| Metric | 11381778:btcusd:triple_med_gx:lsma95_70 | 11381778:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 8.33% | 208.61% |
| Max Drawdown | -16.41% | -67.18% |
| Sharpe | 0.12 | 0.45 |
| Sortino | 0.18 | 0.65 |
| Payoff Ratio | 1.23 | 1.05 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 68.49 | 2.98 |
| Outlier Loss Ratio | 4.36 | 2.97 |
| Volatility (ann.) | 6.85% | 26.38% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.15 | 0.59 |
| Skew | 1.84 | 0.2 |
| Kurtosis | 90.75 | 6.36 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.19% | 2.72% |
| Expected Yearly % | 2.02% | 32.54% |
| Kelly Criterion | -3.19% | 4.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.24% |
| Expected Shortfall (cVaR) | -0.59% | -2.24% |
| Year | 11381778:BTCUSD | 11381778:btcusd:triple_med_gx:lsma95_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.30 | 10.38 | -0.19 | + |
| 2023 | 155.54 | 0.56 | 0.00 | - |
| 2024 | 121.00 | 1.27 | 0.01 | - |
| 2025 | 17.02 | -3.62 | -0.21 | - |
| Metric | 11381778:btcusd:triple_med_gx:lsma95_70 | 11381778:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.15% | 31.76% |
| 6M | -4.49% | 12.25% |
| YTD | -3.62% | 17.02% |
| 1Y | -8.59% | 57.19% |
| 3Y (ann.) | 0.93% | 55.42% |
| 5Y (ann.) | 2.4% | 39.6% |
| Metric | 11381778:btcusd:triple_med_gx:lsma95_70 | 11381778:BTCUSD |
|---|---|---|
| Max Drawdown | -16.41% | -67.18% |
| Longest DD Days | 1000.0 | 683.0 |
| Avg. Drawdown | -4.33% | -6.33% |
| Avg. Drawdown Days | 120.0 | 31.0 |
| Recovery Factor | 0.51 | 3.11 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-15 | 2025-06-11 | -16.41 | 1000 |
| 2022-04-26 | 2022-06-07 | -8.27 | 42 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2022-02-12 | 2022-04-01 | -4.40 | 47 |
| 2022-07-05 | 2022-08-10 | -3.83 | 36 |
| 2022-06-08 | 2022-06-30 | -3.37 | 22 |
| 2022-04-01 | 2022-04-25 | -1.06 | 23 |
| 2022-09-08 | 2022-09-08 | -0.55 | 0 |
| 2022-08-11 | 2022-09-07 | -0.37 | 27 |
| 2022-02-12 | 2022-02-12 | -0.18 | 0 |
| Metric | 11381778:btcusd:triple_med_gx:lsma95_70 | 11381778:BTCUSD |
|---|---|---|
| Best Day | 6.15% | 9.33% |
| Worst Day | -5.12% | -9.32% |
| Best Week | 9.64% | 35.75% |
| Worst Week | -7.18% | -29.64% |
| Best Month | 9.14% | 43.77% |
| Worst Month | -9.62% | -37.12% |
| Best Year | 10.38% | 155.54% |
| Worst Year | -3.62% | -53.3% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.68% | -0.82% |
| Avg. Up Week | 3.26% | 6.34% |
| Avg. Down Week | -2.2% | -4.47% |
| Avg. Up Month | 3.88% | 18.82% |
| Avg. Down Month | -3.29% | -9.83% |
| Win Days % | 43.11% | 51.28% |
| Win Month % | 40.54% | 61.9% |
| Win Week % | 40.51% | 51.11% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 75.0% | 75.0% |