 436 |
| 2022-06-08 | 2022-07-27 | -10.75 | 49 |
| 2023-08-04 | 2023-12-02 | -9.22 | 120 |
| 2022-08-11 | 2022-10-26 | -8.74 | 76 |
| 2022-02-05 | 2022-04-21 | -8.25 | 75 |
| 2023-12-28 | 2024-03-04 | -8.24 | 67 |
| 2023-04-11 | 2023-06-20 | -5.80 | 70 |
| 2022-04-21 | 2022-05-22 | -4.68 | 30 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2022-07-30 | 2022-08-10 | -4.20 | 11 |
| Metric | 11381143:btcusd:triple_med_gx:lsma95_65 | 11381143:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 12.43% | 35.75% |
| Worst Week | -8.37% | -29.64% |
| Best Month | 14.15% | 43.77% |
| Worst Month | -11.76% | -37.12% |
| Best Year | 36.75% | 155.54% |
| Worst Year | -10.24% | -55.3% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 3.27% | 7.3% |
| Avg. Down Week | -2.58% | -3.74% |
| Avg. Up Month | 3.95% | 18.1% |
| Avg. Down Month | -4.53% | -9.52% |
| Win Days % | 47.57% | 51.27% |
| Win Month % | 61.54% | 61.9% |
| Win Week % | 47.56% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |