| Metric | 11381196:btcusd:triple_med_gx:lsma95_65 | 11381196:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 48.58% | 189.95% |
| Max Drawdown | -17.27% | -67.18% |
| Sharpe | 0.38 | 0.43 |
| Sortino | 0.59 | 0.63 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.08 | 1.06 |
| CPC Index | 0.67 | 0.6 |
| Tail Ratio | 0.91 | 0.99 |
| Outlier Win Ratio | 47.66 | 3.25 |
| Outlier Loss Ratio | 3.84 | 3.17 |
| Volatility (ann.) | 8.87% | 26.34% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.72 | 0.55 |
| Skew | 2.0 | 0.2 |
| Kurtosis | 65.15 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.95% | 2.57% |
| Expected Yearly % | 10.41% | 30.49% |
| Kelly Criterion | 5.21% | 6.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.24% |
| Expected Shortfall (cVaR) | -0.75% | -2.24% |
| Year | 11381196:BTCUSD | 11381196:btcusd:triple_med_gx:lsma95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | 6.49 | -0.12 | + |
| 2023 | 155.54 | 20.23 | 0.13 | - |
| 2024 | 121.00 | 17.48 | 0.14 | - |
| 2025 | 17.02 | -1.21 | -0.07 | - |
| Metric | 11381196:btcusd:triple_med_gx:lsma95_65 | 11381196:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 3.25% | 31.76% |
| 6M | 3.0% | 12.25% |
| YTD | -1.21% | 17.02% |
| 1Y | 8.43% | 57.19% |
| 3Y (ann.) | 13.38% | 55.42% |
| 5Y (ann.) | 12.49% | 37.22% |
| Metric | 11381196:btcusd:triple_med_gx:lsma95_65 | 11381196:BTCUSD |
|---|---|---|
| Max Drawdown | -17.27% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -4.34% | -6.63% |
| Avg. Drawdown Days | 58.0 | 33.0 |
| Recovery Factor | 2.81 | 2.83 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-10-23 | -17.27 | 450 |
| 2022-02-05 | 2022-07-28 | -16.43 | 172 |
| 2024-03-05 | 2024-05-15 | -15.82 | 71 |
| 2025-01-07 | 2025-06-11 | -11.52 | 155 |
| 2024-05-16 | 2024-11-10 | -6.58 | 177 |
| 2022-02-02 | 2022-02-04 | -4.46 | 2 |
| 2024-01-08 | 2024-03-03 | -3.85 | 55 |
| 2024-12-16 | 2025-01-06 | -1.55 | 20 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2022-07-28 | 2022-07-30 | -1.13 | 1 |
| Metric | 11381196:btcusd:triple_med_gx:lsma95_65 | 11381196:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.04% | -9.32% |
| Best Week | 11.98% | 35.75% |
| Worst Week | -10.54% | -29.64% |
| Best Month | 20.06% | 43.77% |
| Worst Month | -10.54% | -37.12% |
| Best Year | 20.23% | 155.54% |
| Worst Year | -1.21% | -56.13% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.97% | 7.17% |
| Avg. Down Week | -2.8% | -4.13% |
| Avg. Up Month | 5.93% | 15.99% |
| Avg. Down Month | -5.2% | -14.74% |
| Win Days % | 49.69% | 51.26% |
| Win Month % | 55.56% | 61.9% |
| Win Week % | 50.0% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |